Options market still searching for cause of the Vix plunge
April 12, 2024 (NO COMMENTS)

BIS paper blames yield-enhancing structured products, but market participants are unconvinced

Green knights? Banks step into struggling carbon credit markets
April 12, 2024 (NO COMMENTS)

Clearer global standards and a new exchange may attract dealer entry, but supply and demand challenges remain

LCH issued highest cash call in more than five years
April 12, 2024 (NO COMMENTS)

Largest same-day payment obligation triples in Q4 2023

Filling gaps in market data with optimal transport
April 11, 2024 (NO COMMENTS)

Julius Baer quant proposes novel way to generate accurate prices for illiquid maturities

Pension schemes prep facilities to ‘repo’ fund units
April 11, 2024 (NO COMMENTS)

Schroders, State Street and Cardano plan new way to shore up pension portfolios against repeat of 2022 gilt crisis

The American way: a stress-test substitute for Basel’s IRRBB?
April 11, 2024 (NO COMMENTS)

Bankers divided over new CCAR scenario designed to bridge supervisory gap exposed by SVB failure

Doubts dog equity dispersion as market grows up to five-fold
April 8, 2024 (NO COMMENTS)

Some say $500 million vega notional – or more – in popular equity derivatives trades could be dampening volatility