Novel approach to modelling cointegrated assets could be applied to FX and potentially even corporate bond pricing ...

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 ...

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 ...

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.

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 ...

FTP is essential for managing a bank’s financial performance, offering insights into profitability drivers and performance measurement. This technical course provides participants with the skills to ...

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