If the first half of 2025’s currency markets were characterised by record-breaking months of volumes and volatility, the back half of the year has been defined by a range-bound US dollar, promoting an ...

The equity component of regulatory value-at-risk at the largest US banks is close to its highest level in four years, reflecting a powerful but increasingly fragile stock market rally.

As January 1 nears, Dutch pension funds consider unwind timing to avoid rush to the exit in thin year-end liquidity ...

The further markets stray from this line, the less effective the equivalence of price and expectation becomes as a guide.

JP Morgan was the only bank to benefit meaningfully from the substitutability cap in the latest global systemically important bank (G-Sib) assessment, with the ceiling keeping its official score below ...

This episode of Quantcast Master’s Series – part of the Tomorrow’s Quants project – welcomes Jack Jacquier, director of the ...

Equities are typically the driving force for structured products. But rising rates have given a turbo boost to fixed income ...

A final rule governing the European Union’s regulatory approval process for clearing house margin models could hamper efforts by central counterparties (CCPs) to keep up with changes in the risk ...

An SEC panel of broker-dealers, market-makers and crypto specialists debated the ramifications of a future with tokenized ...

The expansion of multi-asset investing marks a pivotal shift in institutional portfolio management as firms broaden their ...

Mikhail Pomazanov graduated from the Faculty of Physics of Lomonosov Moscow State University in 1995, earning a Ph.D. in mathematics and physical science. Since 2000m his field of interest has been ...

The first half of this year was a period systematic trend followers might like to forget. The second they’d prefer to remember. The inquest into what caused the Jekyll and Hyde performance is just ...