BoE rate cuts and tightening US credit spreads expected to further normalise the sterling-US dollar cross-currency basis ...

The dominant Japanese derivatives clearing house JSCC is set to reform its initial margin methodology early next year, in a ...

JP Morgan’s primary European Union subsidiary grew its over-the-counter derivatives portfolio faster than any of the bloc’s major dealers in 2023, bringing it on par with Crédit Agricole in terms of ...

SGX-DC, one of the two clearing arms of the Singapore Exchange, recorded 37 days during the second quarter when its default ...

Sceptics say AT1s are too complex and have failed to help save banks from collapse. The instruments are intended to ‘bail-in’ ...

Banks in the European Union fear regulators will abandon a temporary relief applied to liquidity rules on repo assets. This could potentially put dealers at a disadvantage compared with peers in the ...

Equity markets have long sung to a macro tune. Lower interest rates typically favour growth stocks while value tends to perform in a higher-rate environment. Investors have historically swung between ...

Following a series of market and industry credit risk events, regulatory scrutiny of counterparty credit risk management ...

Some banks have begun to step back from offering balance sheet capacity for gilt repo, as increased funding costs clash with ...

“Disclosures could shine a light on [these practices], and if the market determines this is bad practice based on that light, ...

Pimco’s Ucits business notched up more interest rate swap trades in the second half of 2023 than all other top managers ...

It’s always been a blunt instrument. The US supplementary leverage ratio (SLR) was designed to act as a capital backstop for ...