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 ...

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

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