Sasha Mills is executive director of financial market infrastructure at the Bank of England.

UBS’s risk-weighted assets (RWAs) climbed by 4.4% to $504.5 billion in the second quarter, driven by currency movements during a turbulent stretch for the US dollar.

The market for European government bond (EGB) basis trades is finally taking strides towards electronification, with three ...

Johannes Muhle-Karbe from Imperial College London has developed a new quantitative tool to help firms assess broker performance. The proposed method improves the evaluation of trade quality by using ...

Jeroen Krens has stepped down as chair of the International Swaps and Derivatives Association – a role he held for just seven ...

Sometimes you can have too much choice. The UK Prudential Regulation Authority wants to allow banks to choose how to implement new trading book capital rules, but not everyone is enthusiastic. Firms ...

Hans Buehler has left his position as co-chief executive officer of XTX Markets to focus on an academic career. Buehler, who ...

Deutsche Bank estimates that full implementation of the Basel III output floor would raise its risk-weighted assets by €118 billion ($138 billion) before mitigation, if the final rules had been in ...

The pillars on which modern treasury is built and the key considerations for banks’ technology solution requirements ...

In a rare instance of agreement between the buy and sell sides, a new clearing model for US Treasury repos proposed by the Fixed Income Clearing Corporation is winning praise from all sides of the ...

Operational risk managers have found only limited use for artificial intelligence tools so far, with most banks avoiding the technology to help with risks such as IT disruption and change management, ...

Justin Lars Kirkby is currently a Quantitative Researcher at a larger multi-manager hedge fund. He has held various positions in the financial industry, with research interests including Option ...