MENU- BBVA joins growing Spire repack platform
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- Korean banks pivot to CDs as core deposit growth stalls
- Fast calculation of cheapest-to-deliver curves
- Strong order-one-half convergence of the projected Euler–Maruyama method for the Cox–Ingersoll–Ross model
- Quantitative fund homogenization and systemic risk in the stock market
- Esma supervision proposals ensnare Bloomberg and Tradeweb
- ‘The models are not bloody wrong’: a storm in climate risk
- Year of the minnow: small FCMs grew rapidly in 2025
- Climate Risk Benchmarking: explore the data
- ISITC’s Paul Fullam on the ‘anxiety’ over T+1 in Europe
- From expansion to recession: unraveling the performance of Chinese hedge funds through economic shifts
- Exceedance-based backtesting of expected shortfall
- Integration strengthens e-trading in persistently volatile markets
- How Optimal aims to shake-up US retail options trading
- November VAR breach keeps Barclays in amber zone
- Repo stress drove 2025 SOFR-to-fed funds swap pivot
- Markets never forget: the lasting impression of square-root impact
- Analyzing cryptocurrency risk with a stochastic volatility normal tempered stable process via hybrid optimization
- Industry frowns on FCA’s single-sided trade reporting efforts
