Graph and download economic data for 43) Over the Past Three Months, How Have Initial Margin Requirements Set by Your Institution with Respect to OTC Interest Rate Derivatives Changed?| B. Initial Margin Requirements for Most Favored Clients, as a Consequence of Breadth, Duration, And/or Extent of Relationship. | Answer Type: Increased Considerably (OTCDQ43BICNR) from Q4 2011 to Q3 2025 about duration, margin, derivatives, change, 3-month, interest rate, interest, rate, and USA.

Graph and download economic data for 43) Over the Past Three Months, How Have Initial Margin Requirements Set by Your Institution with Respect to OTC Interest Rate Derivatives Changed?| A. Initial Margin Requirements for Average Clients. | Answer Type: Increased Somewhat (OTCDQ43AISNR) from Q4 2011 to Q3 2025 about margin, derivatives, change, 3-month, average, interest rate, interest, rate, and USA.

TraditionData offers a Forward Rate Agreements (FRA) service, providing comprehensive market data across 26 currencies. This service is designed for managing interest rate risk and speculative purposes. It includes:

• Hedging Interest Rate Risk: Locking in fixed interest rates for future dates.
• Speculation: Using FRAs to predict interest rate movements.
• Matching Assets and Liabilities: Aligning future borrowing or lending rates with assets or liabilities.
• Valuation: Assisting in valuing interest rate derivatives and pricing financial instruments.
• Regulatory Compliance: Aiding banks in meeting capital adequacy and risk management regulations.
  

For a detailed overview, visit TraditionData FRA – Forward Rate Agreements.

Graph and download economic data for 43) Over the Past Three Months, How Have Initial Margin Requirements Set by Your Institution with Respect to OTC Interest Rate Derivatives Changed?| A. Initial Margin Requirements for Average Clients. | Answer Type: Decreased Considerably (OTCDQ43ADCNR) from Q4 2011 to Q3 2025 about margin, derivatives, change, 3-month, average, interest rate, interest, rate, and USA.

Interest Rate Risk in the Banking Book (IRRBB) Software Market Outlook

According to our latest research, the global Interest Rate Risk in the Banking Book (IRRBB) Software market size stood at USD 1.67 billion in 2024, reflecting a robust growth trajectory driven by the intensifying regulatory environment and the increasing complexity of bank balance sheets. The market is poised to expand at a CAGR of 8.2% from 2025 to 2033, reaching a forecasted value of approximately USD 3.25 billion by 2033. This impressive growth is primarily fueled by the need for advanced risk analytics, real-time compliance, and the adoption of digital transformation initiatives across global banking institutions.

One of the primary growth factors for the IRRBB software market is the evolving regulatory landscape. Global banking regulators, including the Basel Committee on Banking Supervision, have imposed stringent guidelines to ensure that banks accurately measure, monitor, and mitigate interest rate risk within their banking books. These evolving standards require banks to implement sophisticated risk management frameworks capable of stress testing, scenario analysis, and comprehensive reporting. As a result, financial institutions are increasingly investing in IRRBB software solutions that can offer advanced analytics, automation, and compliance functionalities. The rise in regulatory audits and the growing scrutiny on risk disclosures further amplify the need for robust IRRBB software, making regulatory compliance a central driver for market expansion.

Another key growth driver is the increasing complexity of financial products and the diversification of banking portfolios. Modern banks manage a vast array of fixed and variable rate instruments, derivatives, and off-balance-sheet exposures, all of which contribute to heightened interest rate risk. To effectively manage these exposures and optimize capital allocation, banks are turning to IRRBB software equipped with real-time data integration, predictive analytics, and automated reporting capabilities. The ability of these solutions to provide actionable insights, support strategic decision-making, and enhance asset-liability management is a significant factor in their growing adoption. Additionally, the proliferation of digital banking and fintech innovations has accelerated the need for scalable, cloud-based IRRBB platforms that can seamlessly integrate with core banking systems.

Technological advancements and the shift towards cloud-based solutions are also propelling the IRRBB software market forward. With the advent of big data analytics, artificial intelligence, and machine learning, IRRBB platforms are now capable of delivering more granular risk assessments and proactive risk mitigation strategies. Cloud deployment models offer banks the flexibility to scale their risk management infrastructure, reduce operational costs, and improve accessibility across geographically dispersed teams. This technological evolution is particularly beneficial for small and medium-sized banks, which may lack the resources for extensive on-premises deployments but still require robust risk management tools to remain competitive and compliant.

In the realm of financial institutions, Financial Risk Management Software plays a pivotal role in safeguarding assets and ensuring compliance with regulatory standards. This software is designed to identify, assess, and prioritize risks, providing banks with the tools necessary to mitigate potential financial losses. By integrating advanced analytics and real-time monitoring, financial risk management solutions enable banks to navigate the complexities of modern financial markets. As banks continue to expand their operations and diversify their portfolios, the demand for robust financial risk management software is expected to rise, supporting the overall stability and resilience of the banking sector.

From a regional perspective, North America remains the largest market for IRRBB software, accounting for a significant share of global revenues in 2024. The region's dominance is attributed to the presence of major global banks, a mature regulatory environment, and early adoption of advanced risk management technologies. However, Asia Pacific is emerging as a high-growth region, with a projected CAG

Constant Maturity Swap (CMS) Market Outlook

According to our latest research, the global Constant Maturity Swap (CMS) market size reached USD 358.7 billion in 2024, reflecting the robust expansion of derivative products in capital markets worldwide. The market is exhibiting a healthy compound annual growth rate (CAGR) of 7.2% and is forecasted to attain a value of USD 659.9 billion by 2033. This growth is primarily driven by the increasing sophistication of risk management strategies among financial institutions, the rising complexity of interest rate environments, and the heightened demand for customized hedging instruments. As per our latest research, the CMS market is evolving rapidly, supported by technological advancements and an expanding user base across diverse financial sectors.

The primary growth factor for the Constant Maturity Swap market is the increasing volatility in global interest rates, which has underscored the need for effective risk management solutions. As central banks around the world adjust monetary policies in response to inflationary pressures and economic recovery post-pandemic, market participants are turning to CMS products to hedge their exposure to fluctuating yields. The flexibility of CMS contracts, which allow the floating leg of the swap to be tied to a constantly resetting market rate, offers a more precise tool for managing interest rate risk compared to traditional swaps. This is particularly crucial for financial institutions and large corporates with significant balance sheet exposure to interest rate movements, fueling the adoption and growth of the CMS market.

Another notable driver is the evolution of regulatory frameworks across major financial markets. Regulatory bodies such as the European Securities and Markets Authority (ESMA) and the Commodity Futures Trading Commission (CFTC) have introduced stringent requirements for transparency, reporting, and collateralization in the derivatives space. While these regulations increase compliance costs, they also foster greater confidence among market participants, leading to higher volumes and broader participation in the CMS market. Furthermore, the emergence of electronic trading platforms and clearinghouses has enhanced market accessibility and operational efficiency, making CMS products more attractive to a wider range of end-users, including smaller banks, asset managers, and corporates.

Technological advancements are also playing a pivotal role in shaping the Constant Maturity Swap market. Innovations in financial analytics, risk modeling, and real-time data processing are enabling market participants to structure, price, and manage CMS transactions with greater accuracy and speed. The integration of artificial intelligence and machine learning in trading systems has further optimized execution strategies and risk assessment, reducing operational risks and transaction costs. These technological improvements are not only increasing the efficiency of existing CMS users but are also lowering barriers to entry for new participants, thereby expanding the overall market size.

From a regional perspective, the Constant Maturity Swap market demonstrates significant heterogeneity in growth patterns and adoption rates. North America and Europe continue to dominate the market due to their mature financial infrastructures, deep capital markets, and proactive regulatory environments. However, the Asia Pacific region is emerging as a high-growth territory, propelled by rapid financial sector development, increasing cross-border capital flows, and growing sophistication among regional market participants. Latin America and the Middle East & Africa, while still nascent, are witnessing steady uptake as local institutions seek to align with global best practices in risk management and derivative usage.

Type Analysis

The Constant Maturity Swap market is segmented by type into Interest Rate Swaps, Currency Swaps, Basis Swaps, and Others, with each segment offering distinct value proposi

Price-To-Sales-Ratio Time Series for BGC Group Inc. . BGC Group, Inc. operates as a financial brokerage and technology company in the United States, Europe, the Middle East, Africa, and the Asia Pacific. The company offers various brokerage products, such as fixed income, such as government bonds, corporate bonds, and other debt instruments, as well as related interest rate derivatives and credit derivatives; and brokerage services for foreign exchange, energy, commodities, shipping, equities, and futures and options. It also provides price discovery, trade execution, connectivity solutions, information, consulting, brokerage services, clearing, and other post-trade services, information, and other back-office services to an assortment of financial and non-financial institutions. In addition, the company offers electronic and hybrid brokerage, other financial technology solutions, market data and related information services. Further, the company's integrated platform is designed to provide flexibility to customers regarding price discovery, trade execution and processing of transactions, as well as accessing liquidity through its platforms, for transactions executed either OTC or through an exchange. It primarily serves banks, broker-dealers, trading firms, hedge funds, governments, corporations, investment firms, commodity trading firms, and end users. BGC Group, Inc. was founded in 1945 and is headquartered in New York, New York.

XVA Analytics for Treasury Market Outlook

According to our latest research, the XVA Analytics for Treasury market size reached USD 1.42 billion globally in 2024, driven by a strong emphasis on risk management and regulatory compliance across financial institutions. The market is expected to grow at a robust CAGR of 14.1% from 2025 to 2033, with the forecasted market size reaching USD 4.19 billion by 2033. This substantial growth is attributed to increasing complexities in derivative portfolios, evolving regulatory frameworks, and the rapid adoption of advanced analytics solutions in treasury operations worldwide.

The primary growth factor for the XVA Analytics for Treasury market is the escalating demand for sophisticated risk management tools within financial institutions. As global derivatives trading surges, treasuries are confronted with multifaceted risks—including credit, funding, capital, and margin risks—that require holistic and dynamic valuation adjustments. The integration of XVA (Valuation Adjustments) analytics enables institutions to accurately price derivatives, optimize collateral, and manage counterparty exposures. Furthermore, the volatile financial environment, characterized by fluctuating interest rates and credit spreads, has accelerated the adoption of advanced analytics platforms that offer real-time insights and scenario analysis. This ongoing transformation ensures that treasuries remain resilient and agile in the face of market uncertainties.

Another significant driver is the tightening of regulatory requirements worldwide. Regulatory bodies such as Basel Committee on Banking Supervision (BCBS), European Banking Authority (EBA), and the U.S. Federal Reserve have introduced stringent guidelines mandating the calculation and reporting of various XVAs—including CVA (Credit Valuation Adjustment), DVA (Debit Valuation Adjustment), FVA (Funding Valuation Adjustment), KVA (Capital Valuation Adjustment), and MVA (Margin Valuation Adjustment). These regulations necessitate robust analytics infrastructure capable of integrating multiple data sources, performing complex calculations, and generating comprehensive reports. As compliance becomes non-negotiable, financial institutions are investing heavily in XVA analytics solutions to avoid penalties and maintain market credibility.

Technological advancements are further propelling the XVA Analytics for Treasury market. The proliferation of cloud computing, artificial intelligence, and machine learning has revolutionized the way treasuries approach risk assessment and portfolio valuation. Cloud-based XVA platforms offer scalability, flexibility, and cost efficiency, enabling organizations to process large volumes of data with minimal latency. Additionally, AI-powered analytics improve predictive accuracy, automate routine processes, and enhance decision-making capabilities. These innovations are particularly attractive to small and medium-sized enterprises that seek to level the playing field with larger competitors by leveraging cutting-edge technology at a lower cost of ownership.

From a regional perspective, North America remains the dominant market for XVA Analytics for Treasury, accounting for over 38% of the global market share in 2024. This leadership is attributed to the high concentration of major banks, asset management firms, and insurance companies in the region. Europe follows closely, driven by stringent regulatory mandates and the presence of sophisticated financial markets. Meanwhile, Asia Pacific is emerging as a high-growth region, fueled by rapid digital transformation, expanding financial sectors, and increasing awareness of risk management best practices. Latin America and the Middle East & Africa are also witnessing gradual adoption, albeit at a slower pace, as financial institutions in these regions modernize their treasury operations.

Solution Type Analysis

The XVA Analytics for Treasury market is segmented by solution type into CVA, DVA, FVA, KVA, MVA, and others, each addressing specific valuation adjustments required for effective risk management. CVA (Credit Valuation Adjustment) remains the most widely adopted solution, as it quantifies the risk of counterparty default in derivative transactions. Financial institutions are increasingly leveraging CVA analytics to comply with regulatory mandates and to ensure accurate pricing of OTC derivatives. The d

Total-Asset-Turnover Time Series for BGC Group Inc. . BGC Group, Inc. operates as a financial brokerage and technology company in the United States, Europe, the Middle East, Africa, and the Asia Pacific. The company offers various brokerage products, such as fixed income, such as government bonds, corporate bonds, and other debt instruments, as well as related interest rate derivatives and credit derivatives; and brokerage services for foreign exchange, energy, commodities, shipping, equities, and futures and options. It also provides price discovery, trade execution, connectivity solutions, information, consulting, brokerage services, clearing, and other post-trade services, information, and other back-office services to an assortment of financial and non-financial institutions. In addition, the company offers electronic and hybrid brokerage, other financial technology solutions, market data and related information services. Further, the company's integrated platform is designed to provide flexibility to customers regarding price discovery, trade execution and processing of transactions, as well as accessing liquidity through its platforms, for transactions executed either OTC or through an exchange. It primarily serves banks, broker-dealers, trading firms, hedge funds, governments, corporations, investment firms, commodity trading firms, and end users. BGC Group, Inc. was founded in 1945 and is headquartered in New York, New York.

Option Pricing AI Market Outlook

As per our latest research, the global Option Pricing AI market size stood at USD 1.87 billion in 2024, reflecting robust adoption across major financial sectors. The market is projected to grow at a CAGR of 22.6% from 2025 to 2033, reaching a forecasted value of USD 13.25 billion by 2033. This remarkable growth is driven by the increasing demand for advanced analytics, real-time risk assessment, and the ability to process massive volumes of financial data with precision and speed. The proliferation of AI-powered solutions in derivatives trading and risk management is fundamentally transforming the landscape of option pricing, making it more accurate, efficient, and accessible.

One of the primary growth factors propelling the Option Pricing AI market is the surging complexity and volume of financial instruments traded globally. As markets become more sophisticated, traditional pricing models are often insufficient to capture the nuances of today’s multi-factor environments. AI-powered option pricing models can incorporate a wider array of variables, such as volatility, interest rates, and macroeconomic indicators, which enables them to deliver more accurate and timely valuations. This technological leap is particularly vital for institutions dealing with exotic options and complex derivatives, where even minor pricing errors can translate into significant financial losses. The ability to leverage machine learning and deep learning techniques for pattern recognition and predictive analytics is fostering a new era of precision in financial modeling.

Another critical driver for market expansion is the growing regulatory emphasis on transparency and risk mitigation in financial markets. Regulatory bodies worldwide are mandating stricter compliance and reporting standards, particularly in derivatives trading. AI-based option pricing tools offer not only enhanced accuracy but also greater auditability and traceability, which are essential for meeting these regulatory demands. Furthermore, these solutions enable real-time scenario analysis and stress testing, empowering financial institutions to proactively manage risks and maintain capital adequacy. The integration of AI in risk management frameworks is thus rapidly becoming a competitive necessity, fueling further investment and innovation in the Option Pricing AI market.

The rapid evolution of cloud computing and big data infrastructure is also playing a pivotal role in driving the growth of the Option Pricing AI market. Cloud-based deployment models provide scalable, cost-effective access to powerful AI algorithms and high-performance computing resources, making advanced option pricing tools available to a broader spectrum of market participants, from large banks to boutique asset managers. The combination of AI and cloud technology facilitates real-time data processing, cross-asset analytics, and seamless integration with existing trading platforms. This democratization of access is accelerating the adoption of AI-driven solutions across both developed and emerging markets, further expanding the market’s reach.

From a regional perspective, North America remains the dominant market for Option Pricing AI, accounting for the largest share in 2024, owing to its mature financial ecosystem and early adoption of advanced technologies. Europe follows closely, driven by stringent regulatory frameworks and a strong presence of global financial hubs. The Asia Pacific region is emerging as a significant growth engine, supported by rapid digitalization, expanding capital markets, and increasing investments in fintech. Latin America and the Middle East & Africa are also witnessing gradual adoption, particularly in countries with burgeoning financial sectors. These regional dynamics are expected to shape the competitive landscape and innovation trajectory of the Option Pricing AI market over the forecast period.

Component Analysis

The Option Pricing AI market is segmented by component into Software, Hardware, and Services, each playing a distinct role in the ecosystem. Software remains the cornerstone of this market, accounting for the majority of revenue in 2024. AI-powered option pricing software solutions are designed to integrate seamlessly with trading platforms, risk management systems, and data analytics tools. These solutions leverage advanced machine learning algorithms, natural language processing, and deep learning frame

Net-Borrowings Time Series for BGC Group Inc. . BGC Group, Inc. operates as a financial brokerage and technology company in the United States, Europe, the Middle East, Africa, and the Asia Pacific. The company offers various brokerage products, such as fixed income, such as government bonds, corporate bonds, and other debt instruments, as well as related interest rate derivatives and credit derivatives; and brokerage services for foreign exchange, energy, commodities, shipping, equities, and futures and options. It also provides price discovery, trade execution, connectivity solutions, information, consulting, brokerage services, clearing, and other post-trade services, information, and other back-office services to an assortment of financial and non-financial institutions. In addition, the company offers electronic and hybrid brokerage, other financial technology solutions, market data and related information services. Further, the company's integrated platform is designed to provide flexibility to customers regarding price discovery, trade execution and processing of transactions, as well as accessing liquidity through its platforms, for transactions executed either OTC or through an exchange. It primarily serves banks, broker-dealers, trading firms, hedge funds, governments, corporations, investment firms, commodity trading firms, and end users. BGC Group, Inc. was founded in 1945 and is headquartered in New York, New York.

This dataset contains cross-sections of the last observed option quote for each strike of 17 underlyings 30 minutes before and after the Federal Open Market Committee (FOMC) announcement at 13:00 Chicago time (CT) on 18 March 2015. It is extracted from the confidential bulk CBOE OPRA data provided by the Options Price Reporting Authority (OPRA) and is employed to estimate the high-frequency risk-neutral density (RND) of the selected underlyings and examine the intraday changes in these RNDs following the FOMC announcement. This dataset underlies the empirical application on RND extraction of Andersen et al. (Journal of Financial Econometrics, 19(1), 128-177, 2021).Buy and sell orders are aggregated at financial markets into limit order books (LOBs). Each asset has its own LOB. Our research will be the first project to combine the information in a stock's LOB with matching information in the LOBs for derivative option contracts. These derivative prices depend on the stock price, their variability through time (called volatility) and other contract inputs known to all traders. We will use empirical and mathematical methods to investigate the vast amount of information provided by integrated stock and derivative LOBs. This information will be processed to measure and predict risks associated with volatility, liquidity and price jumps. The results are expected to be of interest to market participants, regulators, financial exchanges, financial institutions employing research teams and data vendors. We will investigate how posted limit orders, i.e. offers to buy or to sell, contribute to volatility and how they can be used to measure current and future levels of volatility. Derivative prices explicitly provide volatility expectations (called implied volatility) and we will compare these with estimates obtained directly from changes in stock prices. We will discover how information is transmitted from option LOBs to stock LOBs (and vice versa) and thus identify the most up-to-date source of volatility expectations. Previous research has used transaction prices and the best buying and selling prices; we will innovate by using complete LOBs providing significantly more information. The liquidity of markets depends on supply and demand, which are revealed by LOBs. Each stock has many derivative contracts, some of which have relatively low liquidity. We will provide new insights into the microstructure of option markets by evaluating liquidity related to contract terms such as exercise prices and expiry dates. This will allow us to find robust ways to combine implied volatilities into representative volatility indices. We will identify those time periods when price jumps occur, these being periods when changes in prices are very large compared with normal time periods. We will then test methods for using stock and derivative LOBs to predict the occurrence of jumps. We will also model the dynamic interactions between different order types during a jump period. The success of our research depends on access to price information recorded very frequently. We will use databases which record all additions to and deletions from LOBs, matched with very precise timestamps. For stocks, we will use the LOBSTER database which constructs LOBs from NASDAQ prices. For derivatives, we will use the Options Price Reporting Authority (OPRA) database. Our research is the first to combine and investigate the information in these separate sources of LOBs. Data was purchased from CBOE Datashop (https://datashop.cboe.com/) and then was extracted and analyzed to answer different research questions.

Change-In-Working-Capital Time Series for Bank of America Corp. Bank of America Corporation, through its subsidiaries, provides various financial products and services for individual consumers, small and middle-market businesses, institutional investors, large corporations, and governments worldwide. The company operates through four segments: Consumer Banking, Global Wealth & Investment Management (GWIM), Global Banking, and Global Markets. The Consumer Banking segment offers traditional and money market savings accounts, certificates of deposit and IRAs, checking accounts, and investment accounts and products; credit and debit cards; residential mortgages and home equity loans; and direct and indirect loans, such as automotive, recreational vehicle, and consumer personal loans. The GWIM segment provides investment management, brokerage, banking, and trust and retirement products and services; wealth management solutions; and customized solutions, including specialty asset management services. The Global Banking segment offers lending products and services, including commercial loans, leases, commitment facilities, trade finance, and commercial real estate and asset-based lending; treasury solutions, such as treasury management, foreign exchange, short-term investing options, and merchant services; working capital management solutions; debt and equity underwriting and distribution, and merger-related and other advisory services; and fixed-income and equity research services. The Global Markets segment provides market-making, financing, securities clearing, settlement, and custody services; securities and derivative products; and risk management products using interest rate, equity, credit, currency and commodity derivatives, foreign exchange, fixed-income, and mortgage-related products. Bank of America Corporation was founded in 1784 and is based in Charlotte, North Carolina.

Return-On-Assets Time Series for Bank of America Corp. Bank of America Corporation, through its subsidiaries, provides various financial products and services for individual consumers, small and middle-market businesses, institutional investors, large corporations, and governments worldwide. The company operates through four segments: Consumer Banking, Global Wealth & Investment Management (GWIM), Global Banking, and Global Markets. The Consumer Banking segment offers traditional and money market savings accounts, certificates of deposit and IRAs, checking accounts, and investment accounts and products; credit and debit cards; residential mortgages and home equity loans; and direct and indirect loans, such as automotive, recreational vehicle, and consumer personal loans. The GWIM segment provides investment management, brokerage, banking, and trust and retirement products and services; wealth management solutions; and customized solutions, including specialty asset management services. The Global Banking segment offers lending products and services, including commercial loans, leases, commitment facilities, trade finance, and commercial real estate and asset-based lending; treasury solutions, such as treasury management, foreign exchange, short-term investing options, and merchant services; working capital management solutions; debt and equity underwriting and distribution, and merger-related and other advisory services; and fixed-income and equity research services. The Global Markets segment provides market-making, financing, securities clearing, settlement, and custody services; securities and derivative products; and risk management products using interest rate, equity, credit, currency and commodity derivatives, foreign exchange, fixed-income, and mortgage-related products. Bank of America Corporation was founded in 1784 and is based in Charlotte, North Carolina.

Stock-Based-Compensation Time Series for Bank of America Corp. Bank of America Corporation, through its subsidiaries, provides various financial products and services for individual consumers, small and middle-market businesses, institutional investors, large corporations, and governments worldwide. The company operates through four segments: Consumer Banking, Global Wealth & Investment Management (GWIM), Global Banking, and Global Markets. The Consumer Banking segment offers traditional and money market savings accounts, certificates of deposit and IRAs, checking accounts, and investment accounts and products; credit and debit cards; residential mortgages and home equity loans; and direct and indirect loans, such as automotive, recreational vehicle, and consumer personal loans. The GWIM segment provides investment management, brokerage, banking, and trust and retirement products and services; wealth management solutions; and customized solutions, including specialty asset management services. The Global Banking segment offers lending products and services, including commercial loans, leases, commitment facilities, trade finance, and commercial real estate and asset-based lending; treasury solutions, such as treasury management, foreign exchange, short-term investing options, and merchant services; working capital management solutions; debt and equity underwriting and distribution, and merger-related and other advisory services; and fixed-income and equity research services. The Global Markets segment provides market-making, financing, securities clearing, settlement, and custody services; securities and derivative products; and risk management products using interest rate, equity, credit, currency and commodity derivatives, foreign exchange, fixed-income, and mortgage-related products. Bank of America Corporation was founded in 1784 and is based in Charlotte, North Carolina.

Free-Cash-Flow-To-The-Firm Time Series for Bank of America Corp. Bank of America Corporation, through its subsidiaries, provides various financial products and services for individual consumers, small and middle-market businesses, institutional investors, large corporations, and governments worldwide. The company operates through four segments: Consumer Banking, Global Wealth & Investment Management (GWIM), Global Banking, and Global Markets. The Consumer Banking segment offers traditional and money market savings accounts, certificates of deposit and IRAs, checking accounts, and investment accounts and products; credit and debit cards; residential mortgages and home equity loans; and direct and indirect loans, such as automotive, recreational vehicle, and consumer personal loans. The GWIM segment provides investment management, brokerage, banking, and trust and retirement products and services; wealth management solutions; and customized solutions, including specialty asset management services. The Global Banking segment offers lending products and services, including commercial loans, leases, commitment facilities, trade finance, and commercial real estate and asset-based lending; treasury solutions, such as treasury management, foreign exchange, short-term investing options, and merchant services; working capital management solutions; debt and equity underwriting and distribution, and merger-related and other advisory services; and fixed-income and equity research services. The Global Markets segment provides market-making, financing, securities clearing, settlement, and custody services; securities and derivative products; and risk management products using interest rate, equity, credit, currency and commodity derivatives, foreign exchange, fixed-income, and mortgage-related products. Bank of America Corporation was founded in 1784 and is based in Charlotte, North Carolina.

Ebit-Interest-Coverage Time Series for AMMB Holdings Bhd. AMMB Holdings Berhad, an investment holding company, provides various financial products and services to retail, corporate, and institutional clients in Malaysia. The company offers deposit products comprising saving, current, hybrid current, fixed deposit, treasury deposits, and foreign currency accounts; car, home, and business loans; ASB/ASB2, personal, and green financing; credit and debit cards; wealth management, such as unit trust, direct bond/sukuk, and will/wasiat writing; equities; online and mobile banking; financing solutions, such as general working capital, project/contract financing, asset acquisition, and guarantee and BNM funded schemes; fund, cash, and asset management; and payroll, digital, domestic and cross-border, merchant business, hedging, and green solutions. It also provides corporate lending and trade finance; offshore, commercial, wholesale, business, SME, retail, investment, Islamic, transaction, priority, and private banking services; mergers and acquisitions advisory; equity and debt capital market; treasury and market solutions, such as fx and rates management, fixed income investment, equity derivatives, and structured products; stock and futures broking; investment advisory; and repayment assistance services. In addition, the company sells and trades in fixed income, interest rates, foreign exchange, money market, equity derivatives, commodities, and other derivatives; manages real estate investment and unit trusts, private retirement, and customer loyalty schemes; distributes Islamic wholesale funds; invests in real estate properties; securitizes mortgage loans; outsources servicers for mortgage related activities; nominee services; and provides bancassurance, general and life insurance, and family takaful products. AMMB Holdings Berhad was founded in 1975 and is headquartered in Kuala Lumpur, Malaysia.

Cash-Ratio Time Series for Goldman Sachs Group Inc. The Goldman Sachs Group, Inc., a financial institution, provides a range of financial services for corporations, financial institutions, governments, and individuals in the Americas, Europe, the Middle East, Africa, and Asia. It operates through Global Banking & Markets, Asset & Wealth Management, and Platform Solutions segments. The Global Banking & Markets segment provides financial advisory services, including strategic advisory assignments related to mergers and acquisitions, divestitures, corporate defense activities, restructurings, and spin-offs; equity and debt underwriting of public offerings and private placements; relationship lending and acquisition financing; secured lending through structured credit and asset-backed lending, such as warehouse, residential and commercial mortgage, corporate, consumer, auto, and student loans; financing through securities purchased under agreements to resell; and commodity financing through structured transactions. This segment also offers client execution activities for cash and derivative instruments; credit and interest rate products; and provision of mortgages, currencies, commodities, and equities related products. Its Asset & Wealth Management segment manages assets across various classes, including equity, fixed income, hedge funds, credit funds, private equity, real estate, currencies, commodities, and asset allocation strategies; and provides customized investment advisory solutions, wealth advisory services, personalized financial planning, and private banking services, as well as invests in corporate equity, credit, real estate, and infrastructure assets. The Platform Solutions segment offers credit cards; and transaction banking and other services, such as deposit-taking, payment solutions, and other cash management services for corporate and institutional clients. The Goldman Sachs Group, Inc. was founded in 1869 and is headquartered in New York, New York.

Interest-Income Time Series for AMMB Holdings Bhd. AMMB Holdings Berhad, an investment holding company, provides various financial products and services to retail, corporate, and institutional clients in Malaysia. The company offers deposit products comprising saving, current, hybrid current, fixed deposit, treasury deposits, and foreign currency accounts; car, home, and business loans; ASB/ASB2, personal, and green financing; credit and debit cards; wealth management, such as unit trust, direct bond/sukuk, and will/wasiat writing; equities; online and mobile banking; financing solutions, such as general working capital, project/contract financing, asset acquisition, and guarantee and BNM funded schemes; fund, cash, and asset management; and payroll, digital, domestic and cross-border, merchant business, hedging, and green solutions. It also provides corporate lending and trade finance; offshore, commercial, wholesale, business, SME, retail, investment, Islamic, transaction, priority, and private banking services; mergers and acquisitions advisory; equity and debt capital market; treasury and market solutions, such as fx and rates management, fixed income investment, equity derivatives, and structured products; stock and futures broking; investment advisory; and repayment assistance services. In addition, the company sells and trades in fixed income, interest rates, foreign exchange, money market, equity derivatives, commodities, and other derivatives; manages real estate investment and unit trusts, private retirement, and customer loyalty schemes; distributes Islamic wholesale funds; invests in real estate properties; securitizes mortgage loans; outsources servicers for mortgage related activities; nominee services; and provides bancassurance, general and life insurance, and family takaful products. AMMB Holdings Berhad was founded in 1975 and is headquartered in Kuala Lumpur, Malaysia.

Common-Stock-Shares-Outstanding Time Series for AMMB Holdings Bhd. AMMB Holdings Berhad, an investment holding company, provides various financial products and services to retail, corporate, and institutional clients in Malaysia. The company offers deposit products comprising saving, current, hybrid current, fixed deposit, treasury deposits, and foreign currency accounts; car, home, and business loans; ASB/ASB2, personal, and green financing; credit and debit cards; wealth management, such as unit trust, direct bond/sukuk, and will/wasiat writing; equities; online and mobile banking; financing solutions, such as general working capital, project/contract financing, asset acquisition, and guarantee and BNM funded schemes; fund, cash, and asset management; and payroll, digital, domestic and cross-border, merchant business, hedging, and green solutions. It also provides corporate lending and trade finance; offshore, commercial, wholesale, business, SME, retail, investment, Islamic, transaction, priority, and private banking services; mergers and acquisitions advisory; equity and debt capital market; treasury and market solutions, such as fx and rates management, fixed income investment, equity derivatives, and structured products; stock and futures broking; investment advisory; and repayment assistance services. In addition, the company sells and trades in fixed income, interest rates, foreign exchange, money market, equity derivatives, commodities, and other derivatives; manages real estate investment and unit trusts, private retirement, and customer loyalty schemes; distributes Islamic wholesale funds; invests in real estate properties; securitizes mortgage loans; outsources servicers for mortgage related activities; nominee services; and provides bancassurance, general and life insurance, and family takaful products. AMMB Holdings Berhad was founded in 1975 and is headquartered in Kuala Lumpur, Malaysia.