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  • Dealers favour central XVA desks, but splits remain on funding
     | Risk.net
  • Japan Post’s HTM markdowns grow 21% in Q3
     | Risk.net
  • No Fed G-Sib buffer reform in 2025, say experts
     | Risk.net
  • Breaking silos: agile insurance in an uncertain world
     | Risk.net
  • Unlocking global market access and redefining trading infrastructure
     | Risk.net
  • The future of ALM: the rise of risk-adjusted business planning
     | Risk.net
  • XVA desks may be standard – their tech and mandates aren’t
     | Risk.net
  • Pimco piled into euro put options in Q2
     | Risk.net
  • CLO market dismisses First Brands contagion worries
     | Risk.net
  • BNP, Deutsche, SocGen face steep RWAs surge under FRTB SA
     | Risk.net
  • An efficient numerical method for pricing American options and their Greeks under the two-asset Kou jump-diffusion model
     | Risk.net
  • Banks grapple with Fed’s double deadline on stress-test plans
     | Risk.net
  • Thrown under the Omnibus: will GAR survive EU’s green rollback?
     | Risk.net
  • DFAST model changes would boost capital ratios
     | Risk.net
  • Green risk identification and risk measurement in fintech: a particle swarm optimization fuzzy analytic hierarchy process and sparrow search algorithm...
     | Risk.net
  • Robust financial calibration: a Bayesian approach for neural stochastic differential equations
     | Risk.net
  • A primer on generalized weighted risk functionals
     | Risk.net
  • How has the anti-corruption campaign affected operational efficiency? Evidence from a quasi-natural experiment in China
     | Risk.net
  • Chinese banks drive global G-Sib liquidity coverage ratio to two-year low
     | Risk.net
  • European exporters add flexibility to FX hedges
     | Risk.net

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