Baruch College’s Master of Financial Engineering ranks first in the 2025 edition of Risk.net’s Quant Finance Master’s Guide, holding on to the top spot it clinched last year, amid strong demand for ...
In outline, the CrowdStrike outage in July illustrates why IT disruption continues to be a major bugbear for op risk managers ...
The European Union’s ‘Fit-for-55’ climate stress test showed that the financial system was broadly resilient to transition risk barring any shocks – but for 13 banks, the baseline scenario would ...
A Swiss Parliament inquiry into Credit Suisse’s 2023 failure has criticised the “relaxation of capital requirements” granted by Finma, the country’s financial regulator.
Strategists at BlackRock say the idea of an anchor portfolio in asset allocation has become unhelpfully canonical – enshrined as if part of finance’s first principles, when it was never intended that ...
US investors are currently barred from clearing yen swaps at Japan Securities Clearing Corporation, shutting them out of a ...
The gamma profile of options dealers – reflecting the net end-of-day position that must be delta hedged – has become a keenly ...
David Garvin, Oleksiy Kondratyev, Alexander Lipton and Marco Paini demonstrate the benefits of using a quantum algorithm ...
Quietly, with little fanfare, a niche market for credit risk transfer is emerging. Banks and lawyers report growing interest ...
Acadian Asset Management has built a net-zero alignment model to make probabilistic predictions about entities’ chances of ...
Murex won the Trading systems: structured products/cross-asset award at the 2025 Risk Markets Technology Awards for its MX.3 platform, praised for its ...
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