“We want the liquidity in the Treasury market to stay robust, and pushing out timelines definitely makes sense as the ...

Cash-plump US money market funds (MMFs) bulked up direct investments of US Treasuries in November, moving further away from ...

In his final official remarks before stepping down as chairman of the US Commodity Futures Trading Commission, Rostin ‘Russ’ ...

In an influential 2011 paper, Christoph Burgard and Mats Kjaer showed how a bank can hedge its funding risk by dynamically shorting its own bonds. As this is technically unfeasible, most banks ...

Societe Generale has been synonymous with equity derivatives for more than three decades, building a global markets franchise around its long-standing exotics and structuring prowess.

The authors assess operational risk in the non-life-insurance sector, finding operational lapses and the cost–income ratio to ...

Market participants optimistic that new provisions for offshore repos of onshore bonds is first step towards mainland access ...

The European Commission is considering relief measures to adjust new trading book capital rules, according to six sources, but European Union banks disagree over whether a further delay to ...

The euro swap spread measures the difference in nominal yields on German government bonds versus the fixed leg of euro ...

In the third quarter of 2024, the default funds of six clearing services expanded to record levels, a Risk Quantum analysis ...

In Franklin Templeton’s view, high inflation represents the primary reason for rising correlations between bonds and equities. Going forward, analysts expect growth to be the key macro driver over the ...

At Amazon, Meta and Tesla, the lack of FX hedging might raise eyebrows, but isn’t necessarily a losing technique ...