US money market funds’ (MMFs) investments hit record levels for the fourth consecutive month in September, with some managers ...

The sharp rise of momentum-based trading in European government bonds (EGBs) by hedge funds is raising fears that a sudden ...

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Amid the diverging timeframes and complex requirements of FRTB, Bloomberg offers a consistent, comprehensive and customisable solution for Apac banks preparing ...

Johannes Muhle-Karbe and Roel Oomen show that the primary driver of dealer and client outcomes is the fixing window width and that the weighting scheme applied to prices over the calculation window is ...

With a deadline at the end of this week, some European derivatives counterparties have struggled to update reports of legacy trades in time to meet a new regulatory standard, according to multiple ...

KeyCorp sold $7 billion in commercial mortgage backed-securities (CMBSs) at a loss in the fourth quarter, capitalising on a temporary bond market rally to refresh its available-for-sale (AFS) ...

Jon Fox and former colleagues formed Topaz Technology in 2015. Having seen many different systems and, in some cases, written ...

US Securities and Exchange Commission (SEC) chair Gary Gensler told the annual meeting of the Securities Industry and Financial Markets Association (Sifma) he is standing by the timetable for the ...

Months like August are atypical. Arguably, the job of conventional trend followers in a portfolio is to protect against prolonged market slumps, the job of faster moving strategies to guard against ...

The European Union’s Digital Operational Resilience Act (Dora) enters into force in January 2025, and will require financial ...

Under the new models, approved by the European Central Bank (ECB) on July 9, RWAs from retail lending rose to €44.8 billion as of September 30, marking a 74% increase from the €25.8 billion recorded ...