Classical methods struggle with highly dimensional problems. Quantum cognition takes a different approach, as hedge fund duo ...

This paper uncovers changes to concentration of the clearing ecosystem and how it has changed since the 2007-9 financial ...

The Bank of England (BoE) has been urged to rethink its methodology for measuring credit concentration risk in bank portfolios. The Herfindahl-Hirschman Index (HHI) is used to calculate supervisory ...

Reflecting the strength of Prometeia’s ALM platform and the firm’s alignment with the needs of modern risk and performance management ...

This white paper explores why firms must adopt a more proactive and integrated technology risk management framework – driven by the financial and regulatory costs of incidents – and how technology can ...

Across 50 banks in Canada, China, Europe, Singapore, the UK and the US, aggregate notionals climbed €72 trillion ($82.9 trillion), or 12.6%, to €643.1 trillion – setting records for both the total ...

More striking still is the preponderance of RWAs that cannot be classified under any of Basel 2.5’s four building blocks.

Amid the extreme power price volatility of recent years, Nodal Exchange grew both its business and its market share and now ...

US banks’ notional amounts of foreign exchange derivatives surged 19.2% to a record $65.76 trillion in the first quarter, as volatility-wary market participants sought refuge in forwards.

Franklin Templeton expects certain emerging markets to benefit during the realignment of global political and trading blocs ...

In early 2020, Brightwell turned its investment process upside down – literally.

Barclays is keeping a focused approach to its efforts to seek approval for the use of internal models under new market risk ...