At the annual general meeting of the International Swaps and Derivatives Association last month, Sarah Breeden, the bank’s deputy governor responsible for financial stability, urged caution around the ...

Wells Fargo’s seven-year asset cap was lifted on June 3, closing a chapter in which every large US bank expanded, while it stood still. A Risk Quantum analysis shows that from Q4 2017 to Q1 2025, ...

Bank foreign exchange market-makers are increasingly using machine learning and artificial intelligence technology to improve their pricing predictions and sharpen levels shown to clients.

Supervisor wants banks to be ready to access central bank facilities, but formalising pre-positioning has some drawbacks ...

Anastasia Maga currently holds the post of Research Fellow with Stockholm Environment Institute Asia. Previously, she graduated with a doctoral degree in political studies from Transbaikal State ...

Dr. Arthur Lance Dryver is a statistician and educator with expertise in adaptive sampling and statistical modeling. He holds a Ph.D. in Statistics from The Pennsylvania State University, where he ...

This paper examines how machine learning and statistical methods may be used to predict whether or not zombie firms will ...

The authors apply machine learning techniques to credit bureau data and loan-specific variables to improve default prediction ...

The authors demonstrate the fragile nature of traditional risk management techniques in the face of frequent high-impact ...

Another significant innovation on the Execute platform is the use of auto‑pricing technology. Trades that meet preset ...

Adding new types of trades to XVA: for example, interest rate and bond futures, and futures options. This is due to calculating PFE on portfolios of trades with exchanges. One peculiar feature is that ...

In April, after the markets chaos that followed ‘Liberation Day’, Mads Gosvig, who heads asset allocation at the UK’s Railpen ...