Structurers say US corporates’ use of options-based net investment hedging helped soften impact of USD selloff ...

The current market risk framework refuses to be superseded. Risk.net dissects banks’ disclosures to explore how trading book ...

GEN-I has been expanding across Europe since its launch in 2005 and is set to enter the US power market next year ...

The National Securities Clearing Corporation (NSCC) collected $9.2 billion in variation margin (VM) on a single day in the first quarter – the highest such demand on record.

Three investment firms have triggered a race to repackage popular US yield-enhancement products into exchange-traded funds. First Trust, Calamos Investments and Innovator ETFs registered ...

Romain Barba, head of structuring, Asia-Pacific (Apac) at UBS, discusses the changing needs of institutional investors and intermediaries, and why many clients are seeking a more tailored approach to ...

Oxford Quantum Circuits, a spin-out from Oxford University, plans to announce a data centre partner for co-locating its OQC Genesis quantum computer in New York City, a first of its kind for the ...

Canada’s five largest lenders collectively set aside C$1.7 billion ($1.3 billion) in provisions for performing loans in the three months ending April 30, reflecting a deteriorating macroeconomic ...

Exchanges and clearing houses seek to build risk resilience among front-line business, amid concerns of overreliance on second line of defence ...

The US Federal Reserve has agreed to fully disclose its stress test models and introduce a suite of transparency measures by ...

Risk.net, FX Markets.com, WatersTechnology.com, Central Banking.com, PostOnline.co.uk, InsuranceAge.co.uk, RiskTechForum.com and Chartis-Research.com.

Martin T. Wells is the Charles A. Alexander Professor of Statistical Sciences in the department of statistics and data science at Cornell University in Ithaca, NY.