OneChronos, which operates an alternative trading system (ATS) for equities, will extend its auction system to the foreign ...

Reports of foot-dragging by US lenders come as regulators and watchdogs raise questions about leverage in the growing market, in which banks transfer risk to hedge funds and insurers, but the exact ...

Risk.net, FX Markets.com, WatersTechnology.com, Central Banking.com, PostOnline.co.uk, InsuranceAge.co.uk, RiskTechForum.com and Chartis-Research.com.

Multi-strategy hedge funds that have scrambled to trade options on banks’ quantitative investment strategies (QIS) are increasingly switching to a delta one swap-based approach, banks report.

Fresh accounting guidance from the US markets regulator has removed a barrier to banks offering crypto custody services. Now, ...

The author proposes seven basic properties for operational risk modelling to form an operational risk management framework.

Trade of the year’ sees investors position for shrinking negative basis as Treasuries predicted to outperform swaps ...

But history wasn’t done. It elbowed its way back into markets and the wider world with renewed muscularity. For the next three years, monetary dynamics meshed with geopolitics to produce, arguably, ...

Zyapkov’s innovative stochastic volatility model, which he calls the Gamma Clock, introduces two correlated bivariate gamma ...

US banks recorded more trading loss days than profit days in the fourth quarter of 2024, marking the worst quarter of the year by that measure. Across 34 banks analysed by Risk Quantum, the average ...

Risk.net, FX Markets.com, WatersTechnology.com, Central Banking.com, PostOnline.co.uk, InsuranceAge.co.uk, RiskTechForum.com and Chartis-Research.com.

A draft of China’s new programme trading rules has been welcomed by futures traders, who say it will clarify grey areas where high-frequency trading (HFT) could undermine some firms’ strategies.