Markets
Financial markets are being reshaped by regulatory change, evolving market structures, new technologies and shifting macroeconomic conditions. From changes in clearing and settlement to the growth of digital assets and electronic trading, firms are adapting how they trade, price and manage risk.
Risk.net explores the latest developments across fixed income, foreign exchange and equities, including market structure and liquidity, trading technology, benchmarks, digital assets, clearing and post-trade, and innovations in pricing and modelling.
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ICE’s approach to pricing global fixed income assets
Accurate and transparent bond pricing is critical for managing risk, meeting regulatory requirements and making informed investment decisions
Repricing risk in a global rate reset
Firms are reallocating risk exposure, evolving forecasting models and leveraging deep macroeconomic data to uncover patterns and challenge assumptions
A paradigm shift for prepayment risk assessment
For MBS investors, the ability to link data to specific loans and securities offers more precise analysis, alongside other advances in data and analytics
Fixed income finesse: striking a balance amid shifting rates
An increasingly unpredictable economic environment leads investors to look for a wider range of products to satisfy evolving strategies
Digital asset derivatives: unlocking growth through regulated trading and clearing
The broader market trends driving institutional adoption before examining regulatory developments, risk management and the role of central clearing
Investors find smoother path with smart beta
In the face of evolving volatility, investors are demanding a smarter approach to strategic asset allocation
The future of quantitative investment
Discussion on the increasing appeal of QIS, latest trends and use cases in the Apac region
Repo on Execute: unlocking liquidity with innovations in market structure
Execute is driving the digital transformation of the repo market, creating a new standard for the industry
The future of fixed income
Apac investors’ use of fixed income products, the fast-track evolution of the UBS fixed income proposition and the innovations likely to be seen by 2030
The Term €STR transition: challenges and market readiness
The progress, challenges and factors shaping the adoption of Term €STR as financial institutions transition from Euribor
J.P. Morgan Inverse VIX Futures ETN: a more intuitive approach to risk
J.P. Morgan’s new inverse Vix futures ETN, designed for a more stable risk profile
Yen rise spurs Japanese rates market surge
Traders are moving on an expectation of increased yen volatility in 2025
Charting volatility: strategic insights on Apac monetary policy divergence and market dynamics
Key drivers of market fluctuations, the impact of currency and interest rate differentials, and technology-driven strategies for risk mitigation in portfolio management
Portfolio trading vs RFQ: understanding transaction costs in US investment-grade bonds
How factors such as order size, liquidity profiles and associated costs determine whether a portfolio trade or RFQ list trade is the optimal choice
From faxes to fintech: reflecting on more than 20 years of industry evolution
Financial markets have evolved from manual processes to streamlined, technology-driven workflows. This article covers this transformation and the collaborative innovations reshaping post-trade operations
FX options: rising activity puts post-trade in focus
A surge in electronic FX options trading is among the factors fuelling demand for efficiencies across the entire trade lifecycle
Pricing and reference data in the cloud: fuelling opportunity today
A cloud-based security master can transform data management, analytics, automation and innovation across the enterprise
Pre- and post-trade TCA: why does it matter?
CP+ powers TCA to deliver real-time insights and improve trade performance in complex markets
Driving effective transaction cost analysis
How institutional investors can optimise their execution strategies through TCA, and the key role accurate benchmarks play in driving more effective TCA
Yield curve chronicles: mastering fixed income in volatile markets
A series of four podcasts that examines fixed income investment strategies against a backdrop of economic uncertainty, potential rate cuts and market volatility
Revolutionising financial data with large language models
With the integration of LLMs, LSEG is reshaping data analytics, utilisation and management
Recent volatility highlights tech’s vital role in fixed income pricing
MarketAxess’ Julien Alexandre discusses how cutting-edge technology is transforming pricing and execution in the fixed income market amid periodic bouts of volatility
Trends, challenges and opportunities in fixed income trading
Is 2024 the year of the bond?
CP+ unveiled: accurate, real-time pricing for global credit and rates markets
Bond markets lack transparency, making it difficult for investors to value bonds and compare prices. This can lead to overpaying or missed opportunities. CP+, a real-time pricing tool for bonds, addressees these challenges by offering data on more than…