A structure already embraced by the loan market may reshape how banks lay off derivatives counterparty credit risk, as so-called blind pools – undisclosed, replenishable baskets of reference names – ...

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

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

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 ...

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

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

Dealers have been left confused after the European Banking Authority (EBA) last month published two long-awaited answers to the question of how banks must capitalise swaps they write against repack ...

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 ...

Joseph Breeden, PhD is currently CEO of Prescient Models, which provides products, services, and training for lenders globally. Prior to Prescient Models, he was CEO and Founder of Strategic Analytics ...

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

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’ ...