Debt securities held by European Union bond funds spiked by €102.3 billion ($106.3 billion) in November 2024, marking the ...
The spread between the expected volatility of European single stocks and their related equity benchmarks has hit record highs ...
Having reacted violently to last August’s yen carry trade unwind, volatility markets largely brushed off Monday’s massive ...
Secured cash at commercial banks and central bank deposits also on the rise as part of collateral diversification ...
This issue of The Journal of Risk Model Validation contains three interesting papers: two that suggest that conventional model fundamentals can be improved upon as tools of forecasting; and one that ...
Trades above block size in the US benefit from a reporting delay to data repositories, a waiver from requirements to put ...
The full scale of problems that followed last year’s major overhaul of the European derivatives reporting regime – dubbed ...
LCH ForexClear is entering the next phase of its deliverable interbank foreign exchange forwards clearing service. As some of ...
US money market funds (MMFs) accessed the Fixed Income Clearing Corporation (FICC) to clear a record 33% of their repo investments as of end-2024, the culmination of a pivot in the latter half of the ...