CME Group’s second central limit order book (Clob) for US Treasury trading has gone live in Chicago, co-locating its cash and ...
The publication of China’s uncleared margin rules (UMR) earlier this year was hailed as yet another big milestone in the ...
BNP Paribas and at least two other dealers once again have a shot at lower surcharges in the coming assessment of global systemically important banks (G-Sibs), thanks to a three-year-old provision for ...
Murex’s MX.3 platform underpins trading operations across Apac, supporting institutions in automation of the lifecycle of bilateral and cleared trades ...
On February 28, after two and a half years in one of the most influential regulatory roles in the global financial system, ...
The fundamentals driving electricity prices, growing confidence in state-driven environmental programmes and Nodal’s share of ...
Hedge funds are continuing to run Hong Kong dollar carry trades despite a rise in local interest rates, albeit on a ...
In this Risk.net interview, Mattias Palm, head of triReduce FX and commodities at OSTTRA, discusses the key findings and their implications for global markets. Coming soon A Risk.net webinar to ...
Three years ago, when India’s derivatives market was about to enter a period of explosive growth, the 150-year-old Bombay ...
The Federal Reserve has lowered Morgan Stanley’s stress capital buffer (SCB) following a formal appeal by the bank, unlocking an extra $4.2 billion in capital and marking a rare reversal of the ...
The US dividend futures market is rapidly catching up with its more established European counterpart, as surging structured ...
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