UBS has so far focused this particular smart beta strategy on indexes that are owned and managed by S&P Global, such as the S&P 500. The investment house is currently working to embed Nasdaq indexes ...

The first mid-year recalibration of the standard initial margin model under a new semi-annual regime will trigger a ...

As European banks seek to diversify from US cloud hyperscalers, a supermarket group is becoming an unlikely new supplier ...

Required initial margin for cleared interest rate swaps (IRSs), futures and credit default swaps (CDSs) surged by $51.4 billion in April – the biggest monthly increase since March 2022 – amid ...

Amid mounting geopolitical volatility, regulatory scrutiny and proliferating IT and cyber risks, financial market infrastructures (FMIs) are being pushed to revisit how they prepare for ...

The volatility in US Treasury markets after president Donald Trump’s tariff announcements in April may have given risk managers sleepless nights, but it was also an opportunity for bank lobbyists to ...

The US Federal Reserve has agreed to fully disclose its stress test models and introduce a suite of transparency measures by ...

European Commission officials are considering whether to delay up to 122 legislative acts, as a way to cut compliance costs for the EU’s financial sector.

Prometeia’s Model Governance Suite is built for teams who need to: • Scale easily as model portfolios grow and evolve. Download Model risk management to discover how Prometeia helps clients reduce ...

The figure, which includes securities classified as available-for-sale (AFS) and held-for-trading (HFT), rose 1% in the first quarter across 53 banks analysed by Risk Quantum, driven by a $21.4 ...

The question was raised again after the leader of the incoming German government announced plans to bypass the country’s strict debt ceiling rules to raise funding for defence and infrastructure ...

The Commodity Futures Trading Commission is set to vote on a proposal that would allow US investors to clear their yen interest rate swaps at the Japan Securities Clearing Corporation (JSCC), ...