US money market funds (MMFs) held a record $3.7 trillion in US Treasuries at the end of August, up 7.1% from a month earlier.
Now, as Donald Trump’s administration drives a wrecking ball through those regulations, Europe is also eyeing deregulation as ...
US life insurers have criticised a regulatory proposal that would see certain structured credit products lose favourable ...
Hedge funds are piling into foreign exchange options that bet against the euro, including through more complex exotic ...
Florian Bourgey, Patrick Noble, Ingi Petursson, Mathieu Rosenbaum and Grégoire Szymanski introduce the quadratic rough HestonC (QRHC) model, a minimal extension of the quadratic rough Heston model ...
When lawyers at the Commodity Futures Trading Commission set out their views on the legal nature of perpetual contracts in a ...
Securitisation exposures at large European banks have risen 80% since 2022, while associated risk-weighted assets (RWAs) have grown only 52.3%, a Risk Quantum analysis found.
It’s more than a decade since funding valuation adjustment (FVA) moved from academic controversy into the mainstream. So, ...
Volatile swap spreads have issuers weighing a shift from swap locks to costlier Treasury locks for pre-issuance hedges ...
Calamos’s ‘Least-of Autocallable Income ETF’ (CAYN), built with Citi and index provider MerQube, references a laddered index ...
The deployment of AI models in finance is a high-stakes business. Wrong decisions on loans, pricing, risk management or ...
The regulatory treatment of CME’s single-stock futures (SSFs) may require clarification for the contracts to gain wider ...
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