BNP Paribas integrated exposures stemming from auto leasing subsidiary Arval into its credit and operational risk frameworks ahead of Basel III implementation next year, generating €20.2 billion ...

Trade repositories (TRs) responsible for collecting and storing details of executed derivatives trades stopped exchanging ...

The Reserve Bank of India (RBI) has pushed back the implementation of its initial margin requirements for non-cleared ...

The BGC-owned exchange’s volumes have so far been underwhelming compared with rival CME Group’s rates complex. Open interest ...

Greening a portfolio in a meaningful way is an asset allocation conundrum many struggle – and fail – to address effectively.

Risk Quantum analysis shows that only 1.82% of prefunded default resources at 15 central counterparties (CCPs) came from ...

Standardised approaches grew to cover two-fifths of Raiffeisen Bank International’s (RBI) credit risk-weighted assets (RWAs) in Q3, as the lender stashed proceeds from ongoing liquidation of its ...

Hedge funds that used exotic foreign exchange derivatives to buy cheap forward exposure to volatility around the US ...

Fearing another round of rapid increases in inflation, several European corporates are hoping to hedge the inflation risk ...

The study of so-called market impact – how an investor’s trades move market prices – is a field Neil Chriss knows well. He ...

As the counting unfolds in the presidential election, it’s not just US-headquartered banks that are wondering about the fate ...

Hedge funds that bought foreign exchange options in a bet on increased volatility around the US presidential election have largely unwound their positions, sending vol levels sliding across several ...