The sharp rise of momentum-based trading in European government bonds (EGBs) by hedge funds is raising fears that a sudden ...

US money market funds’ (MMFs) investments hit record levels for the fourth consecutive month in September, with some managers ...

Amid the diverging timeframes and complex requirements of FRTB, Bloomberg offers a consistent, comprehensive and customisable solution for Apac banks preparing ...

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Johannes Muhle-Karbe and Roel Oomen show that the primary driver of dealer and client outcomes is the fixing window width and that the weighting scheme applied to prices over the calculation window is ...

The European Union’s Digital Operational Resilience Act (Dora) enters into force in January 2025, and will require financial ...

With a deadline at the end of this week, some European derivatives counterparties have struggled to update reports of legacy trades in time to meet a new regulatory standard, according to multiple ...

KeyCorp sold $7 billion in commercial mortgage backed-securities (CMBSs) at a loss in the fourth quarter, capitalising on a temporary bond market rally to refresh its available-for-sale (AFS) ...

The spread between cleared and tri-party US repo rates reached a post-pandemic high in September, widening earlier and ...

BNY is preparing to launch an unbundled US Treasury cash and repo clearing service in 2025, which it says can offer cost ...

Jon Fox and former colleagues formed Topaz Technology in 2015. Having seen many different systems and, in some cases, written ...

Foreign investors into a popular onshore Chinese government bond carry trade have started to unwind their positions, after ...