Central counterparties (CCPs) may not be fully implementing existing resilience guidance on variation margin (VM), a report ...

Alexandre Antonov, Alexander Lipton and Marcos Lopez de Prado compare and contrast two portfolio allocation methods: the classical Markowitz approach and the hierarchical risk parity (HRP) approach.

What do housing price changes and heat hold in common? Both tend to spread across space and time in a similar manner, according to new research from Jean-Philippe Bouchaud, head of $10 billion ...

A senior Bank of England policymaker has identified a cyber attack with system-wide consequences as a category of risk that “keeps me up at night”. Responding to a question at an event on geopolitical ...

A new framework for handling disruption events is at the core of work being carried out by the International Swaps and ...

Largest banks want Commission to delay implementation, but it’s not the legislator’s only option ...

“We want the liquidity in the Treasury market to stay robust, and pushing out timelines definitely makes sense as the ...

Regions Bank boosted its held-to-maturity (HTM) securities portfolio to $4.4 billion, marking a 58.8% rise from the previous quarter and reaching its highest level in at least a decade. The strategic ...

Cash-plump US money market funds (MMFs) bulked up direct investments of US Treasuries in November, moving further away from ...

In his final official remarks before stepping down as chairman of the US Commodity Futures Trading Commission, Rostin ‘Russ’ ...

Market participants optimistic that new provisions for offshore repos of onshore bonds is first step towards mainland access ...

The authors assess operational risk in the non-life-insurance sector, finding operational lapses and the cost–income ratio to ...