Liquidity
Investigating the relationship between liquidity creation and credit risk, with the moderating role of loan concentration: Islamic versus conventional banks in Pakistan and Malaysia
The authors investigate links between liquidity creation and credit risk in Islamic banks and conventional banks, with loan concentration as a moderating effect.
Eurex short-term rates volumes collapse on Iran volatility
Surging yields, options hedging activity and revamped incentive schemes drive record volumes at Ice
Derivatives flow spike reshapes Alrajhi Bank’s liquidity profile
Sudden jump in stressed inflows and outflows cuts net cash outflows to lowest level since 2021
Non-maturity deposit risk under interest rate stress: a behavioral modeling framework
The authors propose a behavioral framework with which to model non-maturity deposit risk under interest rate stress within an interest rate risk in the banking book (IRRBB) context.
Derivatives house of the year – bank: Natixis CIB
Energy Risk Awards 2026: Bank’s physical market expansion and ETRM enhancements underpin innovative derivatives structures that address volatility
EU task force boss calls on NCAs to wield their powers to meet T+1
Europe’s disparity will add to command hub’s challenge to match US co-ordination feat, says Giovanni Sabatini
Hedge fund financing hits record $8 trillion despite year-end pullback
Surge in longer-dated funding offsets seasonal drop in overnight borrowing
The interplay between liquidity and collateral
The evolution of financing solutions as institutional investors raise and preserve cash
Hedge fund CIO flags risks from ‘fragile’ market structure
Next big market shock will lead to “liquidity driven bankruptcies”, says Adapt’s Maubourguet
Custom index TRS booms at BlackRock
Isda AGM: Bespoke total return swaps span all mandate types but e-trading bottlenecks remain
FX market-making with internal liquidity
A model to optimally manage clients’ orders to internal liquidity pools is presented
Instant payments as the new normal: how much more money do the banks need?
The authors assess how the transition towards instant payment schemes and systems affects banks' liquidity needs.
La Banque Postale trades cash for HQLAs as liquidity mix shifts
€15bn drop in reserves offset by surge in securities holdings
smartTrade eyes role as direct streaming linchpin
Vendor plans to tap growing demand for direct API trading solutions across asset classes
MMFs’ Fed repos dwindle to five-year low
Just four managers account for remaining balances as funds shift to Treasuries and repos with dealers
Valuing private equity analytically
A framework that includes liquidity and market completeness for PE valuation
Metal rally lifts LME stress losses to record levels
Stress losses and liquidity obligations hit records in Q4
Methodology change drives Eurex liquidity obligation to record
Limiting offsets to private-sector securities pushes estimated hypothetical obligation up 79%
Prop AMM makes CIO Jump to attention
Jump Trading’s Olsen says new tool allows users to create a ‘mini’ version of the firm
Macro shocks prompt reset in Apac risk management
Leading institutions are rethinking stress-testing, liquidity management and market risk strategies to remain resilient in an era of uncertainty
Stressed liquidity flows swell at Canadian banks
Derivative and repo activity push up LCR cash flows at RBC, TD and Scotiabank