Pro forma disclosures for output floor show 2.5–2.8x increases if banks used only standardised formulas – far above peers ...

Investors in collateralised loan obligations (CLOs) have shrugged off the high-profile bankruptcy of auto parts maker First Brands despite ongoing pressure in the riskiest CLO segment.

A decade into centralised management of XVAs, Risk Benchmarking data finds divergent approaches to pricing, methodologies and tech stacks ...

Pimco has typically been a light user of foreign exchange options. But as the tariff turmoil raged in Q2 this year, the asset ...