The European Central Bank wants more control over how its stress test is conducted, with results that would feed more directly into capital requirements. The proposal would align the approach taken by ...

Total funds for futures and options (F&Os) at Barclays Capital surpassed $20 billion for the first time in November, even as 36 of the 52 reporting futures commission merchants (FCMs) posted declines ...

In the final episode of this year’s Quantcast Master’s Series – part of the Tomorrow’s Quants project – we welcome Walter ...

Hedge funds that stuck with the euro rates steepener trade while others took profits in September and October are now adding ...

A recent selloff in tech-focused Hong Kong stocks is pushing issuers of structured products on the popular underlyings ...

Using data from January 1986 to December 2023, the authors explore the time-varying impact of energy prices on the US stock market.

LSEG is developing its cloud-based data service to reflect how financial institutions now use information to feed systems and ...

If the first half of 2025’s currency markets were characterised by record-breaking months of volumes and volatility, the back half of the year has been defined by a range-bound US dollar, promoting an ...

The equity component of regulatory value-at-risk at the largest US banks is close to its highest level in four years, reflecting a powerful but increasingly fragile stock market rally.

As January 1 nears, Dutch pension funds consider unwind timing to avoid rush to the exit in thin year-end liquidity ...

The further markets stray from this line, the less effective the equivalence of price and expectation becomes as a guide.

JP Morgan was the only bank to benefit meaningfully from the substitutability cap in the latest global systemically important bank (G-Sib) assessment, with the ceiling keeping its official score below ...