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 ...

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 ...

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.

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, ...

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 ...

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

The US Federal Reserve has been stress-testing its discount window to ensure it could provide liquidity to large numbers of ...