Central counterparties (CCPs) may not be fully implementing existing resilience guidance on variation margin (VM), a report ...

A new framework for handling disruption events is at the core of work being carried out by the International Swaps and ...

Largest banks want Commission to delay implementation, but it’s not the legislator’s only option ...

“We want the liquidity in the Treasury market to stay robust, and pushing out timelines definitely makes sense as the ...

Alexandre Antonov, Alexander Lipton and Marcos Lopez de Prado compare and contrast two portfolio allocation methods: the classical Markowitz approach and the hierarchical risk parity (HRP) approach.

What do housing price changes and heat hold in common? Both tend to spread across space and time in a similar manner, according to new research from Jean-Philippe Bouchaud, head of $10 billion ...

Market participants optimistic that new provisions for offshore repos of onshore bonds is first step towards mainland access ...

The authors assess operational risk in the non-life-insurance sector, finding operational lapses and the cost–income ratio to ...

Cash-plump US money market funds (MMFs) bulked up direct investments of US Treasuries in November, moving further away from ...

Banks’ implementation plans for the new market risk capital framework are starting to lose momentum in Australia, say consultants, as the timetable for the Australian Prudential Regulation Authority ...

In the third quarter of 2024, the default funds of six clearing services expanded to record levels, a Risk Quantum analysis ...

Financial institutions are not shielded from multidomain disruption – a greater risk and reality today than before. In a Risk.net panel session, convened at Risk Live North America in collaboration ...