In his paper, Kienitz shows Gaussian mixture models ( GMM s) – a machine learning technique that has been used to fit complex ...

In February, Esma announced it would engage with stakeholders to identify where reporting burdens could be pared back, to ...

The first mid-year recalibration of the standard initial margin model under a new semi-annual regime will trigger a ...

Structured products issuers typically hedge the exotic risks of autocallable notes by slicing and dicing these exposures into ...

Risk managers and clearing brokers fear the move to 24-hour stock trading will give them sleepless nights, literally, with questions swirling around how settlement fails, margin calls and possibly ...

The deal contingent (DC) hedge market has been making a comeback, after President Trump’s chaotic tariff policies in April ...

Australia’s four largest banks held A$36.7 billion ($23.6 billion) in Additional Tier 1 (AT1) capital as of March 31, in the first public disclosure since the Australian Prudential Regulation ...

The Commodity Futures Trading Commission is shedding commissioners as the agency prepares for a change of chair to Brian Quintenz, the Trump nominee set to replace Biden-appointed Rostin Benham, who ...

The Commodity Futures Trading Commission is set to vote on a proposal that would allow US investors to clear their yen interest rate swaps at the Japan Securities Clearing Corporation (JSCC), ...

The Options Clearing Corporation (OCC) reported a record daily total of 102.6 million cleared contracts on April 4, the ...

Amid mounting geopolitical volatility, regulatory scrutiny and proliferating IT and cyber risks, financial market infrastructures (FMIs) are being pushed to revisit how they prepare for ...

At one point in March, management VAR for equity risk – calculated with a one-day horizon and a 95% confidence level – touched $138 million, the hottest reading since Q1 2009, when the metric hit $156 ...