CLICK HERE TO DOWNLOAD THE PDFIgnacio Luján proposes a pricing framework for multi-asset derivatives based on the family of ...

Redefined responsibilities for financial advisers, building portfolios that can withstand change and ways to invest amid climate-related risks ...

Towards the end of this interview, Jens Foehrenbach disappears from view – he abruptly gets up, leaving a vacant office chair ...

Three of China’s global systemically important banks (G-Sibs) recorded their steepest rise in market risk-weighted assets (RWAs) since the country adopted the final batch of Basel III rules at the ...

With more than 5,000 data points from 37 banks, our first ERM Benchmarking exercise shines a light on very different missions ...

While the initial wave of real money USD hedging flows disappointed some dealers, many believe there is more to come ...

JP Morgan’s global head of credit structuring, Denis Gardrat, has left the US bank to lead Rivage Investment’s newly formed ...

The European Securities and Markets Authority could be nimbler, like the Bank of England, according to a clearing house ...

Ian Hale has joined RBC Capital Markets as head of European inflation trading, having left UBS in December. Hale will oversee ...

CME’s foray into event contracts with online gaming company FanDuel has brought some resolution to one of the odder mysteries ...

Initial margin (IM) breaches surged at central counterparties (CCPs) worldwide in the second quarter, driven by ...

A hybrid linear pricing model is developed using a min-max approach with a Lévy-frailty multivariate default model, ...