MENU- Collateral management and optimisation product of the year: CloudMargin
- Basel Committee members ‘buying time’ before fixing FRTB mess
- Nomura shuffles risk methodology team
- How window-dressing distorts US repo markets
- How Basel III endgame will reshape banks’ business mix
- All 14 G-Sib indicators hit records in 2024
- Derivatives industry blasts EU reporting framework
- CME futures outage caused FX spot pricing problems
- Flow market-maker of the year: Citadel Securities
- Chicago data centre outage forced clearers to turn away clients
- Morgan Stanley set for biggest reset under softened eSLR
- LCH goes live with agency model for client clearing
- Andy Ross leaves StanChart
- US banks hoping for end of DFAST global market shock
- Credit default swaps break through fourth wall
- BofA and ICBC lose, Deutsche wins in latest G-Sib audit
- Why source code access is critical to Dora compliance
- Pricing and analytics: fixed income – Quantifi
- People moves: BofA names new markets heads, SG’s Mastrangelo moves to Barclays, and more
- Quantcast Master’s Series: Petter Kolm, Courant Institute
