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EBRD treasurer Alex van Nederveen retires
Felix Green set to replace 30-year bank veteran later this month
The loneliness of the model risk manager
Boards may see them as a drag on innovation; risk functions need to show they embrace efficiency
Hopes rise for cross-product netting under SA-CCR
Banks want rule change in Basel III endgame to lower capital costs of clearing UST repos
US Treasuries clearing: a new era
What will the SEC’s clearing mandate mean for your firm? Explore the latest updates and analysis around clearing models, collateral requirements, risk tools and market structure
Seven developments shaping US Treasury clearing
As the SEC’s US Treasury clearing mandate approaches, FICC is rolling out new access models, protections and risk tools to help market participants prepare for a broader move into central clearing
FCMs held record customer funds on eve of Iran war
F&O funds climbed 6% in February as seven brokers set new records
Short dollar bets make cautious return after safe-haven rush
Cautious USD-weakening positions re-emerge despite return of natural ‘dollar smile’ hedge
Ice’s Sprecher: institutional prediction bets ‘a matter of time’
Longer-term vision for ‘niche’ energy event contracts may be aided by recent Polymarket tie-up
A dual backtesting framework for quantifying nested model error and unlocking capital efficiency
The author puts forward a framework for dual backtesting, in which single-blind backtesting assesses core models and double-blind backtesting evaluates the whole system.
ForexClear stress losses surge as member concentration rises
Top five member share of IM jumps 9pp as stress losses hit six-year high
Long way round: EU banks lament credit spread saga
EBA ditches some of banks’ preferred qualitative reasonings – and shortcuts – for CSRBB exclusion
What’s next for Treasury clearing? Cleared buy-side tri-party enhancements at DTCC
Innovations to improve margin efficiency for the buy side and streamline done-away activity with tri-party repo enhancements to FICC’s sponsored and agent clearing services
Fireside chat: Advancing FX clearing for safer settlement
Developments in FX clearing are supporting the creation of a safer, more scalable settlement infrastructure
Iosco chief sees no need for CCPs to hold more capital
CCPs have shown resilience in volatile times without extra skin-in-the-game, says Buenaventura
A smooth fit for complex volatility surfaces
Quant shows a new way to capture implied vol with optimisers
Banks urge EBA to delay risk benchmarking amid Iran conflict
Risk managers say hypothetical portfolio exercise clashes with severe market turbulence
An efficient algorithm to compute correlation Greeks
This paper proposes a new algorithm that allows us to compute pairwise-correlation sensitivities in a Monte Carlo framework by modifying only one trajectory at a time
The ‘addictive’ way of working behind Marex’s rapid growth
Staff are encouraged to run lots of little experiments to figure out what works – and what doesn’t
CME’s Duffy warns against government intervention in oil markets
Exchange head doesn’t rule out possibility of oil hitting $150 a barrel
Equity trading volumes surge at Canadian, Singaporean banks
Seven of eight lenders post double-digit rise in 2025, early systemic data shows
Offshore bonds to give China lifers a yield lifeline
Expansion of Bond Connect scheme will provide higher yielding assets for life insurers, and may ease concerns over asset-liability management
Polytechnique’s Lehalle on bottleneck models and Hormuz closure
Iran conflict raises a now-familiar problem, says quant: how to predict which goods go where
Prop AMM makes CIO Jump to attention
Jump Trading’s Olsen says new tool allows users to create a ‘mini’ version of the firm
Analyzing the asymmetric effect of renewable energy on economic growth in a transitional economy
Covering the period 1971 - 2023, the authors analyze the influence mechanism and asymmetric effect of renewable energy consumption and other variables on economic growth in Tunisia.
Morgan Stanley makes cuts to real money FX coverage
Departures from London-based team came as bank was reportedly shedding 2,500 jobs
CDS financials index to relaunch – minus big bank names
Revamped index drops G-Sibs and adds BDCs, but questions remain around use cases
Wheels in motion: AB fully automates forex trade execution
US fund manager claims to save time and money with hands-free trading
CME outages hit eight-year high in Q4
Operational failures totalling 8.5 hours most severe since 2017