Market participants optimistic that new provisions for offshore repos of onshore bonds is first step towards mainland access ...

The European Commission is considering relief measures to adjust new trading book capital rules, according to six sources, but European Union banks disagree over whether a further delay to ...

At Amazon, Meta and Tesla, the lack of FX hedging might raise eyebrows, but isn’t necessarily a losing technique ...

JP Morgan expanded its available-for-sale (AFS) securities portfolio by $72.3 billion in the fourth quarter of 2024, rounding out a year in which the bank’s AFS holdings doubled in size. The latest ...

The authors suggest that model risk management practices used in financial institutions can be applied to academic research and enhance research outcomes.

Following the BoJ’s bold moves to adjust its monetary policy, the yen rate-swap market has come alive with unprecedented activity. Since March 2024, the notional amount of JPY interest rate swaps ( ...

Mahmood Alaghmandan is a climate scenario analysis specialist at Canada’s Office of the Superintendent of Financial Institutions (OSFI), the national regulator. With a background in industrial ...

Financial institutions are not shielded from multidomain disruption – a greater risk and reality today than before. In a Risk.net panel session, convened at ...

The euro swap spread measures the difference in nominal yields on German government bonds versus the fixed leg of euro ...

In the third quarter of 2024, the default funds of six clearing services expanded to record levels, a Risk Quantum analysis ...

When the highly leveraged family office Archegos Capital Management collapsed in March 2021, multiple investment banks ...

Banks’ implementation plans for the new market risk capital framework are starting to lose momentum in Australia, say consultants, as the timetable for the Australian Prudential Regulation Authority ...