Alexander Barzykin, Philippe Bergault, Olivier Guéant and Malo Lemmel tackle two critical risks in market making that are ...
Mandatory clearing of gilt cash and repo trades has fallen off the agenda of industry roundtables at the Bank of England. Now, talk aimed at strengthening the UK government bond market is focusing ...
The authors put forward a locational marginal pricing scheme based on a primal–dual formulation for a market-clearing model ...
Ashwini Vivek Bidwai holds a Master of Technology degree in Electrical Engineering with the Department of Electrical Engineering, Indian Institute of Technology Roorkee, Uttarakhand, India. Her ...
SLRs fell at seven of the eight US G-Sibs in the first full quarter under the revised enhanced SLR (eSLR) framework. Seven banks adopted the new requirements early, from January 2026, while BNY Mellon ...
Uncertainty lingers over clearing status of tokenised Treasuries, with decision likely devolved to DTCC ...
On Monday last week, SEC chairman Paul Atkins laid out his plans for the Cat’s future in a letter to Robert Walley, the chair of the Cat NMS plan operating committee. Some want market risk excluded, ...
Cash is an essential lubricant for the trading activities of hedge funds and prop trading firms. Liquid, fungible, readily ...
NatWest has expanded its foreign exchange prime brokerage model to facilitate central clearing for the client leg of non-deliverable forwards (NDFs) and FX options, as regional banks face rising ...
European banks added €8.5 billion ($9.7 billion) of Additional Tier 1 (AT1) capital in the second quarter of 2026, a Risk Quantum analysis found. AT1 capital hit €196.2 billion and accounted for 15% ...
Despite ballooning to a record $4 trillion a day, the foreign exchange swaps and forwards markets have been surprisingly slow ...
Non-deliverable forwards (NDF) traders in the UK face the prospect of being locked out of using fixings for popular Asian ...
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