The growing use of complex offshore reinsurance deals by private equity-backed insurers could lead to a build-up of hidden risks, the Bank for International Settlements (BIS) says in a report today.

I am delighted to introduce this issue of The Journal of Computational Finance. The three papers in this issue all apply new methodologies or use existing metrics in a novel way to solve some ...

In a Risk Live Europe panel session sponsored by Numerix, experts explored the role that clean and accurate data plays in ...

Following a series of market and industry credit risk events, regulatory scrutiny of counterparty credit risk management ...

A Chartis report on commodity trading and risk management systems that considers its different applications and addresses the ...

“Disclosures could shine a light on [these practices], and if the market determines this is bad practice based on that light, ...

The note’s thread was that market participants – investors, banks, regulators – could similarly rate Additional Tier 1 bonds, ...

Three major US futures commission merchants (FCMs) collectively demanded an additional $5.5 billion in required client margin for swap trades over the two weeks ending August 15, pushing all three ...

Giles Corner joins US asset manager Baird ’s global investment banking business as managing director in its global financial ...

A year ago, global standard-setter Iosco blasted two credit-sensitive rates for puny liquidity in underlying markets, ...

Florian Ielpo saw in August’s market turmoil a practice run for buy-side risk models ahead of the upcoming US election. The positive conclusion, he reckons, is that models that misfired in recent ...

Scotiabank’s securitisation risk-weighted assets (RWAs) under the standardised approach (SEC-SA) surged more than fivefold in the third quarter, while exposures calculated using the external ...