Risk44m
Derivatives house of the year, Hong Kong: BBVA
Closer to home, BBVA pioneered a 10-year Australian dollar note with fully green credentials. BBVA has also been enabling ...
Risk40m
BNP Paribas’ FX forwards volumes jump 75% in Q2
Of the $56.8 billion growth in notional at the French bank, $44 billion was accounted for by more activity with the ...
Risk40m
Quantum cognition machine learning: financial forecasting
Traditional machine learning methods suffer from the curse of dimensionality. Here, Ryan Samson, Jeffrey Berger, Luca ...
Risk55m
As Fed eyes rule change, over 50% of US banks’ securities held as HTM
PNC, BofA and Schwab report highest share among banks subject to LCR amid move to limit their role in liquidity buffers ...
Risk53m
Simm casts off Covid pain for $40 billion IM reprieve
At least $40 billion of collateral held against non-cleared derivatives trades could be freed up in December, when the latest recalibration of Isda’s standard initial margin model, or Simm, casts off ...