A senior risk manager at Millennium Management has defended the use of leverage in the US Treasury basis trade, which has come under intense regulatory scrutiny in recent years.

The US Commodity Futures Trading Commision (CFTC) is weighing new rules to bolster cybersecurity resilience and third-party risk management at central clearing counterparties (CCPs). The rules were ...

Murex has won the Best vendor for system support and implementation at the Risk Markets Technology Awards, recognised for its ...

The authors present a novel visualisation model, based on 5000 quantitative investment strategies, which can identify ...

Collateral efficiency, e-trading and central risk book prioritised in enlarged rates, futures and financing unit ...

Banks are reporting growing scrutiny of their operational resilience frameworks as a number of regulatory deadlines loom. In ...

Boubacar Sidibe is a passionate quantitative analyst with a strong academic foundation in applied mathematics, specializing in financial mathematics and data science. His work explores how artificial ...

This was five times the largest daily loss-to-VAR ratio recorded by the bank in the previous three months, and only slightly below the record 266% set in Q1 2020. The second breach reported by Goldman ...

Does your team require a tailored learning solution on this or any other topic? Working with the portfolio of expert tutors and Risk.net’s editorial team, we can develop and deliver a customised ...