Focussing on energy stocks and cryptocurrencies prior to and during the Russo-Ukrainian conflict, this paper examines the impact of geopolitical conflict on the ...

The authors put forward a new model using as a Hawkes process as a subordinator in a standard Brownian motion which is ...

This paper aims to forecast Chinese carbon prices by employing a range of predictors and analyzing their impact across various carbon market conditions and ...

Large US banks’ projected minimum Common Equity Tier 1 (CET1) ratios in the Federal Reserve’s annual stress tests have risen and become more tightly clustered since 2018, a Risk Quantum analysis of ...

Realistic models for multi-dimensional asset distributions are vital for stress testing and risk management. Many statistical learning tools need large datasets and lack transparency. Extending his ...

Japanese bank says Anthropic’s coding and productivity tool is ‘phenomenal’ but bucks compliance guardrails, prompting the ...

This paper puts forward a means to measure operational risk losses which integrates reputational and operational risks.

StoneX Financial became the eighth-largest futures commission merchant (FCM) by futures and options (F&O) customer funds ...

A US regulator has decided to exempt post-trade risk reduction services (PTRRS) from clearing obligations, with some market ...

Cboe Options Analytics Select extends institutional-grade options analytics capabilities globally, creating a tailored ...

Assets in older structures have caught up with vol target versions that looked set to dominate ...

Introduction of output floor means internal ratings’ popularity takes a hit, but isn’t quite out for the count ...