Trading costs
Wells Fargo takes $112m CVA hit in 2018
Trading revenues decline $54 million overall through derivatives adjustments
Trading costs versus arrival price – An intuitive and comprehensive methodology
Craig Niven, managing director, cash equity execution at Societe Generale Prime Services explores how a five‑month study allowed the organisation to develop a market impact model using historical data, and why it is key for clients in the long term to…
XVA swings boost US bank trading revenues
DVA change pares down dealers' derivative liabilities
Mifid fuels Asian equities e-trading surge
Firms with European clients find low-touch channels help to prove best execution
From prophets to ‘parasites’
How post-trade vendors went from problem-solvers to ‘rent-seekers’
The battle for the back office
Post-trade incumbents at risk as Isda and others search for standards
Asset managers grapple with implications of cost transparency
Regulatory push for openness heightens concerns about impact on trading
Trading lightly: cross-impact and optimal portfolio execution
A liquidity model for basket of correlated securities is presented
Buy side unimpressed with Mifid II cost transparency rules
Clients question value of receiving dealers’ swaps profit margin data
Fast and precautious: order controls for trade execution
Algo traders propose a new optimal execution algorithm with both limit and market orders