At least four asset managers are preparing to launch exchange-traded funds (ETFs) linked to autocallable notes in January, ...

Nineteen of the 20 banks with the highest risk-weighted asset (RWA) densities in the third quarter were based in China or the US, highlighting how the riskiest portfolios were heavily concentrated in ...

In the world of digital assets, speed is king. Crypto markets have long celebrated the promise of instant settlement: trades can clear in seconds and capital is theoretically liberated from the delays ...

Required initial margin at the Options Clearing Corporation (OCC) surged 26.6% in the third quarter to an all-time high of ...

A significant proportion of lenders construct their liquidity risk buffers with an internal survival target of 30 days or fewer in mind, according to the findings of Risk.net ’s inaugural ALM ...

A 10-hour outage at CME Globex that lost banks business late last month helps build the case for fungible “futures-for-futures” transactions that reduce reliance on a single listed derivatives ...

Micro-networks of counterparties and vendors offer a potential starting point: insurers with deep corporate-bond inventories ...

Citi has launched new quantitative investment strategy (QIS) indexes, which allow investors to access core inflation ...

CME’s new clearing service for US Treasuries may have been approved too late to win budget allocations for 2026, clearing ...

A forthcoming Hong Kong licensing regime for dealing in or advising on over-the-counter derivatives could prompt Chinese ...

BlackRock has appointed Pierre Sarrau as its new chief risk officer, succeeding Edward Fishwick, who will move to a new role ...

US insurers ramped up their use of short-dated FX forwards to manage currency risk in the third quarter, accelerating a shift away from longer-dated trades that began back in 2022.