Oomen and Muhle-Karbe compared Refinitiv’s WM/R with two other less-established benchmarks: Bloomberg’s BFIX, which is also calculated over a five-minute fixing window; and Siren, with a 20-minute ...

As ailing US corporates have struggled to service post-crisis loans, the prevalence of cov-lite lending has helped let creditors carve up distressed debt and sometimes cut other lenders out of the ...

Standard Chartered’s market risk-weighted assets (RWAs) rose by 11.5% in the third quarter, reaching $30.6 billion – the bank’s highest level since at least 2016. The latest figure marked a 20.8% ...

Hedge funds that bought foreign exchange options in a bet on increased volatility around the US presidential election have largely unwound their positions, sending vol levels sliding across several ...

The study of so-called market impact – how an investor’s trades move market prices – is a field Neil Chriss knows well. He ...

Valley National Bank reported $120.3 million in past-due commercial real estate (CRE) loans in the third quarter, up from just $6.1 million three months earlier and the highest amount since at least ...

Shanghai Clearing House is facing calls to accept bonds as margin for foreign exchange trades, as dealers reel from high clearing costs exacerbated by paltry interest payments on cash collateral.

Prof. Israel Waismel-Manor is an Associate Professor at the School of Political Science, University of Haifa (Ph.D. Cornell University) and is the head of the Political Behavior Lab. His research ...

Dr. Amir Schreiber is a Senior Director at one of the largest banks in Israel, where he leads the Cyber Risk Management department. His background includes roles as the Chief Information Security ...

As the counting unfolds in the presidential election, it’s not just US-headquartered banks that are wondering about the fate ...

UBS incurred three backtesting exceptions in the third quarter on positions inherited from Credit Suisse, placing it two breaches away from a higher capital multiplier. The bank reported that, within ...