Article ID: 0f8623332a6c98291059f9ed630fcb333f0dc9ffdde89d146483f12ebab82efb
Source ID: regulatory:risk.net
Published At: -
Extraction Method: trafilatura
URL: https://www.risk.net/insight/markets
Body Text
Markets In-depth coverage of financial markets activity, including equities, fixed income and foreign exchange. Articles here focus on how firms are adapting to the new US Treasury clearing mandate, the growth of digital assets such as stablecoins, and the challenges of an uncertain rate environment for dealers and investors. We look at post-Libor benchmarks, the role of new technologies in pricing and modelling, and the continued growth of electronic trading. This section features predominantly third-party content. Read more about our policy on this content here. From insight to execution: building the next-generation cross-asset platform The shift from research-led platforms to fully integrated client solutions – how closer alignment between platforms is shaping the client experience What’s next for Treasury clearing? Cleared buy-side tri-party enhancements at DTCC Innovations to improve margin efficiency for the buy side and streamline done-away activity with tri-party repo enhancements to FICC’s sponsored and agent clearing services Fireside chat: Advancing FX clearing for safer settlement Developments in FX clearing are supporting the creation of a safer, more scalable settlement infrastructure Integration strengthens e-trading in persistently volatile markets Survey reveals that traders are grappling with daily volatility, while technology outranks liquidity as the top market structure concern Smarter margin. Clearer insight. Diversify liquidity. Analysis, survey findings and practitioner perspectives examining the role of non-cash VM collateral, the operational challenges and whether tri-party infrastructure can support the next phase of change The changing shape of variation margin collateral Financial firms are open to using a wider variety of collateral when posting VM on uncleared derivatives, but concerns are slowing efforts to use more non-cash alternatives Repo clearing: expanding access, boosting resilience Michel Semaan, head of RepoClear at LSEG, discusses evolving requirements in repo clearing From inertia to acceleration: scaling tri-party VM and collateral reuse Catalysing network effects and expanding non-cash VM at scale Japan’s yen swaps go global JSCC isn’t just clearing swaps, it is clearing the way for the next stage of Japan’s financial evolution LSEG streamlines post-trade efficiency across cleared and uncleared markets LSEG’s Post Trade Solutions extends clearing-style efficiencies to bilateral markets, helping Apac clients navigate rising margin and risk management pressures Rethinking credit risk The challenges confronting credit risk leaders – from shifting macro dynamics and sovereign pressures to growing counterparty complexity Inside the 2025 BIS FX survey: dollar wobbles, trading shifts and settlement risks BIS’s triennial survey shines a light on the forces shaping global FX markets Fitch Solutions Toolkit for Credit Risk Leaders: enhancing credit risk management, mitigation and strategic decision-making The Fitch Solutions Toolkit for Credit Risk Leaders is a practical guide to enhancing visibility, agility and control across the credit risk workflow How next-generation exchange infrastructure is redefining global market access Designed to reimagine market connectivity, GAN offers strategic significance for financial institutions, regulators and exchanges BIS 2025 FX survey: What the results mean for global markets Key findings from the BIS triennial FX and OTC derivatives survey Fixed income ecosystem Manage risk, uncover opportunity and make informed decisions with ICE’s end-to-end fixed income solutions US Treasury clearing success depends on competition and choice The origins of the forthcoming clearing mandate for US Treasury securities and details of the ICE clearing platform scheduled to launch by end of year ICE’s approach to pricing global fixed income assets Accurate and transparent bond pricing is critical for managing risk, meeting regulatory requirements and making informed investment decisions Repricing risk in a global rate reset Firms are reallocating risk exposure, evolving forecasting models and leveraging deep macroeconomic data to uncover patterns and challenge assumptions A paradigm shift for prepayment risk assessment For MBS investors, the ability to link data to specific loans and securities offers more precise analysis, alongside other advances in data and analytics Fixed income finesse: striking a balance amid shifting rates An increasingly unpredictable economic environment leads investors to look for a wider range of products to satisfy evolving strategies
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