Transtrend’s Toni Budimir on shifting correlations, staying diversified – and knowing when to stop calculating ...

Florian Bourgey, Jules Delemotte and Stefano De Marco analyse joint spot-smile dynamics, focusing on the skew stickiness ratio in rough volatility models, and compare the results with S&P 500 data.

Japan Post Bank reported ¥5.7 trillion ($36 billion) of unrealised losses on its held-to-maturity (HTM) Japanese government bonds (JGBs) as of September 30, marking the fifth straight quarter in which ...

The surprise re-election of Luiz Inácio Lula da Silva last week has left Brazilian real options dealers counting the cost of ...

Risk Benchmarking: 69% of European banks still run core XVA calculations predominantly on-premises, and 75% of global dealers ...

The European banking union’s preferential treatment of cross-border exposures reduced BNP Paribas’s cross-jurisdictional activity by around 51% at end-2025, potentially helping the French lender ...

Since 2008 regulators have been working to rebuild and strengthen the capital framework. Now, with policy-makers eager to ...

Stablecoin-sceptic, blockchain-agnostic service touts new world of intraday repo and FX ...

Dealers are scrambling to restructure popular range accrual notes linked to French and US government yields after historic bond selloffs in September and October pushed market rates beyond the levels ...

Market risk experts doubt slated changes to new trading book rules will convince many banks to use internal models for ...

Prediction market platform Kalshi expects to launch single-stock perpetual futures “in the next few days”, the company’s head ...

Equity derivatives has been a standout asset class for Citi in 2026 in terms of both revenue and market share growth. There have been some standout trades during this time too.