The Securities and Exchange Commission’s (SEC) mandate to clear US Treasury trading aims to bring greater stability to the ...

Volatility modelling is a topic that continues to fascinate and frustrate quantitative finance experts, as Risk.net ’s Cutting Edge section demonstrated in 2024. Among the 22 papers published last ...

Three European banks reported record operational risk-weighted assets (RWAs) at the end of 2024 due to annual updates reflecting higher income. Swedbank’s op RWAs increased by 16.5% to Skr112 billion ...

Regulatory clampdowns on the sale of retail structured products in Japan and South Korea have seen autocallable bond issuance on once-popular underlyings including the Nikkei 225 and China’s HSCEI ...

This paper investigates the relationship between banking credit risk and the financial market jump hazard rate, finding the ...

The European Securities and Markets Authority (Esma) said on February 7 it would support the European Commission’s (EC) ...

The initial response to the emergence of generative artificial intelligence (GenAI) at a number of global banks was a ...

Some corporate treasurers are taking advantage of more volatile foreign exchange and interest rate markets to invest their ...

Researchers are testing whether LLMs can use methods borrowed from ancient philosophy to answer complex questions ...

The clearing arms of Barclays and Royal Bank of Canada (RBC) set record highs for required swaps margin in December 2024, capping off a year of double-digit growth for both.

Skandinaviska Enskilda Banken (SEB) reported an all-time high of Skr947.9 billion ($86.1 billion) in risk-weighted assets (RWAs) at the end of 2024, up 2.6% from three months earlier.

Recommended reforms to the credit default swap determination committees (DCs) have been well received by market participants, but questions around transparency, funding and the role of independent ...