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- XVA Benchmarking: explore the data
- More interdealer e-trading needed to support FX swap streaming
- Real money looks to dynamic hedges after tariff bout
- Euro credit growth catches up with dollar in global flows
- Quantcast Master’s Series: Dan Stefanica and Jim Gatheral
- Op risk data: Ghost of Madoff still haunts HSBC
- A credit card fraud detection model based on a stacked temporospatial graph attention residual network
- Bessent’s Treasury buy-back ‘success’ draws expansion warnings
- Treasury market urged to beef up operational resilience plans
- Tokenised collateral could lower barriers to tri-party VM
- Asymptotic behavior of systemic risk based on the higher-moment capital allocation
- Forecasting extreme tail risk in China’s banking sector: an approach based on a component generalized autoregressive conditional heteroscedasticity ...
- Nomura eyes FRTB models expansion for FX desks
- Popular Bank sees highest NPL inflow since 2012
- Lloyds draws a (second) line on AI risk
- Tomorrow’s quants: what it takes to be a next-gen modeller
- Ardagh CDS spreads reel amid payout confusion
- Narrower US supervisory remit could lead to more bank failures
- FICC takes record bite from MMF repo investments
