Trade repositories (TRs) responsible for collecting and storing details of executed derivatives trades stopped exchanging ...

The Reserve Bank of India (RBI) has pushed back the implementation of its initial margin requirements for non-cleared ...

BNP Paribas integrated exposures stemming from auto leasing subsidiary Arval into its credit and operational risk frameworks ahead of Basel III implementation next year, generating €20.2 billion ...

The BGC-owned exchange’s volumes have so far been underwhelming compared with rival CME Group’s rates complex. Open interest ...

Greening a portfolio in a meaningful way is an asset allocation conundrum many struggle – and fail – to address effectively.

More banks are looking to offer sponsored access to European repo clearing at Eurex, even before repo trades become part of the central counterparty’s (CCP) cross-margining facility. Before 2023, ...

Risk Quantum analysis shows that only 1.82% of prefunded default resources at 15 central counterparties (CCPs) came from ...

Standardised approaches grew to cover two-fifths of Raiffeisen Bank International’s (RBI) credit risk-weighted assets (RWAs) in Q3, as the lender stashed proceeds from ongoing liquidation of its ...

Standard Chartered’s market risk-weighted assets (RWAs) rose by 11.5% in the third quarter, reaching $30.6 billion – the bank’s highest level since at least 2016. Of the $3.2 billion rise in market ...

The US bank has $40 billion in client assets on its SMA platform, Nexus. Of this, $25 billion sits in Nexus Prime, where institutional investors can gain leveraged exposure to hedge fund strategies in ...

Barclays and HSBC are building new risk models to meet revamped trading book rules, Risk.net has learned. The UK pair are the sixth and seventh banks identified by Risk.net to be persevering with the ...

Hedge funds that bought foreign exchange options in a bet on increased volatility around the US presidential election have largely unwound their positions, sending vol levels sliding across several ...