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- Central bank watch: biased to ease, for now
- A dynamic method-of-moments copula model approach for market risk estimates
- Why margin transparency is always somebody else’s problem
- CVA risk charges spike 73% at EU banks under Basel III
- Jane Street rivals call for wider probes of manipulation claims
- Building reliable and successful LLM-based workflows
- Standard Chartered launches spot crypto market-making
- Risk parity strategies with risk factors
- EU firms want clarity on new active account operational test
- Citi leads US banks in lowballing capital hit in stress test
- Energy supply chains seen as a growing risk
- Financial crime product of the year: LexisNexis Risk Solutions
- Basel III overhaul triggers credit RWA reshuffle at EU banks
- Former OCC chief on the sting of peeling the Basel III ‘onion’
- Jane Street claims may prompt bank scrutiny
- Traders hedge on Jane Street manipulation claims
- Foreign dealers still lag US banks in stress tests
- Optimising broker evaluation through intraday modelling of execution cost
- 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
