The authors investigate volatility spillover across the Covid-19 pandemic, Russia-Ukraine conflict and the collapse of ...

Achieving consistent performance in the sharpest of downturns, though, has remained elusive for CTA managers. Trend-following strategies rely on backward-looking signals and have often suffered losses ...

China Construction Bank (CCB) reported the highest TLAC-to-risk-weighted assets (RWAs) ratio among the group, at 21.9%. It was followed closely by Industrial and Commercial Bank of China (ICBC) at ...

European asset managers and pension funds are adding more currency hedges to their US equity portfolios following a breakdown of the so-called ‘dollar smile’.

American Express’s structural currency hedges lost $198 million in value during the first quarter, as the US dollar weakened in response to early signs of aggressive trade measures from US President ...

Wells Fargo’s decision to tilt its foreign exchange business towards institutional buy-side clients is paying off, with the ...

It’s a source of frustration to members of the European Parliament (MEPs), who say the time is coming for the European ...

Following $26 billion of inflows over the two years through February, the largest CLO-backed ETFs saw outflows totalling $1.6 billion in March and April.

The market volatility that followed US President Donald Trump’s back-and-forth tariff announcements has had financial ...

BrokerTec and MarketAxess posted minor market share gains, as trade volumes for US Treasuries surged during the tariff-induced turmoil in government bond markets at the start of April. From March 25 ...

Goldman Sachs was the top US dealer for foreign exchange trading revenues in 2024, which more than doubled at the firm thanks ...

Leading the effort in many companies is the chief technology officer. At the Options Clearing Corporation, the remit for ...