Earlier this year, credit traders hoped a new credit default swap (CDS) index would help them hedge their exposure to North ...
Morgan Stanley’s capital requirements for credit valuation adjustment (CVA) risk skyrocketed 42% in the third quarter, driven overwhelmingly by charges computed under the simple approach, where the ...
BlackRock’s foreign exchange trading head has backed the development of an all-to-all venue for FX swaps to improve price ...
In the world of high-frequency trading, nanoseconds gained in trade execution can mean the difference between success and ...
Bank of America is looking to build a trading business focused on US synthetic risk transfer (SRT) deals, according to six ...
BNP Paribas has been taking the fight against clients abusing their pricing skews to a new level, putting out a mix of real ...
Broader collateral set and greater margin transparency could be adopted from Emir 3.0, but not active accounts requirement ...
Financial services firms are increasingly moving pricing and reference data to the cloud to streamline operations, reduce ...
Financial services firms are consuming more data than ever to drive a number of front- and middle-office use cases, including ...
From April next year, Bloomberg will charge a new base fee rate – before incentives and discounts – of $2.75 per million for ...
Bonds issued by the European Commission are increasingly being used as proxy hedges to European government bonds rather than ...
The US Federal Reserve’s vice chair for supervision Michael Barr has defended his efforts to dilute the capital impact of a flagship new bank regulation package. He promised to work with incoming ...