Rabobank recorded a €13.7 billion ($14.9 billion) add-on to risk-weighted assets (RWAs) in the first quarter of this year, after it moved its income-producing real estate (IPRE) model from the ...
“You’re playing with fire when you’re selling this thing.” This is how one analyst describes the spiralling risk associated ...
This article is part of our Dealer Rankings 2024 coverage. You can find the overview article here, analysis of the results by instrument and end-user here and a detailed methodology here. Last year’s ...
Foreign exchange agency broker Spectra FX has launched its new trading venue, SpectrAxe, the first central limit order book ...
The bank’s paper losses, accounted for in accumulated other comprehensive income (AOCI), doubled to ¥1.79 trillion ($11.4 billion) at the end of the Japanese financial year, surpassing the previous ...
Interest from hedge funds has propelled a 20% increase in the QIS revenues of the most active dealers over the past 12 months and lifted total estimated notional assets under management to a record ...
Independent price verification (IPV) is a crucial component of the valuation control framework of financial institutions, ...
Market participants and regulators may be understating the risk that commercial real estate (CRE) poses for the largest banks ...
A new credit default swap (CDS) index is set to fill a gap for traders hedging US bank exposures and expand the list of tradeable single-name swaps to include smaller banks.
This is achieved by dealers submitting estimates of theoretical trades to the independent price validation service, which aggregates the estimates into a consensus figure. However, Skylight, founded ...
Following last year’s regional bank liquidity scare, Charles Schwab has increasingly reoriented its wholesale funding strategy, shifting away from brokered deposits and unsecured financing towards ...
The share of riskless assets at US banks continued to increase in the first quarter, rising to 31.6% – the highest level in two years.