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Volatility selling is down, but not out
Shrinking risk premiums could end cycle of vol suppression, traders say – but not just yet
AI ‘lab’ or no, banks triangulate towards a common approach
Survey shows split between firms with and without centralised R&D. In practice, many pursue hybrid path
HSBC’s SVAR hits highest in six years on interest rate sensitivity
Lofty readings in the last quarter of 2024 push associated RWAs to $13 billion
In search of a global ESG risk and reporting framework
Banks are turning towards technology to improve ESG reporting and reduce related financial risks
Navigating carbon emissions markets
What the future holds for carbon emissions markets
Futures gain ground in G10 FX pricing
Some market-makers believe contracts are now primary market price for Commonwealth currencies
JSCC plans to open JGB clearing to foreign investors
Clearing house aims to boost cleared market liquidity in Japanese government bonds
CFTC acting chair: ‘We don’t need a Dodd-Frank for crypto’
US regulator wants real-time market surveillance; focuses on rise of liquidity risk
US banks’ unrealised losses surge by $33bn in Q4
Led by JPM, Wells Fargo and Capital One, every major bank reported higher losses in AOCI, in reversal of previous quarter’s recovery
Large banks safer for CCPs than they get credit for
Plentiful pre-positioned liquidity softens the blow of resolution, new research argues
Basel uniformity fades as members defy dress code
Rule-makers diverge from Basel III standards, denting aims of comparability and fuelling fears over fair competition
Front office open to AI promise
AI offers real potential for capital markets firms. But how disruptive, and how immediate, will the impact be?
Precision-crafted: the new tools of investing
Key trends, tactics and innovations that are influencing investors’ thinking in the current environment
Fate of US Treasury clearing deadline to be decided at crunch meeting
Isda chief predicts delay as clearing houses await confirmation of go-live dates
A market-making model for an options portfolio
Vladimir Lucic and Alex Tse fill a glaring gap in European-style derivatives modelling
Citi rolls out revamped SDP in emerging markets
Unified API will boost electronic pricing and automation for restricted currencies, says bank
Value-at-risk models face neglect due to FRTB uncertainty
Some banks delaying material upgrades until timeline to replace VAR becomes clearer
French banks’ equity VAR surges to multi-year highs
Volatility pushes fourth quarter readings at BNP Paribas, Crédit Agricole and SocGen to levels unseen in recent years
Everything, everywhere: 15 AI use cases in play, all at once
Research is top AI use case, best execution bottom; no use is universal, and none shunned, says survey
HSBC appoints Benihasim as global FX head
Hong Kong-based Benihasim replaces Richard Bibbey, who moved to London to run institutional sales
Navigating risk horizons: a comprehensive bibliometric analysis of corporate risk management
The authors conduct a bibliometric analysis of 100 research papers to identify trends within corporate risk management.
The power of neural networks in stochastic volatility modeling
The authors apply stochastic volatility models to real-world data and demonstrate how effectively the models calibrate a range of options.
CRR III hangs in the balance as member states push for changes
Top EU lawmaker rejects calls to water down capital rules, while others see room for manoeuvre
BlackRock bucks trend in shrinking IRS market for Ucits
Counterparty Radar: Pimco boosts pay-fixed book by $27.5 billion in H1 2024
Clients’ share of IRS clearing margin hit record high
Data from CME, Eurex and LCH shows clearing members’ house IM fell in January, pushing client proportion to 67.7%
How AI agents could become investing’s crash test dummies
Firms mull the use of chatbot simulations to test organisational set-ups
Hong Kong dealers make Honia transition push
Standard Chartered ramps up swaps quoting for Hibor alternative; calls for industry transition group
JP Morgan, Eurex push for DLT-driven collateral management
The high-stakes project could be a litmus test for the use of blockchain technology in the capital markets