The size, sophistication and popularity of the managed services market have grown appreciably in recent years, even though ...

In the days after the upcoming US president election on November 5, financial professionals will be watching credit rating ...

Pimco’s Ucits business notched up more interest rate swap trades in the second half of 2023 than all other top managers ...

The numbers were certainly attention-grabbing. On September 10, US Federal Reserve vice-chairman Michael Barr pledged wide-ranging changes to the Basel III endgame proposal released in July 2023, ...

Backtesting financial models over long horizons inevitably leads to overlapping returns, giving rise to correlated samples. In this paper Nikolai Nowaczyk and Vladimir Piterbarg propose a new method ...

The merger, formally completed on June 2, contributed to a 35.6% increase in bilateral positions, which rose to $15.7 billion at end-quarter. At the same time, notionals cleared through central ...