Another significant innovation on the Execute platform is the use of auto‑pricing technology. Trades that meet preset ...

In April, after the markets chaos that followed ‘Liberation Day’, Mads Gosvig, who heads asset allocation at the UK’s Railpen ...

Adding new types of trades to XVA: for example, interest rate and bond futures, and futures options. This is due to calculating PFE on portfolios of trades with exchanges. One peculiar feature is that ...

The US Federal Reserve’s long-standing effort to remove the stigma associated with borrowing from the discount window appears far from over, according to the latest Senior Financial Officers (SFO) ...

Citi expects to roll out investment advisory tools powered by generative artificial intelligence (GenAI) within 12 months.

The increase in renewable energy generation across Europe and the US in recent years has led to a rise in new flexible assets ...

This paper proposes a novel contract, called disaster insurance swaps, to help insurance and reinsurance firms hedge ...

Risk.net, FX Markets.com, WatersTechnology.com, Central Banking.com, PostOnline.co.uk, InsuranceAge.co.uk, RiskTechForum.com ...

First Citizens Bank acquired SVB out of bankruptcy on March 27, 2023. After closing the deal, the bank realised that many of ...

Banks sniff an opportunity to push the Fed for more openness over stress test models – and seize capital benefits ...

The current market risk framework refuses to be superseded. Risk.net dissects banks’ disclosures to explore how trading book ...

Structurers say US corporates’ use of options-based net investment hedging helped soften impact of USD selloff ...