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Glossary

Volatility

A statistical measure of the dispersion of returns for a given security or market index.

Volatility News

Industry
Barr outlines new Basel III Endgame proposals

Michael Barr, vice president for the Supervision Board of Governors of the Federal Reserve System, today reviewed the proposals for Basel III Endgame at Brookings Institute

Industry
Populist parties in Europe may hinder EU-level development, says Dyson

The International Securities Lending Association has released its newest ‘Securities Lending Market Report’ which explores the key factors impacting the market

Industry
Securities lending revenues down 9% YoY for August

S&P Global Market Intelligence has released its snapshot of August, where securities lending activity generated US$1.007 billion in revenues

Repo
US repo volume up 8% YoY for July, with EU repo stable, says BrokerTec

Growth in US repo ADNV was fuelled by record levels in money market fund assets and reduced cash in the overnight RRP since 28 June, BrokerTec reports

Industry
Tradeweb reports 25.3% rise YoY in repo ADV for July

Repo average daily volume jumped 25.3 per cent year-over-year to US$621.81 billion for July

Industry
MarketAxess reveals 24.1% YoY growth in total ADV for July

The growth in total credit ADV helped offset a decline in US high-yield ADV, says MarketAxess CEO

Industry
Baton Systems adds JSCC to its CCP network

According to Baton Systems, clients will now have the ability to check eligibility and move cash and non-cash collateral to JSCC

Industry
EquiLend NGT closes out record quarter for trade volumes

Securities lending trade volumes across the NGT platform reached 7.9 million trades, generating US$8.4 trillion