FX market ADV has surged to $9.6 trillion in the latest triennial survey, but are these figures representative?

Banks have often argued that it is perfectly natural for their internal risk models to yield diverging results, given ...

Initial margin (IM) breaches and calls jumped at central counterparties (CCPs) around the world during the second quarter, resulting in clearing members posting more collateral.

A proposal by Goldman Sachs to delay reporting on large credit portfolio trades has met with criticism from some market ...

Crédit Agricole’s systemic profile grew at a faster clip than European Union rivals in 2024, potentially foreshadowing higher surcharges when global systemically important banks (G-Sibs) are ...

Asian investors have long favoured holding US Treasuries, not only for the duration and liquidity they offer – which can be ...

Stanisław Halkiewicz is a Master’s student in Mathematics at AGH University of Cracow and concurrently pursuing a Master’s in Financial Engineering at WorldQuant University. He works as a Machine ...

Ordinarily, when volume and volatility jump, so do margin calls – a procyclical effect that can pile pressure onto market ...

After a cyber attack caused a month-long production halt at carmaker Jaguar Land Rover’s UK plants in September this year, ...

This paper extends the rolling origin evaluation framework to model validation in multicriteria settings, where performance must be assessed across several scenarios or forecast targets. We propose ...

Regulators and broker-dealers would benefit if watchdogs had a seat at the table during these exercises, says senior Finra ...

The surprise outcome of the Japanese election has led to a U-turn among many macro hedge funds that are now positioning for a ...