J.P. Morgan’s PricingDirect team introduces a new autocallable model, which reflects the shift towards data-driven ...

US regulatory uncertainty leaves banks cautious on investing in new optimisation tools, Risk Benchmarking study finds ...

Industrial and Commercial Bank of China (ICBC) saw its equity investments in funds balloon in the third quarter, making it the largest bank on the metric out of 34 analysed by Risk Quantum.

One solution examined by policymakers to lighten the load would be to use a multiplier to soften the overall capital ...

The authors propose an algorithm which can aid the estimation of the validity of combined risk models lacking primary data.

The Tomorrow’s Quants series explores the skills needed by new quant recruits, drawing on a survey of 39 employers, and six ...

Like many dealers, NatWest has for years had a tool that automatically trades in the underlying spot or forwards markets to ...

Selling options for passive income.” Elsewhere, also in October, Tom Only users who have a paid subscription or are part of a ...

This paper compares two distinct modelling approaches for pricing derivative contracts on commodity excess return indexes, ...

The European Union’s banking standard-setter is preparing to provide clarity on a little understood risk in lenders’ banking ...

Risk.net, FX Markets.com, WatersTechnology.com, Central Banking.com, PostOnline.co.uk, InsuranceAge.co.uk, RiskTechForum.com ...

The authors put forward a formula-based approach for determining the optimal liquidity horizon used in scaling the base ...