SGX-DC, one of the two clearing arms of the Singapore Exchange, recorded 37 days during the second quarter when its default ...
Sceptics say AT1s are too complex and have failed to help save banks from collapse. The instruments are intended to ‘bail-in’ ...
Equity markets have long sung to a macro tune. Lower interest rates typically favour growth stocks while value tends to perform in a higher-rate environment. Investors have historically swung between ...
Representing the bank, law firm Milbank argues the committee’s approach risks constraining the market and goes against expectations ...
Some banks have begun to step back from offering balance sheet capacity for gilt repo, as increased funding costs clash with ...
Despite the challenges and shortcomings of Ucits filings, the work has been instructive. The Counterparty Radar database now ...
Analysis of banks’ risk indicators suggest combined entity could have larger systemic footprint than ING and BPCE ...
This article explores the research behind a recent Risk Live Europe session, examining the strengths and limitations of LLMs ...
Dr. Zilong Liu, a Clinical Assistant Professor at the Gies College of Business, University of Illinois Urbana-Champaign, expertly blends over eight years of industry experience in quantitative risk ...
Dr. Hongyan Liang is a Senior Lecturer of Business Administration at the University of Illinois Urbana-Champaign, focusing primarily on Operations Management. She holds a Ph.D. in Business ...
The US Securities and Exchange Commission has simplified its original proposals for the biggest overhaul of equity market structure since 2005, in a move that one commissioner believes can help ...
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