Cross-jurisdictional activity accounted for 22.4% of systemic risk at global systemically important banks (G-Sibs) at the end of 2023 – the smallest share since end-2019. The risk indicator remained ...

The first time Alexei Kondratyev appeared on Quantcast, he predicted that quantum computers would be commercially available and commonly used by banks within five years.

Welcome to the latest edition of Risk.net’s guide to the world’s leading quantitative finance master’s programmes, and ranking of the top 25 courses. Although US courses occupy seven of the top 10 ...

In outline, the CrowdStrike outage in July illustrates why IT disruption continues to be a major bugbear for op risk managers ...

CME is planning to launch single-stock futures, with an initial focus on ‘Magnificent 7’ tech names including Amazon, Nvidia ...

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 ...

New rates head Laura Chepucavage prioritises collateral efficiency, e-trading and central risk book for enlarged rates, ...

David Garvin, Oleksiy Kondratyev, Alexander Lipton and Marco Paini demonstrate the benefits of using a quantum algorithm ...

The gamma profile of options dealers – reflecting the net end-of-day position that must be delta hedged – has become a keenly ...

A European Union-specific adjustment to global systemically important banks’ (G-Sibs) risk scores failed to win Deutsche Bank a lower surcharge, once again leaving BNP Paribas as the sole beneficiary ...

Quietly, with little fanfare, a niche market for credit risk transfer is emerging. Banks and lawyers report growing interest ...

US investors are currently barred from clearing yen swaps at Japan Securities Clearing Corporation, shutting them out of a ...