Greening a portfolio in a meaningful way is an asset allocation conundrum many struggle – and fail – to address effectively.

The BGC-owned exchange’s volumes have so far been underwhelming compared with rival CME Group’s rates complex. Open interest ...

Standardised approaches grew to cover two-fifths of Raiffeisen Bank International’s (RBI) credit risk-weighted assets (RWAs) in Q3, as the lender stashed proceeds from ongoing liquidation of its ...

Risk Quantum analysis shows that only 1.82% of prefunded default resources at 15 central counterparties (CCPs) came from ...

Hedge funds that bought foreign exchange options in a bet on increased volatility around the US presidential election have largely unwound their positions, sending vol levels sliding across several ...

The US bank has $40 billion in client assets on its SMA platform, Nexus. Of this, $25 billion sits in Nexus Prime, where institutional investors can gain leveraged exposure to hedge fund strategies in ...

Barclays and HSBC are building new risk models to meet revamped trading book rules, Risk.net has learned. The UK pair are the sixth and seventh banks identified by Risk.net to be persevering with the ...

The study of so-called market impact – how an investor’s trades move market prices – is a field Neil Chriss knows well. He ...

As the counting unfolds in the presidential election, it’s not just US-headquartered banks that are wondering about the fate ...

As ailing US corporates have struggled to service post-crisis loans, the prevalence of cov-lite lending has helped let creditors carve up distressed debt and sometimes cut other lenders out of the ...

Valley National Bank reported $120.3 million in past-due commercial real estate (CRE) loans in the third quarter, up from just $6.1 million three months earlier and the highest amount since at least ...