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 ...

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

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 ...

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

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

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

Murex has won the Best vendor for system support and implementation at the Risk Markets Technology Awards, recognised for its ...

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

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

The US Federal Reserve has been stress-testing its discount window to ensure it could provide liquidity to large numbers of ...

Counterparties find new rules have led to worse data quality, threatening regulators’ oversight of systemic risk ...