For an investment bank, running a European equities business is a difficult task. Unlike the US or Japan, it has multiple ...
The presence of credit spread risk in the banking book (CSRBB) has long been a source of confusion for banks and regulators ...
Of the $56.8 billion growth in notional at the French bank, $44 billion was accounted for by more activity with the ...
Closer to home, BBVA pioneered a 10-year Australian dollar note with fully green credentials. BBVA has also been enabling ...
Traditional machine learning methods suffer from the curse of dimensionality. Here, Ryan Samson, Jeffrey Berger, Luca ...
When the latest generation of GPT-based large language models (LLMs) emerged last year, most banks moved to impose initial blanket bans on their use by most staff, with data privacy and copyright ...
AFM teams up with Oxford Uni academics to develop data models that will identify “harmful” collusion in automated trading ...
In contrast to previous years, trading activity in the Apac region is being driven increasingly more by local considerations, ...
PNC, BofA and Schwab report highest share among banks subject to LCR amid move to limit their role in liquidity buffers ...
At least $40 billion of collateral held against non-cleared derivatives trades could be freed up in December, when the latest recalibration of Isda’s standard initial margin model, or Simm, casts off ...
Uncleared margin reform is no longer about just getting the job done. It is about making sure the job is done well. Murex’s comprehensive collateral solution ...