Another significant innovation on the Execute platform is the use of auto‑pricing technology. Trades that meet preset ...

Adding new types of trades to XVA: for example, interest rate and bond futures, and futures options. This is due to calculating PFE on portfolios of trades with exchanges. One peculiar feature is that ...

In April, after the markets chaos that followed ‘Liberation Day’, Mads Gosvig, who heads asset allocation at the UK’s Railpen ...

The US Federal Reserve’s long-standing effort to remove the stigma associated with borrowing from the discount window appears far from over, according to the latest Senior Financial Officers (SFO) ...

Citi expects to roll out investment advisory tools powered by generative artificial intelligence (GenAI) within 12 months.

This paper proposes a novel contract, called disaster insurance swaps, to help insurance and reinsurance firms hedge ...

Chi Feng is a doctoral candidate at the School of Finance, Shanghai University of Finance and Economics. She holds a bachelor’s degree in Mathematics from the University of Washington and a master’s ...

Risk.net, FX Markets.com, WatersTechnology.com, Central Banking.com, PostOnline.co.uk, InsuranceAge.co.uk, RiskTechForum.com and Chartis-Research.com.

First Citizens Bank acquired SVB out of bankruptcy on March 27, 2023. After closing the deal, the bank realised that many of ...

The increase in renewable energy generation across Europe and the US in recent years has led to a rise in new flexible assets ...

Risk.net, FX Markets.com, WatersTechnology.com, Central Banking.com, PostOnline.co.uk, InsuranceAge.co.uk, RiskTechForum.com ...

The Norinchukin Bank shifted a large portion of its credit risk-weighted assets (RWAs) from the supervisory slotting approach to the more granular advanced internal ratings-based (A-IRB) approach in ...