Nervous investors have increased buying of calls on SOFR futures and five- and 10-year Treasury futures, and receiver ...

The so-called Trump trade of going long the US dollar via foreign exchange options has seemingly come to a sudden stop following the euro’s massive rally last week, forcing traders to U-turn on their ...

Risk.net, FX Markets.com, WatersTechnology.com, Central Banking.com, PostOnline.co.uk, InsuranceAge.co.uk, RiskTechForum.com and Chartis-Research.com.

JP Morgan’s IRC – a measure of default and migration risk employed by eight US dealers with advanced risk models – reached $709 million on December 31, marking a 225% increase from end-September and ...

Stocks have tumbled on fears that US president Donald Trump’s to-ing and fro-ing on tariffs could trigger a global trade war and tip the US into a recession. The moves have been choppy, with violent ...

Rapid euro curve flattening following Merz’s comments last week caught out a number of hedge funds, say dealers ...

In the second part of the series, Anthony Mancuso, director and head of risk modelling and development at SAS, and Tyler Pichach, head of worldwide banking strategy at Microsoft, share use cases that ...

The third and final instalment turns the spotlight on AI’s role in model development and management, which remains in flux. Anthony Mancuso, director, head of risk modelling and development at SAS, ...

The first part of a video fireside discussion series exploring the dynamic landscape of predictive and generative AI ...

Risk.net, FX Markets.com, WatersTechnology.com, Central Banking.com, PostOnline.co.uk, InsuranceAge.co.uk, RiskTechForum.com and Chartis-Research.com.

OneChronos, which operates an alternative trading system (ATS) for equities, will extend its auction system to the foreign ...

Reports of foot-dragging by US lenders come as regulators and watchdogs raise questions about leverage in the growing market, in which banks transfer risk to hedge funds and insurers, but the exact ...