News

The market for European government bond (EGB) basis trades is finally taking strides towards electronification, with three ...
Sasha Mills is executive director of financial market infrastructure at the Bank of England.
UBS’s risk-weighted assets (RWAs) climbed by 4.4% to $504.5 billion in the second quarter, driven by currency movements during a turbulent stretch for the US dollar.
Johannes Muhle-Karbe from Imperial College London has developed a new quantitative tool to help firms assess broker performance. The proposed method improves the evaluation of trade quality by using ...
Jeroen Krens has stepped down as chair of the International Swaps and Derivatives Association – a role he held for just seven ...
Deutsche Bank estimates that full implementation of the Basel III output floor would raise its risk-weighted assets by €118 billion ($138 billion) before mitigation, if the final rules had been in ...
Hans Buehler has left his position as co-chief executive officer of XTX Markets to focus on an academic career. Buehler, who ...
Hayes, who spent five-and-a-half years in prison, was a high-profile case among those accused of Libor manipulation, amidst ...
Sometimes you can have too much choice. The UK Prudential Regulation Authority wants to allow banks to choose how to implement new trading book capital rules, but not everyone is enthusiastic. Firms ...
Market sentiment around euro/ US dollar FX options has shifted dramatically with geopolitical events. For example, after US ...
In a rare instance of agreement between the buy and sell sides, a new clearing model for US Treasury repos proposed by the Fixed Income Clearing Corporation is winning praise from all sides of the ...
A team of academics has used a simple machine learning algorithm to filter out so-called noisy trading in stock exchange data ...