Negative US interest rates: FT says Bloomberg telling terminal users to consider Bachelier options model instead of Black-ScholesJune 16, 2020
ESMA’s working group on euro risk-free rates recommends voluntary compensation for legacy swaption contracts affected by the discounting transition to the €STRJune 16, 2020
By the numbers: the importance of algorithmic trading on equity market volatility (Premium)June 15, 2020
Fed blog: How Fed Swap Lines Supported the U.S. Corporate Credit Market amid COVID-19 StrainsJune 12, 2020
Wematch and Pirum Systems announce go-live with Bank of America on their integrated service on Securities LendingJune 12, 2020
Bakkt and Galaxy Digital announce joint trading and custody service for institutional cryptoJune 11, 2020
ESMA publishes final report on fair and reasonable (FRANDT) clearing terms under EMIR RefitJune 7, 2020
SGX announces launch of Singapore Single Stock Futures and signs MSCI Singapore licence agreementJune 5, 2020
BNY Mellon, Deutsche join global firms to base pricing/matching engines in Singapore for FX/TreasuryJune 4, 2020
Turquoise-Plato creates undisclosed execution channel for lit auction liquidity, revives order type for frequent batch auctionsJune 2, 2020
Federal Reserve releases results of survey of senior financial officers at banks about their strategies and practices for managing reserve balancesJune 1, 2020
ICMA issues report on performance of the European investment grade corporate bond markets during the COVID-19 crisisMay 28, 2020
ESG in securities finance isn’t just principles – it’s also culture and compensation (Premium)May 28, 2020
Fed blog: Have the Fed Swap Lines Reduced Dollar Funding Strains during the COVID-19 Outbreak?May 22, 2020