US banks face a tight turnaround to respond to a double consultation by the Federal Reserve on the future of its ...
This pause coincides with a broader shift in the EU ’s approach to sustainability regulations, with the Omnibus package ...
This paper offers a Bayesian framework for the calibration of financial models using neural stochastic differential equations ...
The Federal Reserve’s proposed model changes for the 2026 Dodd-Frank Act stress test would have increased the stressed capital ratio for US banks by an average of 29 basis points had they been in ...
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 ...
European corporates have been shortening the tenor of their foreign exchange forwards hedges so they can react more quickly ...
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 ...
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 ...
A surprising disagreement has broken out between a large European bank and industry groups tasked with readying the market ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback