The authors propose a means with which to represent and compare three key functions of payment system architectures: issuance ...

Towards the end of last year, Vontobel’s quantitative investment arm built an AI stock-picking assistant to help its portfolio managers improve on their personal investment approach. The Swiss asset ...

Growing use of non-cash collateral is whipping up interest in the use of tri-party structures – which are typically associated with initial margin posting – for meeting variation margin payments.

Required margin for cleared swaps grew to a record high at US futures commission merchants (FCMs) in the first half of June, data from the National Futures Association shows. The 17 reporting firms ...

AI is transforming financial services. Regulatory requirements, compliance demands and concerns over data consistency are ...

US regulators’ ability to supervise bank models is being called into question, as quant teams at the Office of the ...

FMX Futures Exchange will extend its trading sessions for rates contracts on Sunday, June 29 to match CME’s hours. Trading ...

For months, macro hedge funds have been betting that the US Treasury yield curve will continue to steepen. But with the ...

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

Amid the ongoing US-China trade war this year, Chinese exporters chose to hold steady on their hedge ratios, according to ...

An effort by the Federal Reserve Bank of New York to persuade banks to apply haircuts to non-cleared bilateral repo ...

This paper uncovers changes to concentration of the clearing ecosystem and how it has changed since the 2007-9 financial crisis.