Pimco has typically been a light user of foreign exchange options. But as the tariff turmoil raged in Q2 this year, the asset ...

Pro forma disclosures for output floor show 2.5–2.8x increases if banks used only standardised formulas – far above peers ...

Investors in collateralised loan obligations (CLOs) have shrugged off the high-profile bankruptcy of auto parts maker First Brands despite ongoing pressure in the riskiest CLO segment.

A decade into centralised management of XVAs, Risk Benchmarking data finds divergent approaches to pricing, methodologies and tech stacks ...

This pause coincides with a broader shift in the EU ’s approach to sustainability regulations, with the Omnibus package ...

US banks face a tight turnaround to respond to a double consultation by the Federal Reserve on the future of its ...

The Federal Reserve’s proposed model changes for the 2026 Dodd-Frank Act stress test would have increased the stressed capital ratio for US banks by an average of 29 basis points had they been in ...

This paper offers a Bayesian framework for the calibration of financial models using neural stochastic differential equations ...

The authors analyze how China's anti-corruption campaign impacted operational efficiency, and offer suggestions for ...

European corporates have been shortening the tenor of their foreign exchange forwards hedges so they can react more quickly to market conditions should spot and hedging costs improve, according to ...

A sharp drop in the liquidity coverage ratios (LCRs) of Chinese banks pulled the average for global systemically important banks (G-Sibs) down by 1.36 percentage points to 136% in the first half of ...

The authors put forward a class of generalized weighted risk functionals that incorporates the possibility of arbitrary aggregations, introducing the notion of ...