With foreign exchange volatility surging to new heights, a growing number of execution management system (EMS) vendors are developing automated solutions designed to help buy-side firms manage ...

Securities collateral totalled $3.66 trillion out of a $6.04 trillion aggregate, according to data from the Securities and Exchange Commission. This was down 10.1% from the previous quarter’s $4.07 ...

The parameters of popular factor models for interest rates, such as the Heath-Jarrow-Morton model, are known to be mean-reverting. The study of the speed at which the mean reversion happens has been ...