Asset-liability management (ALM) has always been a core element of banks’ operating behaviours. Now, however, it is ...

The authors propose a nonparametric method for estimating extreme quantiles of operational risk reserves by utilizing a lower ...

Tidal Investments, which offers option-based yield-generating ETFs popular with retail day traders, accounted for half of the total notional traded by ETFs and mutual funds in Q1, according to data ...

Federal Reserve governor Michael Barr, a former vice-chair for supervision, has warned against weakening the central bank’s supervisory framework. Changes to its annual stress tests may “ossify” what ...

Buyout pricing used to be largely based on an insurer’s ability to invest the assets it receives from pension funds into higher-yielding corporate bonds to meet the fund’s long-term liabilities.

Large US banks’ contributions to the default funds of central counterparties (CCPs) ballooned over the 18 months to March 31, ending the first quarter at a record $90.4 billion.

Tariffs have complicated the picture for monetary policy-makers as they balance potential inflationary pressure with risks to ...

Banks have long bemoaned the opaque nature of clearing house margin methodologies. Those complaints intensify whenever stress ...

Standard Chartered has launched a spot crypto trading business, making it the first bank to go live with a spot crypto market ...

Credit valuation adjustment (CVA) risk-weighted assets (RWAs) jumped 73% across 18 European banks analysed by Risk Quantum in the first quarter, following the implementation on January 1 of the ...

Recent revelations about Jane Street’s trading activities in India have raised concerns about possible manipulation of options markets and prompted calls for further investigations.

The rules require firms to prepare for the possibility of much higher volumes being cleared at EU central counterparties (CCPs) in future, but regulators haven’t yet specified exactly how this ...