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 ...

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 ...

Why more investors are turning to third-party portfolio implementation platforms to maximise efficiency and impact ...

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.

Non-bank market-maker XTX Markets has hired Sam Brook for its European foreign exchange and equities trading team. Brook ...