Data from the Office of Financial Research has led to misconceptions about the amount of US Treasury repo funding provided to hedge funds without haircuts, according to market participants.

Three major Scandinavian banks reclassified their credit risk-weighted assets (RWAs) in the first quarter, following Basel III revisions that took effect on January 1 and curtailed use of the advanced ...

Markets are pricing in volatility levels that are too cheap given uncertainty around how the US tariff situation will play out over time, according to senior market-makers.

The head of the European Commission’s unit for macroprudential policy, Emiliano Tornese, has signalled the body is open to the creation of a central bank facility similar to the UK’s that can allow ...

Funding liquidity strategies must evolve to thrive in a climate defined by volatility, regulatory pressure and rising depositor stress ...

Possible changes to the US supplementary leverage ratio (SLR) are more likely to be made separately – and before – a fresh attempt at implementing Basel III in the US, according to a Federal Reserve ...

Dealers and trading platforms are making gradual progress to electronify foreign exchange options pricing and workflows ...

US rules that aim to boost on-exchange equities trading by reducing the fees exchanges charge face a test in court today, May 15. Existing rules cap fees at 30 cents per 100 shares (30 mils) on ...

Risk.net, FX Markets.com, WatersTechnology.com, Central Banking.com, PostOnline.co.uk, InsuranceAge.co.uk, RiskTechForum.com and Chartis-Research.com.

Morgan Stanley’s standardised risk-weighted assets (RWAs) surged by $31.1 billion in the first quarter, hitting an all-time high of $502.6 billion. The 6.5% rise marked the steepest quarterly increase ...

The European Commission will make a final decision on revisions to its trading book capital rules within days, and by early June at the latest.

Standard Chartered has hired John Newman as global head of rates and foreign exchange trading. Newman joined the UK bank last month and is based in London, according to his LinkedIn profile. A ...