The authors propose the using equal risk pricing for market-consistent valuation of illiquid financial derivatives, ...

Custodian banks say asset managers have largely utilised outsourced FX solutions, switching to standing instructions to Only users who have a paid subscription or are part of a corporate subscription ...

Within months of the UK’s vote to leave the European Union in 2016, EU lawmakers found themselves caught on the horns of a dilemma. On the one hand, the European Central Bank was uncomfortable with ...

In the quarter ending October 31, RBC’s CVA risk-weighted assets (RWAs) reached C$18.2 billion ($12.6 billion), marking a 12.9% increase over the previous quarter and a 41.5% rise since Canada’s ...

A whitepaper exploring prevailing compliance challenges and the implications of regulatory changes on data and reporting technology, and outlining the ...

This article examines the key themes of a recent webinar, sponsored by S&P Global Market Intelligence, on market volatility ...

During the third quarter of last year, the index futures and options (F&O) clearing unit reported a peak breach of ¥246.7 billion ($1.6 billion) – more than 10 times the previous highest deficiency of ...

Towards the end of last year, for our annual ranking of investment risks, Risk.net asked investors what was worrying them most. The broad direction of their thinking show as much in the answers they ...

After years of almost constant struggle, one crisis after another, the financial markets finally got some respite in 2024.

When CME Group first applied for a licence to operate a futures commission merchant (FCM), it sparked plenty of controversy ...

Cboe is planning to list dispersion futures in the second quarter of 2025, as the exchange operator looks to lure more ...

The growing success of futures contracts referencing corporate bonds has been over a decade in the making.