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- Regularization effect on model calibration
- How to build a risk factor model for non-life-insurance risk
- Covid isn’t killing corporate entertaining – it’s dead, anyway
- EU looks to close Brexit escape route from ECB supervision
- Morgan Stanley curbs SA-CCR impact on core ratio
- Can ESG trading and best execution coexist?
- Vanguard eyes DLT for FX forwards after smart contract success
- Bank of America’s VAR drops 19% in Q4
- A structural credit risk model based on purchase order information
- JP Morgan testing deep hedging of exotics
- The bank, the vendor, the turrets and the golf day
- Direction of travel on last look becomes clear
- Dynamically controlled kernel estimation
- SA-CCR switch pushes Goldman below Collins floor
- LSEG beefs up non-cleared ambitions with Quantile deal
- Wells Fargo’s standardised and modelled RWAs drift apart
- Bank-sourced transition matrixes: are banks’ internal credit risk estimates Markovian?
- Princeton, Baruch and Berkeley top for quant master’s degrees
- Regulation and infrastructure: levelling up crypto and digital assets
- Bitcoin’s carbon footprint rises with prices – DNB research
