The pricing difference between euro interest rate swaps cleared at Eurex and LCH could be shrunk if interdealer brokers routinely quoted the German clearing house’s prices separately, according to ...

Exposures with unspecified risk-weights calculated outside the standardised approach at US banks climbed to $698.7 billion at the end of last year across 53 banks, the highest on record. This ...

Futures on quantitative investment strategies (QIS) have opened for trading on Eurex, with an initial crop of contracts referencing long-only equity custom baskets. The exchange hopes this will be a ...

European clearing houses will have to diversify their cloud providers to comply with the Digital Operational Resilience Act, according to a senior risk manager.

The US Supreme Court’s decision to strike down the Trump administration’s tariff regime on February 20 put more pressure on the popular US swap spread trade, sparking some deleveraging from hedge ...

Risk Benchmarking research finds model and systems integration challenges almost as limiting to effective climate risk ...

Market participants are divided over whether the combination of accelerating European government bond issuance and ongoing ...

Focusing on validating and enhancing risk models, the author proposes a comprehensive framework through which to stress test under trade war conditions.

Eurex plans to create a new streaming service for block trading to shed light on pricing away from the central limit order ...

In a related move, Manuela Veloso has left her role as head of AI research, after almost eight years at the US bank. The AI research group serves as a central hub for JP Morgan’s long-term development ...

Holders of European bonds could be surprise beneficiaries if the region lags the US in the development of artificial ...

Fast, accurate and arbitrage-free volatility surface fitting remains a core challenge for options desks. Fabrice Deschâtres presents convex volatility interpolation (CVI), a framework that casts the ...