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.
Others suggested the market reaction showed a wide gap between the regulatory expectation that AT1s can be used as ...
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.
Bonds issued by the European Commission are increasingly being used as proxy hedges to European government bonds rather than ...
The elevated market risk helped lift UBS’s total RWAs up by 1.6% to $519.4 billion. This, combined with a $1.9 billion drop in Common Equity Tier 1 capital, drove the bank’s CET1 capital ratio down 59 ...
S&P Global Market Intelligence’s head of credit and risk solutions reveals how firms are adjusting their strategies and ...
The Canadian overnight repo rate average, or Corra, became the country’s main interest rate benchmark following the discontinuation of the Canadian dollar offered rate (CDOR) at the end of June. Corra ...
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.
Electronic execution desks at banks offer a large number of trading algorithms to clients. These algorithms may differ in the venues they trade on, the speed at which they trade, the aggressiveness of ...
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.