Most dealers’ valuation adjustments (XVA) desks rely on a single dominant approach to modelling valuation adjustments within ...

Stefano Iabichino, a director in the quant investment strategy team at UBS in London, has turned the problem on its head by ...

The European Union’s banking standard-setter is preparing to provide clarity on a little understood risk in lenders’ banking ...

Bank of China, China Construction Bank and Shanghai Pudong Development Bank set records for second successive quarter ...

Dealers might be nearing their capacity for Turkish lira options-based carry trades, as liquidity pressures, market risk and ...

The increasing shift of foreign exchange spot market volumes into liquidity providers’ internalisation engines has made ...

Purchases of Cadence and Comerica expected to lift assets above $250bn threshold, triggering stricter regulatory requirements ...

While some fear a trillion-dollar flight to stablecoin, others doubt crypto is an existential threat for banks ...

SRTs enable banks to transfer credit risk from loan pools to investors, allowing them to free up capital for additional ...

The Fixed Income Clearing Corporation is now actively considering the separation of initial margin and default fund ...

The products, aimed at cash FX trades, can use firm-specific and communal execution data to help buy-side firms standardise ...

Ozgun Unal, head of e-FX distribution for Europe, the Middle East and Africa at UBS, said dealer-to-client swaps trading is increasingly executed electronically, either via request-for-quote (RFQ) or ...