Securities classified as HTM for accounting purposes do not need to be marked-to-market, even if they are earmarked as assets ...

Winning firms adapt to change with exemplary risk management skillsThe past 12 months have provided commodities firms with ...

India’s inclusion in JP Morgan’s emerging markets index in June has had a limited initial impact on foreign exchange flows ...

Once one of the few funds that would enter bank risk recycling trades, recent overcrowding has seen it pivot to listed ...

The authors use clustering and machine learning techniques to analyze validation reports, providing insights to the development, implementation and maintenance ...

The Asia Risk Awards were judged by the Risk.net editorial team, using a three-step process. First, entrants submit a pitch document. Second, Risk.net journalists discuss the pitch at a meeting with ...

LCH is planning to add offshore China government bonds (CGBs) to its pool of acceptable collateral early next year, in an effort to reduce members’ reliance on cash collateral in the Asia region and ...

Top European Union banks grew mark-to-model assets by 12.8% in 2023, led by Groupe BPCE and DZ Bank. Assets classified as Level 3 under the IFRS fair-value hierarchy – where no market price inputs are ...

Buyers of credit protection on recently bankrupt Avon Products are set to receive chunky payouts on their contracts, despite ...

Pre-hedging can improve or worsen the price at which a client executes its trade. Global regulators have been asked to ...

Ideally, a market-maker will exit a position when a client meets the ask price or the price hits an upper barrier – the take ...

Required initial margin (IM) at LCH’s ForexClear surged 32% to $10.7 billion in the second quarter, marking a new record ...