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 ( ...

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 ...

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 ...

Ian Hale has left his role as head of sterling rates trading at UBS. It’s understood Hale left the role in December and is weighing up his options regarding his next move.

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 ...

Bank of Montreal (BMO) allocated C$1.5 billion (US$1.1 billion) in provisions for credit losses (PCLs) in the three months ending October 2024, the most on record for a single quarter.

Buyers of credit protection on Swedish debt collector Intrum will see a 24% payout on their derivatives contracts after a default auction earlier today (January 16), largely in line with the secondary ...

Foreign exchange activity in the wake of South Korea’s political crisis indicates recent reforms aimed at bringing more Korean won trading onshore and away from the offshore non-deliverable forward ...

BNY has appointed Shuo Wu as global head of electronic foreign exchange trading and strategy. Wu joins BNY in London and will report to Jordan Barnett, global head of FX trading and product, while ...