The authors investigate return barrier options and how failing to capture the market’s implied volatility surface can lead to ...

Investigating systemic risk, the authors build an interbank network based on tail dependence and suggest typical network ...

Market sentiment around euro/ US dollar FX options has shifted dramatically with geopolitical events. For example, after US ...

In a rare instance of agreement between the buy and sell sides, a new clearing model for US Treasury repos proposed by the Fixed Income Clearing Corporation is winning praise from all sides of the ...

Operational risk managers have found only limited use for artificial intelligence tools, with most banks avoiding the technology to help with risks such as IT disruption and change management, a new ...

Dr. Marija Panić is Full Professor at the Engineering Management Department, Technical Faculty in Bor, University of Belgrade, Serbia. In addition to teaching, she is engaged in scientific and ...

Hayes, who spent five-and-a-half years in prison, was a high-profile case among those accused of Libor manipulation, amidst ...

A team of academics has used a simple machine learning algorithm to filter out so-called noisy trading in stock exchange data ...

The European Commission is preparing a legal act that will introduce temporary changes to future trading book capital rules, according to four industry sources familiar with the plans.

Capital One recorded a net loss of $4.3 billion in the second quarter, its first since the Covid-19 pandemic, after booking $11.4 billion in provisions for credit losses – its highest level since at ...

Fool me once, shame on you. Fool me twice, shame on me. It’s a maxim on many traders’ minds as they try to gauge the ...

A panel on reform of US bank capital rules was meandering towards a predictable conclusion on July 22, when one member of the ...