Clients told Risk.net that Societe Generale is unusual among clearing brokers in the extent to which it is prepared to create ...
Eleven of the 14 risk indicators used to assess global systemically important banks (G-Sibs) hit all-time highs in 2023, Risk Quantum analysis shows. The Financial Stability Board, following the Basel ...
Eric Darwell joined the bank from Crédit Agricole in the summer as head of FX and emerging markets rates trading for the ...
Volatility modeller par excellence (and football fan) achieved breakthrough with joint calibration of S&P and Vix options ...
Bank gains plaudits – and profits – with enhanced product range, including new variants of short-vol structures and equity dispersion ...
All is not well in the world of counterparty credit risk management. If it were, the collapse of Archegos would not have inflicted more than $10 billion in losses on a handful of banks, leading ...
Eurex wins exchange of the year, primarily for its revamped credit futures contract, which broke through $10 billion in volume this year – more than 15 years after the German bourse first tried to get ...
Crédit Agricole is set to incur a 50 basis point increase in its capital buffer requirement at the turn of 2026, having climbed up the risk scale in this year’s global systemically important bank ...
A surge in electronic FX options trading is among the factors fuelling demand for efficiencies across the entire trade ...
US Treasuries held by 42 US banks rose to $836.8 billion in the third quarter, the highest level since 2021 and the second-highest quarter-end figure in more than a decade. Aggregate ...
Dutch asset manager Robeco has launched an exchange-traded fund (ETF) that uses artificial intelligence to pick investing themes in stocks. The launch is part of the fund manager’s broader push into ...
Earlier this year, credit traders hoped a new credit default swap (CDS) index would help them hedge their exposure to North ...