Interest rate derivatives house of the year: Goldman Sachs
An expected rise in interest rates will leave many entities facing hefty collateral calls, potentially creating a liquidity squeeze. Goldman Sachs has worked to help clients deal with this potential problem
Comments by Federal Reserve chairman Ben Bernanke last May proved to be a wake-up call for many in the fixed-income markets. Bond prices had climbed almost continually since the first round of quantitative easing in the US in late 2008, but a seemingly innocuous comment by Bernanke – that the central bank may consider tapering its bond purchases – sent fixed-income prices tumbling. The subsequent
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More on Awards
Market liquidity risk product of the year: Bloomberg
Bringing clarity and defensibility to liquidity risk in a fragmented fixed income market
FRTB (SA) product of the year: Bloomberg
A globally consistent and reliable regulatory standardised approach for FRTB
Best use of cloud: ActiveViam
Redefining high-performance risk analytics in the cloud
Best use of machine learning/AI: ActiveViam
Bringing machine intelligence to real-time risk analytics
Collateral management and optimisation product of the year: CloudMargin
Delivering the modern blueprint for enterprise collateral resilience
Flow market-maker of the year: Citadel Securities
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Quantifi delivers high-performance, transparent and adaptable pricing and risk analytics for fixed income and credit markets
Derivatives house of the year: Citi
Risk Awards 2026: Rev up, RWAs down, as US bank gets back on track (with added XiNG and XiP)
