MENU- Eurex mulls ‘integrated’ prediction market
- A new approach to asset pricing models: the term structure of leverage and refinancing risk
- Big banks love their climate vendors; small banks, not so much
- US banks lose appetite for Treasuries as G-Sibs turn to trading book
- Mob rule: populism’s rise pits banks against the people
- After market whipsaws, banks put new twist on QIS options
- Korean Banks post record write-offs as bad bank programme begins
- JSCC considers default fund consolidation
- Broker quoting gap keeps Eurex-LCH basis alive
- EU clearing houses pressured to diversify cloud vendors
- QIS futures debut – but only simple ones for now
- Hedge funds trim US swap spreads on tariff decision
- Validating bank risk models under trade war stress: a framework for adaptive stress testing with AI-driven calibration and cross-industry applications
- Convex volatility interpolation
- Why better climate data doesn’t always mean better decision-making
- Exposures with undisclosed risk weights hit new highs at US banks
- People: JP Morgan’s data and AI move, Eurex clearing chief, and more
- Opinions split on EU bond balance sheet squeeze
- CanDeal looks to simplify third-party risk management
- Eurex looks to shine ‘more light’ on off-book liquidity
