MENU- Bringing trading-desk data into derivatives pricing models
- XVA desks target capital in optimisation runs
- ICBC’s equity fund RWAs surged fivefold in Q3
- Estimating the impact of combined correlated credit scorecards
- The consequences of the Basel III requirements for the liquidity horizon and their implications for optimal trading strategy
- A theoretical risk analysis of the “Adogbè” savings product as alternative and decentralized microenterprise financing
- EU’s FRTB multiplier risks picking winners and losers
- Quantcast Master’s Series: Laura Ballotta, Bayes Business School
- Fed’s new LFI regime most lenient since 2020
- Technical trading versus buy and hold: a framework using common indicators in the US stock market
- Navigating investment choices: determinants of corporate investment strategies in Japan’s nonfinancial sector
- The role of Indian equity exchange-traded funds in diversified portfolios: a risk-adjusted performance analysis
- Almost two-thirds of banks now run XVAs on cloud
- The importance of modelling futures dynamics in commodity index derivatives
- The options experts who think vol selling is a broken trade
- US G-Sibs rediscover appetite for less-liquid HQLAs
- NatWest retunes options tool to create, not hedge
- Hong Kong regulator exploring Southbound Swap Connect
- For tomorrow’s quants, Python is essential; AI isn’t
- LSEG adds market risk optimisation for FX options
