MENU- Soft information in financial distress prediction: evidence of textual features in annual reports from Chinese listed companies
- Bilateral streaming relationships set to grow, say LPs
- FX options workflows need an overhaul, say buy-siders
- On the boundary conditions adopted in stochastic volatility option pricing models
- CME launches late term €STR bid
- US banks return to MBSs amid value recovery
- Girolami to leave LCH for NatWest
- Exchanges vie for EGB futures market
- LSEG shelves replatforming project for FX Matching venues
- Pricing and analytics: equities – Finastra
- Norinchukin’s market RWAs blow up 342% in Q3
- Dealers weigh response to FXGO’s fee plans
- FX options market eyes Trump inauguration trades
- Snap! Derivatives reports decouple after Emir Refit shake-up
- Goldman’s unmatched sold credit protection up 15% in Q3
- Independent audits drive compliance in FRTB data solutions
- Using option prices to trade the underlying asset
- New CME guidance to drive tighter margin call management
- Barclays dethrones JP Morgan as largest OTC derivatives dealer
- Relaxing the assumption of conditional independence in an asymptotic single risk factor model
