MENU- Foreign dealers still lag US banks in stress tests
- Optimising broker evaluation through intraday modelling of execution cost
- Traders hedge on Jane Street manipulation claims
- Machine learning and a Hamilton–Jacobi–Bellman equation for optimal decumulation: a comparison study
- Total value adjustment in a multicurrency framework with stochastic exchange rates and mean-reversion spreads
- Mutual funds were USD bulls going into April’s tariff chaos
- Can behavioural science curb rogue traders… and compliance costs?
- UniCredit’s market RWAs would inflate 75% under FRTB
- Barclays euro swap trading head departs
- Can vendors and CTAs escape the CFTC’s clutches?
- Former regulator urges new approach to AI explainability
- Fed’s SCB proposal would blunt 2025 DFAST relief
- Investors hope US rate cuts will lower FX hedging costs
- On deep portfolio optimization with stocks, bonds and options
- Fed succession: will Trump stick to the script?
- Morgan Stanley, Goldman to benefit most from TLAC and LTD reform
- Asic probe piles pressure on ASX to deliver Chess replacement
- Do bank complexities increase the risks? Insights from four Asian countries
- Softer DFAST market shock favours Goldman but confounds comparability
- Lessons from chaos theory on Trump tariff bottlenecks
