Banks in the EU have cautiously welcomed a temporary fix – proposed by the European Commission – to post-crisis market risk ...

Acting Commodity Futures Trading Commission chair Caroline Pham has been using her time in the corner office to do some editing of the agency’s rulebook. The changes include repealing, withdrawing and ...

Several European banks hit fresh highs in stressed value-at-risk (SVAR) in the second half of 2024, suggesting shifts in trading book composition towards more shock-sensitive exposures.

S&P Global Market Intelligence's Enrico Piccin discusses the evolution of synthetic ETFs, regulatory impacts, and balancing leverage and transparency ...

All of the ‘big four’ Australian banks reported all-time high leverage exposures in the fourth quarter of 2024, causing leverage ratios at three to drop to their lowest in at least six years.

The equity and commodity components of JP Morgan’s value-at-risk gauge surged to their highest levels since the Covid-19 pandemic in the first quarter. The sharp increases reflect intense trading ...