European corporates have been shortening the tenor of their foreign exchange forwards hedges so they can react more quickly ...

A sharp drop in the liquidity coverage ratios (LCRs) of Chinese banks pulled the average for global systemically important banks (G-Sibs) down by 1.36 percentage points to 136% in the first half of ...

With just 10 months until China’s variation margin rules for non-cleared derivatives take effect, banks have not yet started work on negotiating new collateral agreements as they await publication of ...

S&P Global has discontinued a data solution intended to help banks comply with new trading book capital rules. The vendor had ...

A surprising disagreement has broken out between a large European bank and industry groups tasked with readying the market ...

Court cancellation of Finma’s 2023 writedown could leave Swiss banking giant on the hook for billions in liabilities – or not ...

XTX Markets has demanded Currenex disclose details of a tool it claims allowed the venue to execute its own triangular ...

The move leaves Nasdaq, one of the world’s largest exchange and clearing house operators, without a full-time CRO. It is ...

Banks that breach a new regulatory test of interest rate risk in the European Union face differing responses from supervisors ...

The European Commission is considering whether to set blanket multipliers, to mitigate increases in bank capital requirements ...

Clearing members have already received an influx of interest from US hedge funds to clear their yen swaps at Japan Securities ...

Flavio Figueiredo reveals how the bank revitalised its options and e-trading units – and finally tackled SA-CCR ...