MENU- Broker quoting gap keeps Eurex-LCH basis alive
- EU clearing houses pressured to diversify cloud vendors
- QIS futures debut – but only simple ones for now
- Hedge funds trim US swap spreads on tariff decision
- Validating bank risk models under trade war stress: a framework for adaptive stress testing with AI-driven calibration and cross-industry applications
- Convex volatility interpolation
- Why better climate data doesn’t always mean better decision-making
- People: JP Morgan’s data and AI move, Eurex clearing chief, and more
- Exposures with undisclosed risk weights hit new highs at US banks
- Opinions split on EU bond balance sheet squeeze
- CanDeal looks to simplify third-party risk management
- Eurex looks to shine ‘more light’ on off-book liquidity
- Market players warn against European repo clearing mandate
- Italy’s spread problem is not (always) a credit story
- Quiet 2025 ends with balance sheet bedlam at Luxembourg funds
- CME outage sparks FX soul search
- Esma won’t soften regulatory expectations for cloud and AI
- AI spend in US could be good for bonds in Europe – finance chiefs
- JP Morgan AI research founder and head departs
- Repo market exposed to $100 billion-plus cyber tail risk, OFR warns
