The authors investigate volatility spillover across the Covid-19 pandemic, Russia-Ukraine conflict and the collapse of ...

China Construction Bank (CCB) reported the highest TLAC-to-risk-weighted assets (RWAs) ratio among the group, at 21.9%. It was followed closely by Industrial and Commercial Bank of China (ICBC) at ...

Achieving consistent performance in the sharpest of downturns, though, has remained elusive for CTA managers. Trend-following strategies rely on backward-looking signals and have often suffered losses ...

American Express’s structural currency hedges lost $198 million in value during the first quarter, as the US dollar weakened in response to early signs of aggressive trade measures from US President ...

European asset managers and pension funds are adding more currency hedges to their US equity portfolios following a breakdown of the so-called ‘dollar smile’.

Wells Fargo’s decision to tilt its foreign exchange business towards institutional buy-side clients is paying off, with the ...

It’s a source of frustration to members of the European Parliament (MEPs), who say the time is coming for the European ...

Following $26 billion of inflows over the two years through February, the largest CLO-backed ETFs saw outflows totalling $1.6 billion in March and April.

Rules forcing large portions of the US Treasury repo market into central clearing could increase volatility in the secured ...

The first two weeks of April saw required margin for futures and options across US futures commission merchants (FCMs) soar ...

When US Treasuries began selling off sharply in early April, some in the markets – and the financial press – could be forgiven for having flashbacks to 2020, when a rapid unwinding of basis trades ...

Central clearing counterparties (CCPs) will no longer need to seek approval from the European Central Bank’s governing ...