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’ ...

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 ...

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 ...

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

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

Despite the challenges and shortcomings of Ucits filings, the work has been instructive. The Counterparty Radar database now ...

“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 ...

Officials merge credit databases with unstructured reports to sharpen bank oversight, explains Banco de España ex-deputy ...

This article explores the research behind a recent Risk Live Europe session, examining the strengths and limitations of LLMs ...