UniCredit’s value-at-risk gauges pulled back sharply in the first half of 2025, giving traders more room to manoeuvre after the bank converted part of its synthetic investment in Commerzbank into ...

But not all copulas are created equal. Normal mean-variance mixture copulas can capture heavy tails and asymmetries in the ...

As hedge funds have ballooned in recent years, so has their footprint in the few markets large enough to accommodate them.

Round-the-clock trading is seen as inevitable, yet many traditional instruments including interest rate options and some ...

The accelerating costs of climate change are forcing investors to rethink how they assess, value and manage portfolios.

A clearing member has margined a portfolio of interest rate swaps cleared at LCH and futures traded on FMX for the first time ...

Fewer than half of banks participating in Risk.net ’s 2025 Enterprise Risk Benchmarking study rate their governance, risk and ...

A third of staff set to depart US regulator, but some teams will suffer much heavier losses ...

The average daily turnover of over-the-counter interest rate derivatives surged to an all-time high in the latest triennial survey from the Bank for International Settlements (BIS), with ...

The European Banking Authority says chair José Manuel Campa will step down at the end of January 2026 for family reasons and ...

KakaoBank adopted Murex’s MXGO to unify treasury data, streamline decisions, cut risk and boost efficiency for future growth ...

JP Morgan’s main European Union arm recorded the largest increase in over-the-counter derivatives notional among the bloc’s top banks for the second year in a row in 2024, adding €5.67 trillion ($6.71 ...