The market for European government bond (EGB) basis trades is finally taking strides towards electronification, with three ...

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 ...

Hans Buehler has left his position as co-chief executive officer of XTX Markets to focus on an academic career. Buehler, who ...

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 ...

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 ...

Market sentiment around euro/ US dollar FX options has shifted dramatically with geopolitical events. For example, after US ...

Hayes, who spent five-and-a-half years in prison, was a high-profile case among those accused of Libor manipulation, amidst ...

The authors investigate return barrier options and how failing to capture the market’s implied volatility surface can lead to ...

Investigating systemic risk, the authors build an interbank network based on tail dependence and suggest typical network ...

The pillars on which modern treasury is built and the key considerations for banks’ technology solution requirements ...