The authors demonstrate the fragile nature of traditional risk management techniques in the face of frequent high-impact ...

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

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

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 ...

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) ...