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 ...

The US Securities and Exchange Commission’s US Treasury Clearing mandate has prompted several firms that currently rely on futures commission merchants (FCMs) to clear their trades to consider ...

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 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 ...

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

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 ...

A whitepaper exploring prevailing compliance challenges and the implications of regulatory changes on data and reporting ...

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

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