Industry sources say the Bank of England’s commitment to automatically adjusting regulatory thresholds could eliminate ...

Jurisdictions with high risk density in the calculation of risk-weighted assets tend to have lower nominal capital requirements, according to a report by the Bank for International Settlements’ ...

Those that want exposure sooner can simply bolt a SpaceX single-stock future onto CME’s S&P 500 e-mini contracts to get their fix. The instruments could be an efficient alternative to buying shares ...

The proposed US redraft of Basel III has spared derivatives clearing from the worst impact of an earlier version, but banks ...

Clearing members have welcomed changes made by Hong Kong Exchanges and Clearing (HKEX) to the rates paid on posted collateral ...

Foreign banks posted larger depletions in core capital than US banks in the Federal Reserve’s latest round of stress tests. The estimated median start-to-trough depletion in Common Equity Tier 1 (CET1 ...

On July 8, users of Nasdaq’s Smarts software received an email. It said – not in these words – that the software had not been doing its job. That’s a problem, because Smarts has a big job. The ...

Marwan AlZzoubi is a Jordanian national with a PhD in Finance from the University of North Texas where he taught for five years. He has the following attributes. He is currently professor at ...

The authors investigate the risk assessment of renewable energy businesses by applying the GARCH model to the effect of ...

Morgan Stanley Investment Management’s (MSIM) long-running Chinese renminbi foreign exchange options strategy would have paid ...

Control frameworks for recognising and responding to instances of model failure post-deployment remain inconsistent among ...

This paper puts forward a method using neural networks to minimize the Wasserstein distance between log signatures to reduce the target dimension of the ...