Rules forcing large portions of the US Treasury repo market into central clearing could increase volatility in the secured overnight financing rate (SOFR), according to new research published by the ...

Investors had opted for long positions in Treasury inflation-protected bonds (Tips), a trade seen as protecting against ...

One year on from the first round of green asset ratio (GAR) disclosures, most European banks have made measurable progress, Risk Quantum analysis shows. The median GAR rose from 2.1% to 3.4%, as banks ...

The big book of models is a practical guide for professionals in risk management and quantitative analysis. It covers a range of analytical techniques, including Monte Carlo simulation and neural ...

Ucits funds are among the European Union’s most successful financial innovations and one of its biggest financial exports.

JP Morgan set aside $3.3 billion in the first quarter for potential future credit losses – the largest quarterly provision since the first half of 2020. The US bank also charged off $2.3 billion in ...

Goldman Sachs was the top US dealer for foreign exchange trading revenues in 2024, which more than doubled at the firm thanks ...

A Risk Quantum analysis of the latest publicly available LCR disclosures shows that only two of the seven jurisdictions home to G-Sibs posted increases in their median LCRs over last year: Canada, ...

Leading the effort in many companies is the chief technology officer. At the Options Clearing Corporation, the remit for GenAI development falls instead to Matt Rathbun, chief security officer-elect ...

The progress, challenges and factors shaping the adoption of Term €STR as financial institutions transition from Euribor ...

Over the past year, Vanguard has jumped from the sidelines to become the second-largest US mutual and exchange-traded fund ...

Banks in the EU have cautiously welcomed a temporary fix – proposed by the European Commission – to post-crisis market risk ...