S&P Global Market Intelligence’s head of credit and risk solutions reveals how firms are adjusting their strategies and ...

The Bank of Canada (BoC) estimates the T+1 switch has added 3 basis points to the rate. The central bank has boosted its overnight repo operations in a bid to return Corra to its target rate – to ...

Quants often need to develop algorithmic decision rules for selecting execution strategies based on trade characteristics. While A-B testing is commonly used to evaluate potential decision rules, it ...

The derivatives UniCredit used to discreetly build a stake in Commerzbank have inflated the Italian bank’s market risk gauges, lifting model-based capital charges by 62.5% in the third quarter. Market ...

Traders have piled into basis swaps crossing secured and unsecured overnight US dollar rates in recent weeks, as anticipated and existing funding pressures hit repo markets. Weekly volumes of federal ...