MENU- State Street loads up on short-term borrowing as rates spike
- Sustainable bond markets miss an options trick
- FX dealers face end-of-day trading stress from T+1 shift
- Consortium backs BGC’s effort to challenge CME
- Prop shops recoil from EU’s ‘ill-fitting’ capital regime
- Natixis turns on the taps in flow trading
- AOCI worsens across the board at US banks in Q1
- Financial distress prediction with optimal decision trees based on the optimal sampling probability
- Centralized and decentralized payments networks: a simple cost comparison
- Victor Haghani’s maths proof that stock-pickers will hate
- Rethinking P&L attribution for options
- BofA, PNC lead Q1 rise in non-performing CRE loans
- Revealed: the three EU banks applying for IMA approval
- Quantifying credit portfolio sensitivity to asset correlations with interpretable generative neural networks
- BNY Mellon dips below Collins floor after surge in standardised RWAs
- Liquidnet sees electronic future for grey bond trading
- FCA presses UK non-banks to put their affairs in order
- Default prediction based on a locally weighted dynamic ensemble model for imbalanced data
- How ‘re-correlation’ risk could cause a pod-shop unwind
- HSBC, Intesa incorporate 2022–23 downturn into SVAR models
