Central counterparties (CCPs) may not be fully implementing existing resilience guidance on variation margin (VM), a report ...

Alexandre Antonov, Alexander Lipton and Marcos Lopez de Prado compare and contrast two portfolio allocation methods: the classical Markowitz approach and the hierarchical risk parity (HRP) approach.

What do housing price changes and heat hold in common? Both tend to spread across space and time in a similar manner, according to new research from Jean-Philippe Bouchaud, head of $10 billion ...

Re-Mi Hage is an Associate Professor at Notre Dame University-Louaize and serves as the Academic Advisor for both graduate and undergraduate programs in Actuarial Sciences. With over ten years of ...

This research models operational risk data via the loss distribution approach under Basel II using open-source data consisting of 3192 operational loss events between 2009 and 2018. The approach is ...

A senior Bank of England policymaker has identified a cyber attack with system-wide consequences as a category of risk that “keeps me up at night”. Responding to a question at an event on geopolitical ...

A new framework for handling disruption events is at the core of work being carried out by the International Swaps and ...

Largest banks want Commission to delay implementation, but it’s not the legislator’s only option ...

Regions Bank boosted its held-to-maturity (HTM) securities portfolio to $4.4 billion, marking a 58.8% rise from the previous quarter and reaching its highest level in at least a decade. The strategic ...