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When you buy a car, a phone, or a toaster, you expect the manufacturer to have conducted tests to ensure the device is safe ...

Barclays’ US clearing unit has overtaken BofA Securities in client margin for swaps, reclaiming its position as the ...

This issue of the Journal of Risk illustrates the breadth of topics that fall under the general heading of market risk management. This includes value-at-risk (VAR) decomposition, distribution ...

But buried in the data are also a handful of one-off trades by US mutual funds and exchange-traded funds on very niche FX ...

Tom Prickett, who until recently was head of Europe, the Middle East and Africa (Emea) rates trading at JP Morgan, has moved ...

Return to the barrier: option pricing and calibration in foreign exchange markets Justin Lars Kirkby , et al Volume 27, Number 5 (June 2025) The authors investigate return barrier options and how ...

A shift in mindset – from treating scenarios as regulatory exercises to leveraging them as strategic business tools ...

In recent years, deep learning models have gained traction in predicting high-frequency equity returns by leveraging order ...

Market participants are sceptical that halting certain rulemaking will reduce compliance costs or boost growth ...

Landesbank Baden-Württemberg (LBBW) would fall below its supervisory leverage ratio requirement under the European Banking Authority’s (EBA) severe adverse scenario in this year’s stress test.