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Amid the diverging timeframes and complex requirements of FRTB, Bloomberg offers a consistent, comprehensive and customisable solution for Apac banks preparing ...

Johannes Muhle-Karbe and Roel Oomen show that the primary driver of dealer and client outcomes is the fixing window width and that the weighting scheme applied to prices over the calculation window is ...

With a deadline at the end of this week, some European derivatives counterparties have struggled to update reports of legacy trades in time to meet a new regulatory standard, according to multiple ...

KeyCorp sold $7 billion in commercial mortgage backed-securities (CMBSs) at a loss in the fourth quarter, capitalising on a temporary bond market rally to refresh its available-for-sale (AFS) ...