As Asia-Pacific (Apac) financial institutions confront rising regulatory expectations, expanding financial crime risks and ...

The authors put forward a taxonomy for combined crises where up to four accompanying crises are apparent and how their interactions might impact firm ...

Andrey Itkin and Yerkin Kitapbayev examine a semi-analytical approach for pricing American options in time-inhomogeneous models characterised by ne ...

On October 16, shares in Zions and Western Alliance slid sharply after both banks disclosed loan losses tied to distressed commercial real estate deals. The borrowers – investment funds financing ...

The gap between systemic risk scores of Chinese and US banks shrank to just eight basis points in the latest assessment by the Financial Stability Board (FSB), based on end-2024 data. Aggregated ...

With US investors now able to trade and clear JPY interest rate swaps (IRS) at Japan Securities Clearing Corporation (JSCC), ...

An application by the Fixed Income Clearing Corporation (FICC) to expand its cross-margin agreement with CME to customers of ...

This year’s winner of Best use of machine learning/AI, ActiveViam stood out for delivering a practical, production-ready ...

HSBC North America recorded the highest number of loss-making days among both US domestic banks and foreign intermediate holding companies (IHCs) in the third quarter, Risk Quantum analysis shows. The ...

This year’s winner of the FRTB (SA) product of the year, Bloomberg, impressed judges with a solution that addresses the full spectrum of FRTB standardised approach ( SA) requirements. Bloomberg’s ...

What impressed judges was not only the sophistication of the underlying models, but also Bloomberg’s consistent demonstration that LQA performs reliably across extreme market environments – including ...

This issue of The Journal of Risk Model Validation features two papers that directly address validation using machine learning. Whether their findings imply we will all (including the editor) become ...