“The Cayman Islands is growing in significance as a destination for life reinsurance activity,” the rating agency said in a ...
US regulators have ditched plans to increase capital requirements for derivatives clearing businesses as part of their Basel ...
CME Group chairman and chief executive Terry Duffy has talked down the CME’s prospects of victory in the US Treasury clearing ...
The authors propose a deep-learning-based algorithm for high-dimensional Bermudan option pricing with the novel feature of ...
As of July 31, TD Bank’s operational risk-weighted assets (RWAs) reached C$100.3 billion ($74.3 billion), a 9.2% increase from three months earlier. The C$8.5 billion jump is the largest quarterly ...
Stuart Simmons, new head of GFXC working group, wants trading platforms to come clean on how they use client data ...
Like a good doctor, a good risk manager knows that prevention is better than cure. When banking crises blow up, risk ...
US Bancorp’s liquidity coverage ratio (LCR) would have been 863 basis points below the regulatory minimum mandated by the Basel framework at the end of the second quarter in the absence of a waiver ...
While classic dispersion trades see investors pair a short position in the volatility of a major index – typically the S&P ...
US money market fund (MMF) repos funnelled through the Fixed Income Clearing Corporation (FICC) surged 17.8% to a record $634 ...
UBS Americas – which in Q2 formally merged with Credit Suisse’s US intermediate holding company (IHC), a year after their parents’ forced marriage – reported $387 million in real estate-secured loans ...
Bank of America in London.