Such is the case with Iosco’s latest consultation paper on the controversial practice of pre-hedging. The document, released ...
In early October last year, Luciano Santos, JP Morgan Asset Management’s chief risk officer, convened a snap 20-minute ...
Marex and Deutsche see sharpest upticks in required client margin for F&O, while Wedbush and Mizuho fall furthest ...
Focus on functionality and fees helped volumes on start-up venue from Cawley and Jonns jump fivefold last year ...
Secured cash at commercial banks and central bank deposits also on the rise as part of collateral diversification ...
A controversy lasting more than five years over the ring-fencing of separate margin accounts belonging to individual ...
A T-Rex helped UBS dispose of tens of billions of dollars of equity derivatives it acquired in the merger with Credit Suisse.
Liquidity concerns, desire for higher returns and clearing capacity all possible reasons for going its own way ...
Largest banks want Commission to delay implementation, but it’s not the legislator’s only option ...
One senior reporting expert at a US bank estimates that meeting the requirement costs at least $1 million a year due to the ...
“We want the liquidity in the Treasury market to stay robust, and pushing out timelines definitely makes sense as the ...
Alexandre Antonov, Alexander Lipton and Marcos Lopez de Prado compare and contrast two portfolio allocation methods: the classical Markowitz approach and the hierarchical risk parity (HRP) approach.