David Garvin, Oleksiy Kondratyev, Alexander Lipton and Marco Paini demonstrate the benefits of using a quantum algorithm ...

Acadian Asset Management has built a net-zero alignment model to make probabilistic predictions about entities’ chances of ...

Once designated as G-Sibs by the Financial Stability Board (FSB) under the Basel Committee on Banking Supervision’s methodology, US banks are subject to two scoring processes. The BCBS-prescribed ...

Quietly, with little fanfare, a niche market for credit risk transfer is emerging. Banks and lawyers report growing interest ...

Welcome to the latest round of Op Risk Benchmarking for domestic and regional banks. This is the second edition to focus on ...

Italian investment funds acquired €24 billion ($25.2 billion) of debt securities in September – a monthly increase of 14.4% – ...

CME is planning to launch single-stock futures, with an initial focus on ‘Magnificent 7’ tech names including Amazon, Nvidia ...

Formerly Fenics FX, the venue has seen growth from dealers and non-banks using its pegged order types and dark pool liquidity ...

Over the past 20 years, financial markets have evolved from manual processes to streamlined, technology-driven workflows.

A senior risk manager at Millennium Management has defended the use of leverage in the US Treasury basis trade, which has come under intense regulatory scrutiny in recent years.

The US Commodity Futures Trading Commision is weighing new rules to bolster cyber security resilience and third-party risk management at central clearing counterparties (CCPs). The rules were ...

New rates head Laura Chepucavage prioritises collateral efficiency, e-trading and central risk book for enlarged rates, ...