Required initial margin at the Options Clearing Corporation (OCC) surged 26.6% in the third quarter to an all-time high of ...

A significant proportion of lenders construct their liquidity risk buffers with an internal survival target of 30 days or fewer in mind, according to the findings of Risk.net ’s inaugural ALM ...

A 10-hour outage at CME Globex that lost banks business late last month helps build the case for fungible “futures-for-futures” transactions that reduce reliance on a single listed derivatives ...

Citi has launched new quantitative investment strategy (QIS) indexes, which allow investors to access core inflation ...

A forthcoming Hong Kong licensing regime for dealing in or advising on over-the-counter derivatives could prompt Chinese ...

Pierre Sarrau will become CRO in the new year. Sarrau is currently co-head and chief investment officer for multi-asset ...

Micro-networks of counterparties and vendors offer a potential starting point: insurers with deep corporate-bond inventories ...

CME’s new clearing service for US Treasuries may have been approved too late to win budget allocations for 2026, clearing ...

BlackRock has appointed Pierre Sarrau as its new chief risk officer, succeeding Edward Fishwick, who will move to a new role ...

As Asia-Pacific (Apac) financial institutions confront rising regulatory expectations, expanding financial crime risks and ...

Lack of transparent price validation data for FX forwards and swaps is holding back buy side, Vanguard’s head of FX says ...

US insurers ramped up their use of short-dated FX forwards to manage currency risk in the third quarter, accelerating a shift away from longer-dated trades that began back in 2022.