CME’s new clearing service for US Treasuries may have been approved too late to win budget allocations for 2026, clearing ...

BlackRock has appointed Pierre Sarrau as its new chief risk officer, succeeding Edward Fishwick, who will move to a new role ...

A surge in uncollateralised foreign exchange forwards hedging from buy-side clients could put bank balance sheets under ...

The authors assess the fungibility of stablecoins, arguing that this can be equivalent to that of traditional bank deposits ...

Helaba remains the most exposed among peers, with both residential and commercial books linked heavily to climate risks ...

As Asia-Pacific (Apac) financial institutions confront rising regulatory expectations, expanding financial crime risks and ...

The Bank of England lowered its Tier 1 capital benchmark from 14% to 13% on December 2, the first such cut since the guideline was set in 2015.

With US investors now able to trade and clear JPY interest rate swaps (IRS) at Japan Securities Clearing Corporation (JSCC), ...

On November 3, the International Organization of Securities Commissions published a series of recommendations to act as guidance for regulators in crafting rules around pre-hedging. The ...

What impressed judges was not only the sophistication of the underlying models, but also Bloomberg’s consistent demonstration ...

Baruch College and Princeton University claimed the top spots in the latest edition of Risk.net’s Quant Finance Master’s Guide, cementing a duopoly that has existed since the rankings began in 2017.

Andrey Itkin and Yerkin Kitapbayev examine a semi-analytical approach for pricing American options in time-inhomogeneous models characterised by ne ...