This was put to the test last month, as intraday volatility triggered by president Donald Trump’s tariff announcements on April 2 resulted in an explosion in trading volumes, a widening of bid-offer ...

Two years after the collapse of Silicon Valley Bank exposed the dangers of hidden interest rate risk, a Risk Quantum analysis found that fewer than half of the largest US banks disclose quantitative ...

Exchanges and CCPs respond to regulatory scrutiny and evolving threats with tighter vendor management and scenario refreshes ...

Jörg Kienitz proposes a method for generating synthetic market data under the real-world measure P based on Gaussian mixture models (convex combinations of Gaussians). Once numerically fitted, the ...

Wells Fargo’s commodity derivatives expanded to a record $136.7 billion in notional amount in the first quarter, outpacing those of larger Wall Street rivals that typically dominate the space. The ...

Structured products issuers typically hedge the exotic risks of autocallable notes by slicing and dicing these exposures into bite-sized derivatives trades, such as dispersion and corridor variance ...

Possible changes to the US supplementary leverage ratio (SLR) are more likely to be made separately – and before – a fresh ...

Former regulators are urging the US to continue active participation at the Basel Committee on Banking Supervision, arguing ...

Data from the Office of Financial Research has led to misconceptions about the amount of US Treasury repo funding provided to ...

The Bank of England will publish a discussion paper later this year on possible regulatory reforms to the UK’s sovereign bond ...

High-profile hacks are a clear and present danger, undermining business confidence as well as operability. For the financial ...

Markets are pricing in volatility levels that are too cheap given uncertainty around how the US tariff situation will play ...