The US Securities and Exchange Commission’s US Treasury Clearing mandate has prompted several firms that currently rely on futures commission merchants (FCMs) to clear their trades to consider ...

Franklin Templeton has become the largest user of foreign exchange options among US mutual funds, taking the top spot from Morgan Stanley Investment Management for the first time since the end of 2020 ...

Default risk underpinned 26.3% of the combined C$99.3 billion ($68.8 billion) in market risk-weighted assets (RWAs) among the ‘big five’ banks, with credit spread risk accounting for an additional 26% ...

The author proposes a means to value portfolios under a climate transition stress test, showing which sectors are likely to be more severely impacted by a ...

The authors investigate the relationship between return realizations and pre-earnings implied volatility, finding the ...

The authors put forward a machine learning model for the prediction of mortgage prepayment risks at the loan origination ...

For banks and other financial Only users who have a paid subscription or are part of a corporate subscription are able to ...

SGX-CDP, one of the two clearing arms of the Singapore Exchange, was hit by an operational failure lasting five hours and six ...

The new documentation, published by the Loan Market Association on December 17 and open for consultation until February 28, ...

Mohammad Saber Rohi received his bachelor's degree from the University of Kermanshah in applied mathematics then he achieved his Master's and Ph.D. degrees in financial mathematics and Numerical ...

This paper extends typical research on herding behavior to commodity futures markets, investigating five markets and finding herding behavior during the global ...

Of the record $727.1 trillion notional amount held by dealers in Bank for International Settlements member countries, 26.2% had a counterparty other than another reporting dealer or a central ...