A recent selloff in tech-focused Hong Kong stocks is pushing issuers of structured products on the popular underlyings perilously close to fabled ‘peak vega’ levels, where dealers’ sensitivity to ...
LSEG is developing its cloud-based data service to reflect how financial institutions now use information to feed systems and ...
As January 1 nears, Dutch pension funds consider unwind timing to avoid rush to the exit in thin year-end liquidity ...
The further markets stray from this line, the less effective the equivalence of price and expectation becomes as a guide.
Using data from January 1986 to December 2023, the authors explore the time-varying impact of energy prices on the US stock market.
If the first half of 2025’s currency markets were characterised by record-breaking months of volumes and volatility, the back half of the year has been defined by a range-bound US dollar, promoting an ...
The equity component of regulatory value-at-risk at the largest US banks is close to its highest level in four years, reflecting a powerful but increasingly fragile stock market rally.
This episode of Quantcast Master’s Series – part of the Tomorrow’s Quants project – welcomes Jack Jacquier, director of the ...
LSEG’s Post Trade Solutions extends clearing-style efficiencies to bilateral markets, helping Apac clients navigate rising ...
Equities are typically the driving force for structured products. But rising rates have given a turbo boost to fixed income ...
An SEC panel of broker-dealers, market-makers and crypto specialists debated the ramifications of a future with tokenized ...
The expansion of multi-asset investing marks a pivotal shift in institutional portfolio management as firms broaden their ...