Options market-making is a complex problem, especially at the portfolio level, which explains both the lack of publicly available models and practitioners’ reticence around sharing their solutions.

In the absurdist sci-fi fantasy, Everything Everywhere All at Once, every life choice creates a new alternative universe, ...

Like tomorrow, new market risk capital rules for banks always seem to be one day away. The repeated delays have left bankers ...

Volatility pushes fourth quarter readings at BNP Paribas, Crédit Agricole and SocGen to levels unseen in recent years ...

Following the relaunch of Velocity 3.0 in 2023, the US bank has focused on consolidating its various electronic foreign exchange pricing platforms – including CitiFX Pulse, its execution and treasury ...

As of December 31, 2024, mark-to-market investments in agency residential mortgage-backed securities (RMBSs) by Comerica, Banco Popular and Ally Financial were underwater by approximately one-fifth of ...

Volkan Benihasim has been named global head of foreign exchange, emerging markets rates and commodities at HSBC. Benihasim ...