The European Union’s banking watchdog is preparing to release an opinion document explaining how supervisors should address ...

Machine learning expert Joseph Simonian has taken on a new role at the California Public Employees’ Retirement System ...

In the 12 months leading up to end-June 2024, Deutsche Bank’s non-performing commercial real estate loans rose by €2.4 billion ($2.4 billion), making it the European Union’s worst-affected lender as ...

With shifting market dynamics and digital innovation increasing energy trading volumes and complexity, a recent Energy Risk ...

In the third quarter of 2024, the Options Clearing Corporation estimated that the worst-case default of a single member would ...

One senior reporting expert at a US bank estimates that meeting the requirement costs at least $1 million a year due to the ...

Credit default swap (CDS) contracts referencing embattled Swedish debt collector Intrum face an uncertain payout from Thursday’s (January 16) default auction, as the derivatives market mechanism ...

Amazon, Meta and Tesla – three of the so-called magnificent seven tech firms that drive US stock market performance – decline ...

Hill said the official reviews released after the collapse of Silicon Valley Bank in March 2023 had revealed a supervisory ...

Draft recommendations proposed by international regulators to address controversy over the practice of dealers pre-hedging ...

China’s newly published non-cleared margin rules are largely consistent with international standards, but legal experts point ...

We adopt the least squares Monte Carlo (LSMC) method to price time-capped American options. The cap can be an independent random variable or dependent on the asset price at a random time. We ...