US banks that benefited from lower stress capital buffers (SCBs) in the fourth quarter of 2025 posted modest reductions in their actual Common Equity Tier 1 (CET1) capital ratios, Risk Quantum ...

The selloff in the US dollar last week against the yen and euro forced many foreign exchange options dealers to hurriedly buy back expensive hedges for trades that had been knocked out by the surge in ...

Speculative trading creates linkages between crypto and equities that vary depending on the stocks in question ...

The Bank of England (BoE) looks set to face pushback over plans to impose capital stacks on UK clearing houses that go beyond requirements in the European Union, although clearing members may welcome ...

As the US government hurtled towards a shutdown late last year, most market participants were focused on the political and ...

European regulators are debating whether capital requirements for repackaged notes issued on multi-dealer platform Spire should be calculated under the counterparty credit risk (CCR) or market risk ...

Riccardo Tedeschi is a senior partner and the head of the pricing unit and financial innovation competence line, at Prometeia ...

Pietro Rossi is an adjunct professor of Computational Finance in the Department of Statistical Sciences ‘Paolo Fortunati’ at the University of Bologna and is also a senior advisor to Prometeia SpA.

Selene Comolli, Fabio Menozzi, Pietro Rossi and Riccardo Tedeschi present a model for a coherent simulation of rating transitions and credit-spread term structures based on a generator framework, ...

Central clearing rates for over-the-counter derivatives among mid-tier European banks fell to their lowest level in at least seven years in 2024, as sharp reductions at a small number of large dealers ...

Tracker funds are choking out active managers, leading to hyped valuations for a dangerously small number of equities ...