Post-trade technology firm Osttra has confirmed that it is developing middleware services for US Treasury repo clearing, with a mid-year delivery date ahead of the clearing mandate taking effect in ...
A new entrant to the market for clearing cash and repo US Treasuries trades could offer a lifeline for buy-side firms looking ...
Six US regional banks readying for the reinclusion of accumulated other comprehensive income (AOCI) into capital requirements ...
The group of roughly six to 10 people will focus on the modelling and simulation of market-wide stress scenarios, Risk.net has learned. The team will work initially on building agent-based models – ...
The full scale of problems that followed last year’s major overhaul of the European derivatives reporting regime – dubbed Emir Refit – is only now becoming clear, with nearly 25% of trade reports ...
In the run-up to Trump’s inauguration, threats of heavy tariffs on imports from China, Canada, Europe and Mexico led to a ...
The spread between the expected volatility of European single stocks and their related equity benchmarks has hit record highs ...
In early October last year, Luciano Santos, JP Morgan Asset Management’s chief risk officer, convened a snap 20-minute ...
Trades above block size in the US benefit from a reporting delay to data repositories, a waiver from requirements to put ...
Having reacted violently to last August’s yen carry trade unwind, volatility markets largely brushed off Monday’s massive ...
LCH ForexClear is entering the next phase of its deliverable interbank foreign exchange forwards clearing service. As some of ...