The euro swap spread measures the difference in nominal yields on German government bonds versus the fixed leg of euro ...

In the third quarter of 2024, the default funds of six clearing services expanded to record levels, a Risk Quantum analysis ...

Financial institutions are not shielded from multidomain disruption – a greater risk and reality today than before. In a Risk.net panel session, convened at ...

Following the BoJ’s bold moves to adjust its monetary policy, the yen rate-swap market has come alive with unprecedented activity. Since March 2024, the notional amount of JPY interest rate swaps ( ...

Banks’ implementation plans for the new market risk capital framework are starting to lose momentum in Australia, say consultants, as the timetable for the Australian Prudential Regulation Authority ...

Every day, thousands of bilateral trades in cash and derivative instruments are arranged via Bloomberg instant messages on ...

Liability-driven (LDI) investment funds have built up liquidity buffers beyond regulatory requirements imposed in the wake of ...

The European Union’s banking watchdog is preparing to release an opinion document explaining how supervisors should address ...

One senior reporting expert at a US bank estimates that meeting the requirement costs at least $1 million a year due to the ...

Machine learning expert Joseph Simonian has taken on a new role at the California Public Employees’ Retirement System ...

In the third quarter of 2024, the Options Clearing Corporation estimated that the worst-case default of a single member would ...

With shifting market dynamics and digital innovation increasing energy trading volumes and complexity, a recent Energy Risk ...