Franklin Templeton has become the largest user of foreign exchange options among US mutual funds, taking the top spot from Morgan Stanley Investment Management for the first time since the end of 2020 ...

Default risk underpinned 26.3% of the combined C$99.3 billion ($68.8 billion) in market risk-weighted assets (RWAs) among the ‘big five’ banks, with credit spread risk accounting for an additional 26% ...

The authors put forward a machine learning model for the prediction of mortgage prepayment risks at the loan origination ...

The authors investigate the relationship between return realizations and pre-earnings implied volatility, finding the ...

The author proposes a means to value portfolios under a climate transition stress test, showing which sectors are likely to be more severely impacted by a ...

For banks and other financial Only users who have a paid subscription or are part of a corporate subscription are able to ...

The new documentation, published by the Loan Market Association on December 17 and open for consultation until February 28, ...

SGX-CDP, one of the two clearing arms of the Singapore Exchange, was hit by an operational failure lasting five hours and six ...

This article examines the key themes of a recent webinar, sponsored by S&P Global Market Intelligence, on market volatility ...

The authors propose the using equal risk pricing for market-consistent valuation of illiquid financial derivatives, ...

Within months of the UK’s vote to leave the European Union in 2016, EU lawmakers found themselves caught on the horns of a dilemma. On the one hand, the European Central Bank was uncomfortable with ...

Custodian banks say asset managers have largely utilised outsourced FX solutions, switching to standing instructions to Only users who have a paid subscription or are part of a corporate subscription ...