Industry sources say the Bank of England’s commitment to automatically adjusting regulatory thresholds could eliminate ...

Clearing members have welcomed changes made by Hong Kong Exchanges and Clearing (HKEX) to the rates paid on posted collateral ...

This piece is part of a series benchmarking bank model risk management practices. Risk Management subscribers can view ...

On July 8, users of Nasdaq’s Smarts software received an email. It said – not in these words – that the software had not been doing its job. That’s a problem, because Smarts has a big job. The ...

Jurisdictions with high risk density in the calculation of risk-weighted assets tend to have lower nominal capital requirements, according to a report by the Bank for International Settlements’ ...

Morgan Stanley Investment Management’s (MSIM) long-running Chinese renminbi foreign exchange options strategy would have paid ...

Those that want exposure sooner can simply bolt a SpaceX single-stock future onto CME’s S&P 500 e-mini contracts to get their fix. The instruments could be an efficient alternative to buying shares ...

The proposed US redraft of Basel III has spared derivatives clearing from the worst impact of an earlier version, but banks ...

More bonds now sit with active hedgers but market is split on whether flows can move US rates again ...

At the latest Trading Leaders’ Network meeting in London in July 2026, senior market participants discussed the challenge of ...

Banks and supervisors in the US might be about to find out. For almost half a century, US regulators have relied on a ...

Foreign banks posted larger depletions in core capital than US banks in the Federal Reserve’s latest round of stress tests. The estimated median start-to-trough depletion in Common Equity Tier 1 (CET1 ...