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- Prudential filters took a smaller bite out of bank capital in 2020
- Options trading – Real-time tools evolve as ‘butterfly effects’ take flight
- Drax commits to ESG-linked FX derivative targets with UK banks
- UBS Apac structuring exec to join Morgan Stanley
- Euro swaps clearing showdown pits banks against Brussels
- What is the volatility of an Asian option?
- ECB’s models review heaped €275bn of extra RWAs on banks
- Systemic US banks released $9.4bn of credit reserves in Q1
- Risk measures: a generalization from the univariate to the matrix-variate
- Energy Risk Software Rankings: testing times for technology
- Strange new world of Covid economics upends loan loss models
- Government bond swaptions and how they might work
- Morgan Stanley’s VAR hit eight-year high in Q1
- EU firms run the most euro swap risk – Eurex exec
- BofA kept up bond binge in Q1
- LCH SA skin in the game fell in Q4
- FCA could get legal with USD Libor laggards
- EU banks fret over mismatches on ESG disclosure rules
- Modifying market risk management – A year into the Covid‑19 pandemic
- EU still undecided on how to implement minimum repo haircuts
