Cutting Edge CVA sensitivities, hedging and risk A probabilistic machine learning approach to CVA calculations is proposed 26 Jul 2024   |  Technical paper

Markets Survey: FX swaps e-trading sees greater client sophistication BofA study shows increasing electronic trading of derivatives as users embrace MDPs and APIs 25 Jul 2024   |  News

Markets Derivatives trading halved amid CrowdStrike tech outage With broker screens offline, G3 rates derivatives volumes plunged versus a normal Friday 23 Jul 2024   |  News

Markets FX HedgePool extends credit intermediation beyond FX swaps New service lets buy side trade spot and forwards with LPs without prior credit ties, including non-banks 23 Jul 2024   |  News

Markets Rates markets rattled as tech outage hits broker pricing feeds Dealers widened spreads and pulled live curves after TP Icap’s pricing feeds went offline 19 Jul 2024   |  News

Markets JPM exec: post-Archegos disclosure rules tough in practice Banks may struggle to get required details from clients under Basel proposals, says reg affairs executive 19 Jul 2024   |  News

Markets Taming of the skew sparks new debate over 0DTEs Some pin lower put premium on short-dated market-maker hedging; others cite fundamentals 19 Jul 2024   |  News

Markets Franklin Templeton steps back into FX options Former biggest user of the instrument among US mutual funds returns with $7.6bn of USD/JPY strategies 18 Jul 2024   |  News

Markets CME launches term SOFR curve as clearing talks ebb Give-and-get pricing tool addresses pressing transparency need in $2.5 trillion swaps market 17 Jul 2024   |  News

Markets Capital Group grows interest rates swaps book by 62% Counterparty Radar: Aggregate notional of US mutual fund and ETF positions hit $957 billion in Q1 16 Jul 2024   |  News