This paper puts forward a Bayesian unsmoothing method to model smoothing parameters probabilistically which mitigates ...
Hedge funds are piling back into curve flattener trades on Japanese interest rates, despite repeated losses on the exposures ...
Foreign exchange options dealers are reporting a jump in volumes from clients betting and hedging on emerging markets ...
After taking on new Cortex and AI roles, BNPP’s Razaq sets out the bank’s expansion plans and new tech projects ...
Market participants are divided over limit up-limit down (LULD) mechanisms designed to support around-the-clock US equity trading from December 6, with some fearing they are not fit for purpose. Heidi ...
UK-based asset manager 7IM has quietly attracted more than £1 billion ($1.34 billion) into a new suite of quant-focused Ucits ...
Equity trading revenues at seven of the biggest US banks soared by $14 billion to a new high of $27 billion in the second quarter of 2026. The rise helped overall trading revenues across the group to ...
When Credit Suisse failed in 2023, the European Union’s Single Resolution Board was not represented in the international ...
This piece is part of a series benchmarking bank enterprise risk management practices. Sign up for Risk Benchmarking emails here. A majority of banks responding to Risk.net’s latest Enterprise Risk ...
Structured notes from Marex and Otala offer prediction market exposure to European firms shut out of the raw contracts ...
US top banks’ net mark-to-market liabilities on equity derivatives nearly doubled to an all-time high of $222 billion in the second quarter of 2026. Goldman Sachs contributed the most to the increase, ...
This paper investigates relationships between energy poverty and health and suggests policies that may alleviate energy ...