In the days after the upcoming US president election on November 5, financial professionals will be watching credit rating ...
The size, sophistication and popularity of the managed services market have grown appreciably in recent years, even though ...
Pimco’s Ucits business notched up more interest rate swap trades in the second half of 2023 than all other top managers ...
The numbers were certainly attention-grabbing. On September 10, US Federal Reserve vice-chairman Michael Barr pledged wide-ranging changes to the Basel III endgame proposal released in July 2023, ...
Backtesting financial models over long horizons inevitably leads to overlapping returns, giving rise to correlated samples. In this paper Nikolai Nowaczyk and Vladimir Piterbarg propose a new method ...
The merger, formally completed on June 2, contributed to a 35.6% increase in bilateral positions, which rose to $15.7 billion at end-quarter. At the same time, notionals cleared through central ...
It’s natural to be excited when emerging technology promises to make life better. Often, the excitement continues as the graft begins. The vision of a better future is clear, almost tangible. But ...
Pascal Tremoureux, head of quantitative research at Murex, describes the firm’s mission to replicate derivatives pricing ...
Cumulus9 proved standout vendor by bringing inventive solutions to the market, securing the award for Counterparty risk ...
This Chartis report evaluates energy trading and risk management systems that provide front-to-back, asset class-specific and ...
Following a series of market and industry credit risk events, regulatory scrutiny of counterparty credit risk management ...
It’s always been a blunt instrument. The US supplementary leverage ratio (SLR) was designed to act as a capital backstop for ...
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