Daily volumes are a pillar of the futures market, and can now be found for US swaps
Practice improves allocations but more can be done, says Darrell Duffie
Credit exposure can be hazardous. Misinterpreting the risks posed can be ruinous
High-profile critics of op risk capital rules are misguided, say Ariane Chapelle and Evan Sekeris
Building an outlier test for interest income would be better than the standardised EVE approach
Fintech threatens market-making, research and wealth management, writes eCo Financial Technology CEO
Risk models are backward-looking but history won’t repeat itself
New disclosures from big CCPs show listed market consumes more margin than cleared swaps
David Carruthers of Credit Benchmark looks at banks’ credit risk data
Darrell Duffie explains why transition from Ibor-based benchmarks is necessary and feasible
Forecasting gas storage levels is an ugly, thankless – but essential – task
Libor-rigging and similar misconduct across multiple firms may be the result of 'macro-cultures'
Are depo-lite standalone administrators independent enough?
Fed proposal is driving banks out of physical markets, says expert