Recent US dollar strengthening in response to the escalating conflict in Iran has done little to temper many investors’ ...

Central counterparties (CCPs) are putting enough of their own resources on the line before losses from a defaulting member ...

LCH’s ForexClear reported its highest stress losses since 2019 in the final quarter of 2025, while the share of initial ...

Institutional prediction markets are “only a matter of time”, according to Jeff Sprecher, head of Intercontinental Exchange. While he sees strong rationale for energy event contracts, the exchange has ...

CVI is an algorithm for constructing implied volatility surfaces that is framed as a convex optimisation problem. As such, it is suitable to be processed by modern optimisation solvers like CVXPY, ...

The European Banking Authority doesn’t want banks to cut corners on credit spread risk. But banks think recent recommendations from the watchdog will make the regulatory regime far more cumbersome – ...

This study limits analysis to US equities within the S&P 500 to prioritise liquidity and data consistency. Future extensions could incorporate global equities, leveraging LSEG’s international coverage ...

A reported plan for the US Treasury Department to combat rising energy prices by intervening in the oil futures market “might be a biblical disaster”, according to the head of the world’s largest ...

This paper proposes a new algorithm that allows us to compute pairwise-correlation sensitivities in a Monte Carlo framework by modifying only one trajectory at ...

Three bank sources say the industry is requesting that the European Banking Authority delays the submission of results for a market risk benchmarking exercise, citing disruption caused by the outbreak ...

Expansion of Bond Connect scheme will provide higher yielding assets for life insurers, and may ease concerns over asset-liability management ...

Innovations set to improve margin efficiency for the buy side and further streamline done-away activity with tri-party repo enhancements to FICC’s sponsored ...