A structure already embraced by the loan market may reshape how banks lay off derivatives counterparty credit risk, as so-called blind pools – undisclosed, replenishable baskets of reference names – ...

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 ...

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

The proposed US redraft of Basel III has spared derivatives clearing from the worst impact of an earlier version, but banks are not yet confident it will provide space for increased capacity to offer ...

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 ...

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

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

JP Morgan’s accumulated other comprehensive income (AOCI) slid further into negative territory in the second quarter, as the Iran war roiled interest rate expectations. The bank recorded $7.7 billion ...

Control frameworks for recognising and responding to instances of model failure post-deployment remain inconsistent among banks, even for critical models, Risk.net’s Model Risk Benchmarking study Only ...

David Hirnschall is currently pursuing a PhD in Mathematics in Economics and Business at Vienna University of Economics and Business (WU Vienna). He holds B.Sc. and M.Sc. degrees in Financial and ...