How structural and data-driven innovation are converging to address the liquidity challenge in private markets ...

LSEG’s Post Trade Solutions extends clearing-style efficiencies to bilateral markets, helping Apac clients navigate rising ...

US banking giant JP Morgan has picked up a 2.5-percentage-point systemic add-on from its domestic regulator, marking a widening chasm with the Basel Committee on Banking Supervision’s own approach for ...

Three lawyers may fundamentally reshape how credit default swap (CDS) traders view restructuring credit events, according to ...

Draft proposals from the European Commission would allow more on-venue trading to be cleared by third-party central ...

In this episode of the Quantcast Master’s Series, we speak with Kihun Nam, director of the Master’s programme of Financial ...

Two global systemically important banks (G-Sibs) reported record highs of the metric, which captures the gap between the net cash outflow at the end of the 30-day period and the peak outflow during ...

The evolution of banks’ credit valuation adjustment (CVA) teams into broader derivatives valuation adjustment (XVA) desks has not shifted their main focus: cutting CVA charges still dominates dealers’ ...

Gold and silver liquidity on foreign exchange trading platforms improves as more dealers link precious metals with e-FX ...

Colleagues praise crypto smarts and collegial style, but views on prediction markets and funding trouble Senate ...

A senior Singapore regulator has warned that Asia’s likely move to T+1 settlement must be carefully managed to avoid ...

Risk Learning’s e-learning courses provide individuals and organisations with flexible, self-paced training designed to fit around their schedule. These off-the-shelf programmes offer high-quality ...