Post-crisis regulations called for bolstering the on-balance sheet liquidity profiles of global systemically important banks (G-Sibs) and giving CCPs first crack at these assets in the event of a bank ...

Rule-makers diverge from Basel III standards, denting aims of comparability and fuelling fears over fair competition ...

Led by JPM, Wells Fargo and Capital One, every major bank reported higher losses in AOCI, in reversal of previous quarter’s recovery ...

Expectations are rising that the Securities and Exchange Commission will delay the start of its US Treasury clearing mandate ...

Options market-making is a complex problem, especially at the portfolio level, which explains both the lack of publicly available models and practitioners’ reticence around sharing their solutions.

In the absurdist sci-fi fantasy, Everything Everywhere All at Once, every life choice creates a new alternative universe, ...

Soaring entry costs and patchy 2024 performance have done little to dent investor zeal for equity dispersion trades. And ...

Like tomorrow, new market risk capital rules for banks always seem to be one day away. The repeated delays have left bankers ...

Volatility pushes fourth quarter readings at BNP Paribas, Crédit Agricole and SocGen to levels unseen in recent years ...

Following the relaunch of Velocity 3.0 in 2023, the US bank has focused on consolidating its various electronic foreign exchange pricing platforms – including CitiFX Pulse, its execution and treasury ...

As of December 31, 2024, mark-to-market investments in agency residential mortgage-backed securities (RMBSs) by Comerica, Banco Popular and Ally Financial were underwater by approximately one-fifth of ...

Largest trading loss in Q4 reached 262% of the bank’s VAR limit, matching a breach reported at the height of the Covid-19 pandemic ...