In 17 years of buying European asset-backed securities (ABS), Aza Teeuwen has rarely been as busy as he is right now. The ...

Securities classified as HTM for accounting purposes do not need to be marked-to-market, even if they are earmarked as assets ...

Unbundling of US Treasury execution and clearing is “not viable” under current accounting rules, a senior executive at the Depository Trust & Clearing Corporation (DTCC) has warned, as higher capital ...

Record government issuance has boosted the weight of Treasury bonds in a key index, driving the bond funds that benchmark to that index to use more futures to match duration – a trend that is set to ...

Prior to Q2, the largest cash call ever disclosed by ASX stood at A$205 million and had been sent out in Q3 2015. Latest figures show a 32% increase quarter on quarter to $10.7bn ...

India’s inclusion in JP Morgan’s emerging markets index in June has had a limited initial impact on foreign exchange flows ...

Winning firms adapt to change with exemplary risk management skillsThe past 12 months have provided commodities firms with ...

Once one of the few funds that would enter bank risk recycling trades, recent overcrowding has seen it pivot to listed ...

Pre-hedging can improve or worsen the price at which a client executes its trade. Global regulators have been asked to ...

Buyers of credit protection on recently bankrupt Avon Products are set to receive chunky payouts on their contracts, despite ...

Ideally, a market-maker will exit a position when a client meets the ask price or the price hits an upper barrier – the take ...

The Asia Risk Awards were judged by the Risk.net editorial team, using a three-step process. First, entrants submit a pitch document. Second, Risk.net journalists discuss the pitch at a meeting with ...