The proportion of long-term assets financed with short-term, non-deposit funding at US banks doubled to a post-pandemic high last year, suggesting a systemic shift into more volatile liquidity sources ...

Portfolio margining at LCH is currently only available to clients that clear swaps and futures with the same futures ...

The offshore arm of South Korean warrants heavyweight Korea Investment & Securities Asia (Kisa) has become the first Korean house to issue derivatives warrants in Hong Kong, having recently been ...

Structured products issuers typically hedge the exotic risks of autocallable notes by slicing and dicing these exposures into ...

Software firm stands out for its wide and expanding portfolio, new technology use and impressive client growth ...

Fintech lending to consumers has grown rapidly since the 2007–9 Great Recession. This study applies machine learning (ML) methods to loan-level data from the largest fintech lender of personal loans, ...

Markets are pricing in volatility levels that are too cheap given uncertainty around how the US tariff situation will play ...

“The debate over minimum mandatory haircuts has been prompted by a little bit of misunderstanding about some of the data that ...

Loan-to-deposit ratios (LDRs) rose in 43 of 54 US states and territories over the 12 months to June 2024, the latest figures from the US Federal Reserve show.

Clearing houses may need to increase the capital they commit to their default fund by as much as 10 times if they are to appropriately align their risk with clearing member contributions, according to ...

Winner of Energy Risk’s Newcomer of the year award, Eleox was founded by energy titans BP, Castleton Commodities, Koch, ...

One of the most active researchers in the space has been Fabrizio Anfuso, a senior technical specialist at the Bank of England. Together with Dimitrios Karyampas, a visiting lecturer at Bocconi ...