MENU- Overcoming Markowitz’s instability with hierarchical risk parity
- CPMI-Iosco report highlights gaps in CCPs’ variation margin practices
- Housing price diffusion study offers lessons for quants – Bouchaud
- BoE warns over risk of system-wide cyber attack
- Isda to finalise drafting updated FX definitions this year
- Regions Bank swells HTM book to curb AOCI volatility
- Stuck in the middle with EU: Dealers clash over FRTB timing
- Treasury clearing timeline ‘too aggressive’ says BofA rates head
- UBS’s Iabichino holds a mirror to bank funding risks
- Rostin Behnam’s unfinished business
- SG looks beyond equity derivatives in new markets push
- US MMFs tilted from repo to cash USTs in November
- Operational risk and non-life insurers’ performance
- 2025 capital market expectations: slowing but not sinking
- European Commission in ‘listening mode’ on potential FRTB changes
- Does no-hedge strategy stack up for mag seven mavericks?
- JPM’s AFS holdings surge $72bn amid doubling unrealised losses
- HKMA’s renminbi repo plans boost hopes for onshore access
- Lessons for academic research from model risk management in financial institutions
- Yen rise spurs Japanese rates market surge
