Closely watched arbitrage spread poor predictor of a merger deal’s success, quant firm finds
12 banks announce support for project to extend PvP protection to certain CLS-ineligible currencies
Retail payments and financial inclusion in Latin America and the Caribbean: identifying gaps and opportunities
The payment aspects of financial inclusion (PAFI) framework, set up by the Committee on Payments and Market Infrastructures and the World Bank in 2016, recommends a set of actions to spur financial inclusion by means of improvements in the retail payment…
Measurement of operational risk regulatory capital in the banking sector: developed countries versus emerging markets
This paper addresses operational risk as a fundamental risk type faced by banks in emerging and developed economies.
In this paper, we analyze the results of incentive regulation for Brazilian transmission companies regarding operational costs.
Traders signal shift to currency strategies, but is it passing fad or permanent fixture?
This study examines the performance of two strangle strategies at different legs to find the best strategy for consistent profit generation when trading on the Indian stock market index Nifty.
NatWest, XTX Markets and others develop new outsourcing model for tech
Regulators and market participants searching for answers after BIS figures show substantial increase
Simon Karaban, head of index services at Singapore Exchange, talks about environmental, social and governance indexes and how the emergence of exchange-traded funds and wealth platforms is democratising thematic indexes, making them more accessible to…
The use of range-based volatility estimators in testing for Granger causality in risk on international capital markets
This study utilizes the extreme value theory (EVT) approach to compare the performance of a wide variety of range-based volatility estimators in the analysis of causality in risk between emerging and developed markets.
BNP Paribas’ Djamel Bruimaud, strategic sales lead for foreign exchange and local markets for European corporates, and Stephane Benhamou, head of forex and rates solutions sales, France, discuss the creation and execution of a hedging solution designed…
Interview: Trading from home may be odd, but Amundi’s FX head was ready for other stresses
Latest job news across the industry
Spreads tighten on many currency pairs but liquidity still patchy
Annual growth rate of debt issued by non-bank borrowers averages 11%
Activation of credit lines and guarantees could cause exposures to leap 26%
Emta protocol salve aside, peso settlement rate snafu is a warning for emerging market FX derivatives
Amid a global push towards green policies, the reality of overhauling how industries worth trillions of dollars operate is causing concern. A forum of market participants and sponsors of this report discuss the levels of awareness of climate risk and its…
Credit risk analysts at emerging market banks not only need high-quality data, but also the necessary tools to manage it. Improving consistency and reducing the risk of errors in credit risk data create more time to concentrate on the core activity of…
Lat Am contracts may be tweaked to avoid repeat of contentious peso freeze
From mega loan fraud to canteen theft, the danger is ever present
Beyond central bank policy, traders see a range of hidden structural factors at work
Risk Awards 2020: New market risk system proves its worth in a year of emerging market blow-ups