Last year, when the clearing house proposed adding a 15% operational buffer to its default fund – instead of enforcing the ...

New paper argues that repo users might relocate offshore or use other means to avoid US Treasury clearing dragnet ...

The bombshell claims were published last month in a paper titled ‘Anonymity, signalling and collusion in limit order books’, ...

In November, UBS Securities reported the lowest targeted residual interest (TRI) – the minimum amount of own funds futures ...

Risk.net, FX Markets.com, WatersTechnology.com, Central Banking.com, PostOnline.co.uk, InsuranceAge.co.uk, RiskTechForum.com ...

Post-trade technology firm Osttra has confirmed that it is developing middleware services for US Treasury repo clearing, with ...

The increase was primarily driven by cross-border credit to non-bank financial institutions (NBFIs), which climbed by $495 billion over the quarter, reaching an annual growth rate of 13.5% – the ...

The shake-em-up economic policies trailed by new US president and so-called “disruptor-in-chief” Donald Trump have left ...

Antonov’s latest paper, co-authored with Lopez de Prado and Adia’s co-head of quant R&D Alexander Lipton, compares HRP with the original Markowitz method and finds that it produces more robust risk ...

A new entrant to the market for clearing cash and repo US Treasuries trades could offer a lifeline for buy-side firms looking ...

Trained on the calm waves of last year’s markets, today’s market risk models may be unprepared for the potential storm to come during Donald Trump’s second term as US president, bankers fear. The ...

US money market funds (MMFs) upped allocations to the US Federal Reserve’s reverse repo programme (RRP) by 125% in December 2024, reinforcing the facility’s role in absorbing excess liquidity despite ...