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 – ...
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 ...
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 ...
De Verdelon is currently group head of LCH SwapClear and listed rates, having joined London Stock Exchange Group, LCH ’s owner, in 2017. She previously held sales and strategy roles as a managing ...