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

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.

In its whitepaper on collateral liquidity efficiency in the derivatives market, the International Swaps and Derivatives Association’s Future Leaders in Derivatives (IFLD) group made 16 recommendations ...

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 ...

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 ...

More striking still is the preponderance of RWAs that cannot be classified under any of Basel 2.5’s four building blocks.

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

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

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

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

The European Banking Authority is looking at ways to speed up the process of supervisors – such as the European Central Bank ...

Banks have had to speed up their market risk management processes in response to the volatile trading conditions that have ...