Most banks run a single desk within the front office, but more than half share responsibility for its funding needs with ...

Japan Post Bank reported unrealised losses of ¥2.73 trillion ($17.7 billion) on its held-to-maturity (HTM) securities listed on a Japanese financial instruments exchange in the third quarter, the most ...

Where financial institutions can build a foundation for risk-adjusted business planning, aided by the ALM systems of the ...

Risk.net ’s global survey of more than 350 senior insurance leaders reveals a sector determined to rise to these challenges, ...

Investors in collateralised loan obligations (CLOs) have shrugged off the high-profile bankruptcy of auto parts maker First Brands despite ongoing pressure in the riskiest CLO segment.

Pro forma disclosures for output floor show 2.5–2.8x increases if banks used only standardised formulas – far above peers ...

A decade into centralised management of XVAs, Risk Benchmarking data finds divergent approaches to pricing, methodologies and ...

Pimco has typically been a light user of foreign exchange options. But as the tariff turmoil raged in Q2 this year, the asset ...

US banks face a tight turnaround to respond to a double consultation by the Federal Reserve on the future of its ...

This pause coincides with a broader shift in the EU ’s approach to sustainability regulations, with the Omnibus package ...

The authors analyze how China's anti-corruption campaign impacted operational efficiency, and offer suggestions for ...

This paper offers a Bayesian framework for the calibration of financial models using neural stochastic differential equations ...