MENU- Mizuho faces steepest capital squeeze from Basel floor
- BofA sets its sights on US synthetic risk transfer market
- BNPP sets ‘axe trap’ to expose skew sniffers
- BlackRock exec pushes for FX swaps Clob
- Marex leapfrogs three FCMs with record F&O margin
- Bank of England to review UK clearing rules
- Op risk data: At Trafigura, a $1 billion miss in Mongolia
- Direct feeds: life in the fast lane
- Pricing and reference data in the cloud: fuelling opportunity today
- Distributionally robust optimization approaches to credit risk management of corporate loan portfolios
- Option pricing under the normal stochastic alpha–beta–rho model with Gaussian quadratures
- A method of classifying imbalanced credit data based on the AC-CTGAN hybrid sampling algorithm
- Basel III slashes $78bn in RWAs from top Singapore banks
- FXGO eyes platform upgrades with new fee model
- Cyber risk can be modelled like credit risk, says Richmond Fed
- Unraveling Lebanon’s financial crisis: the path from promise to peril, delving into a risk strategist’s own experience
- The wisdom of Oz? Why Australia is phasing out AT1s
- New climate inputs upset Commerz’s loan risk map
- Finma add-on drives UBS’s market RWAs to eight-year high
- EU bonds favoured over swaps as hedge for European debt
