MENU- Assessing systemic fragility: a probabilistic perspective
- European banks’ CVA RWAs up €2.2bn in Q3
- Leaked EC clearing proposal leaves question mark over LCH
- Asset allocation with inverse reinforcement learning
- Transforming your actuarial function to stay agile and competitive
- HKD de-peg bets gather steam
- US dollar Libor transition: the role of CCPs in conversion
- Norinchukin’s investment securities loss widens to $12bn
- FTX failure resets US crypto legislative programme
- Falling use of cash and population age structure
- Regulated firms warn against crypto market lockout
- Aussie banks slash quasi-HQLAs by 27%
- CLO equity investors stung by Libor basis
- Imbalanced data issues in machine learning classifiers: a case study
- EC urged to reconsider TTF price cap
- Eurozone G-Sib waiver cuts BNP Paribas a break
- Climate risk managers debate role of client transition plans
- Critical divergence in prices between Spikes and Vix after the Fed’s rate hike
- Semiparametric GARCH models with long memory applied to value-at-risk and expected shortfall
- GFMA mulls FX determinations committee
