Multi-dealer repackaged note platform Spire has added BBVA to its panel of banks, marking its first new dealer since RBC ...
Everyone owns climate risk – which often means no-one does. In some cases, literally so. In Risk.net ’s inaugural Climate Risk Benchmarking exercise, median size of central climate risk teams is four ...
Hana Financial Group saw the sharpest quarter-on-quarter uptick, with marketable deposits – a category which includes CDs – growing 58.1% to 21.1 trillion won ($14.6 billion). Over the same period, ...
This paper puts forward an analytical, faster and accurate approximation to compute cheapest-to-deliver discount curves for multi-currency collateral.
We establish 𝒧 𝑝 -strong convergence with order one half for the projected Euler–Maruyama method for the Cox–Ingersoll–Ross model. By combining the projection technique with the normalized error ...
Mengyu Li is an Associate Professor in School of Economics at Beijing Technology and Business University and a visiting scholar at University College Cork, Ireland. She received her PhD in Economics ...
The authors develop a homogenization measurement method from the perspectives of return rates and Sharpe ratios based on data from 421 active quantitative funds ...
The European Union’s largest swap and bond trading platforms, Bloomberg and Tradeweb, would become subject to supervision by the European Securities and Markets Authority under proposed reforms, ...
Several futures commission merchants (FCMs) with less than $1 billion in customer funds recorded triple-digit growth through 2025 and into early 2026. At the end of January, 25 FCMs had futures and ...
Trade processing chair blames budget constraints, testing and unease over operational risk ahead of settlement move ...
Risk.net’s latest benchmarking exercise shows banks confronting decades-long exposures, while grappling with political headwinds, limited resources and data ...
The authors investigate hedge fund performance in China with a Markov regime-switching model, showing differences between between economic expansion and ...