Li Zeng is an Assistant Professor and Postgraduate Supervisor at the Henan Polytechnic University, China. She holds a Master's degree in Accounting and Financial Management from Henley Business School ...

This paper offers a Bayesian framework for the calibration of financial models using neural stochastic differential equations ...

The authors put forward a class of generalized weighted risk functionals that incorporates the possibility of arbitrary aggregations, introducing the notion of ...

The authors analyze how China's anti-corruption campaign impacted operational efficiency, and offer suggestions for ...

A sharp drop in the liquidity coverage ratios (LCRs) of Chinese banks pulled the average for global systemically important banks (G-Sibs) down by 1.36 percentage points to 136% in the first half of ...

European corporates have been shortening the tenor of their foreign exchange forwards hedges so they can react more quickly ...

With just 10 months until China’s variation margin rules for non-cleared derivatives take effect, banks have not yet started work on negotiating new collateral agreements as they await publication of ...

S&P Global has discontinued a data solution intended to help banks comply with new trading book capital rules. The vendor had ...

The sharpest declines came from Flagstar Financial – the renamed New York Community Bank – followed by M&T Bank, Truist, Citi and PNC Bank. First Foundation notched the largest decrease proportionally ...

South Korea’s banks halted retail sales of autocallables several years ago, after coming under fire for mis-selling products linked to the Hang Seng China Enterprises Index. At the time, banks could ...

Court cancellation of Finma’s 2023 writedown could leave Swiss banking giant on the hook for billions in liabilities – or not ...