The founder of Anacapa Advisors, Phil Pecsok, says his firm’s short volatility strategy is as straightforward as selling car insurance, albeit with a much higher turnover. Systematic options selling ...
Agricultural Bank of China’s (ABC) market risk-weighted assets (RWAs) jumped by 42.4% in the third quarter to their highest level since at least 2012. The Chinese megabank reported 260.3 billion yuan ...
In the world of high-frequency trading, nanoseconds gained in trade execution can mean the difference between success and ...
The US Federal Reserve’s vice chair for supervision Michael Barr has defended his efforts to dilute the capital impact of a flagship new bank regulation package. He promised to work with incoming ...
Bank of America is looking to build a trading business focused on US synthetic risk transfer (SRT) deals, according to six ...
BlackRock’s foreign exchange trading head has backed the development of an all-to-all venue for FX swaps to improve price ...
BNP Paribas has been taking the fight against clients abusing their pricing skews to a new level, putting out a mix of real ...
Broader collateral set and greater margin transparency could be adopted from Emir 3.0, but not active accounts requirement ...
Mizuho Financial Group faces the largest impact among Japanese systemic lenders under the fully phased-in Basel III output floor.
Marex Capital Markets overtook three rival futures commission merchants (FCMs) in the second half of October to secure the ...
Financial services firms are increasingly moving pricing and reference data to the cloud to streamline operations, reduce ...
From April next year, Bloomberg will charge a new base fee rate – before incentives and discounts – of $2.75 per million for ...