Rates traders are hoping for another round of weak US jobs data on September 6, after last month’s lower-than-expected ...

Following regulatory prodding, banks start to overhaul counterparty risk models. A flurry of new research on the topic may ...

Welcome to the second issue of the thirteenth volume of The Journal of Investment Strategies, which contains three research ...

Nykredit transitioned all of its credit risk calculated under the foundational internal ratings-based (F-IRB) approach to the advanced internal ratings-based (A-IRB) approach in the second quarter.

The recent CrowdStrike outage, which sent shockwaves through global IT systems, has thrust third-party risk into the public ...

Apple, Microsoft and Nvidia each account individually for more than 6% of the S&P 500 index. It’s a role you could say Apple ...

This papers uses data from 1.8 million credit card accounts to investigate how consumers revolve credit card debt and the impact of this on default risk.

High-speed trading firm Jane Street has expanded its spot foreign exchange market-making services to include direct streaming of liquidity.

The authors propose a means to assess market sentiment using the option-implied distribution of stock returns generated from option data, allowing for efficient ...

Rules put forward by the National Association of Insurance Commissioners (NAIC) would require insurers to provide regulators ...

Max Verheijen, a veteran of the Dutch pension fund advisory sector, has transitioned to a market data and analytics start-up, ...