The Basel Committee on Banking Supervision is reviewing the regulatory liquidity ratios applied to banks, Risk.net understands, in the wake of dramatic deposit outflows seen last year at some US ...

Market risk-weighted assets (RWAs) hit record highs at six Chinese banks in the first quarter of the year after new capital management rules came into effect on January 1. Across a consistent sample ...

But more eye-catching is the growth in non-spot instruments such as non-deliverable forwards (NDFs) and FX swaps. Here, daily volumes have leapt from $10.9 billion a year ago to $25.7 billion in April ...

BNP Paribas has begun offering options on equity volatility carry strategies, in a sign of hedge funds’ growing demand for options-based access to quantitative investments.

The first trades on a new triparty repo platform have brought Canada a step closer to plugging a C$6o billion ($44 billion) ...

New York Community Bancorp (NYCB) increased stopgap liquidity drawdowns by 25.8% as its deposits dwindled over the first quarter. The bank’s wholesale liabilities are now its largest source of ...

It’s a game that has played out for years between investors using quant models to dissect what’s said on earnings calls, and bosses changing their language in response. For a while the bosses seemed ...

A consortium of 10 banks and market-making firms is investing $172 million in BGC’s electronic trading and exchange business, ...

The private credit sector has exploded in size from around $300 million just over a decade ago to $2.1 trillion in 2023, ...

Hedge funds are likely to receive more “advantageous” pricing than other buy-side client types and their flow can have more ...

Unclear instructions, late guidance and poor font choices among reasons behind diverging interpretations from EBA’s template ...

The upcoming transition to a T+1 securities settlement cycle in North America could lead to increased use of overnight swaps ...