Post-pandemic policy changes have upended historic correlations in emerging markets, says rates head Lettich
Russian ruble close-out pain triggers calls for voluntary multilateral pricing framework
Cost of limiting global warming to 1.5°C will become too great for economy within 36 months
Empirical research on the relationship between renewable energy consumption, foreign direct investment and economic growth in South Asia
This paper scrutinizes the link between renewable energy consumption, foreign direct investment (FDI) and economic progress in South Asian countries.
Record returns in March give little comfort that strategy is ‘back’
Technical indicator selection and trading signal forecasting: varying input window length and forecast horizon for the Pakistan Stock Exchange
This paper investigates how input window length and forecast horizon affect the predictive performance of a trading signal prediction system.
This paper investigates the impact of abnormal returns on stock prices by using daily and hourly data for developed and emerging markets from 2010 up until 2020.
ETFs issued by BlackRock, DWS and VanEck have sold nearly all of their ‘uninvestable’ Russia stock
Loose SFDR definitions leave room for Russian state-owned firms to remain in article 8 funds
Sanctions could block coupon payments on $200bn of externally held foreign currency bonds
Basis between physical and non-deliverable trades hits record high as users shun local currency
Counterparty Radar: Bond investor held an 83% market share of BRL swaps traded with mutual funds at Q3 2021
Counterparty Radar: Non-G10 pairs regain momentum despite dip in total positions in Q3
Idea floated as battery of initiatives vie to address slowing use of PvP services
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…