We are very aware of the issue and the relevance of the market risk standard for the global level playing field,” says an EC ...
The relief – which was granted in a series of letters sent to Ally Financial, Huntington Bancshares, Santander USA, Truist ...
The firm’s dynamic weighting factor model, which systematically tilts in and out of different investment styles, has delivered 13 consecutive positive quarters. From the end of 2020 until the end of ...
For European investors, media firm Altice’s brewing fight with creditors could be a sign of things to come. In March, the French company became the first borrower in Europe to carry out a so-called ...
Barclays’ US clearing unit increased its required client margin held for futures and options trades by 5.2% to a new record in March.
If asset classes were racehorses in the quant strategy stakes, foreign exchange’s odds would be shortening fast. Banks are ...
“Refinancing early is something that has become very frequent,” says Jérôme Legras, head of research at Axiom Alternative ...
The bank’s NSFR was down 6.5 percentage points from the prior quarter, leaving it just 85 basis points above the regulatory ...
Massachusetts Mutual’s vast portfolio of interest rate swaps grew 8% to reach $316 billion in notional in the fourth quarter ...
Lloyds Banking Group reported a threefold increase in its standardised market risk charges, reaching a record high in the first quarter of the year. The bank attributed the rise to an unspecified ...
S&P Global Market Intelligence explores possible credit contagion effects from the corporate sector to real estate by using S ...
Napier Park plans to join the current fashion for credit risk transfer deals, in which banks free up capital by essentially ...