Now, as Donald Trump’s administration drives a wrecking ball through those regulations, Europe is also eyeing deregulation as ...
US life insurers have criticised a regulatory proposal that would see certain structured credit products lose favourable ...
US money market funds (MMFs) held a record $3.7 trillion in US Treasuries at the end of August, up 7.1% from a month earlier.
Florian Bourgey, Patrick Noble, Ingi Petursson, Mathieu Rosenbaum and Grégoire Szymanski introduce the quadratic rough HestonC (QRHC) model, a minimal extension of the quadratic rough Heston model ...
When lawyers at the Commodity Futures Trading Commission set out their views on the legal nature of perpetual contracts in a ...
Hedge funds are piling into foreign exchange options that bet against the euro, including through more complex exotic ...
Securitisation exposures at large European banks have risen 80% since 2022, while associated risk-weighted assets (RWAs) have grown only 52.3%, a Risk Quantum analysis found.
Volatile swap spreads have issuers weighing a shift from swap locks to costlier Treasury locks for pre-issuance hedges ...
Calamos’s ‘Least-of Autocallable Income ETF’ (CAYN), built with Citi and index provider MerQube, references a laddered index ...
It’s more than a decade since funding valuation adjustment (FVA) moved from academic controversy into the mainstream. So, ...
The deployment of AI models in finance is a high-stakes business. Wrong decisions on loans, pricing, risk management or ...
Anti-money laundering (AML) professionals are urging the US Financial Crimes Enforcement Network to provide more feedback on ...