Others suggested the market reaction showed a wide gap between the regulatory expectation that AT1s can be used as ...

The author investigates the causes of Lebanon's financial crisis which began in 2019 and puts forward suggestions with which to restore trust and stability.

Loans flagged for heightened default risk at Commerzbank jumped by 46.9% in the third quarter, owing largely to the integration of climate and environmental factors into allowance modelling. Loans ...

Bonds issued by the European Commission are increasingly being used as proxy hedges to European government bonds rather than using traditional euro interest rate swaps, with correlations shifting ...

The derivatives UniCredit used to discreetly build a stake in Commerzbank have inflated the Italian bank’s market risk gauges, lifting model-based capital charges by 62.5% in the third quarter.

S&P Global Market Intelligence’s head of credit and risk solutions reveals how firms are adjusting their strategies and ...

Trade repositories (TRs) responsible for collecting and storing details of executed derivatives trades stopped exchanging ...

The BGC-owned exchange’s volumes have so far been underwhelming compared with rival CME Group’s rates complex. Open interest ...

BNP Paribas integrated exposures stemming from auto leasing subsidiary Arval into its credit and operational risk frameworks ahead of Basel III implementation next year, generating €20.2 billion ...

The Reserve Bank of India (RBI) has pushed back the implementation of its initial margin requirements for non-cleared ...

Traders have piled into basis swaps crossing secured and unsecured overnight US dollar rates in recent weeks, as anticipated and existing funding pressures hit repo markets.