Leo Van Hove investigates a less-cash society from the perspective of a central bank
Intervention by France, Germany, UK could bring about “more considerate treatment”
Regulation could "kill the markets by trying to make them safer", frets Uwe Schulz
Operational risk loss data – August 2015
Sponsored Q&A: Square Global Markets
Growing LEI issuance has improved reporting, but what comes next?
Treating custody deposits as wholesale funding increases risk, critics say
An analysis of the regulatory framework for mobile payments and payment systems
Singapore Exchange puts up 25% of default fund capital; European and US CCPs contribute 2.6%
New global code to be finalised by May 2017
Falls in commodity prices and equity indexes have tested investors' risk appetite
Coherence of new Basel rules needs study, says BoJ deputy governor
Sanjay Sharma talks about risk transparency and how his book helps achieve it.
US Treasury market has seen eight intraday moves exceeding five standard deviations since 2012
Banks complain of mixed supervisory messages, but regionalisation trend is clear
This paper puts forward an ensemble approach for asset correlations.
Accounting standard is coming, say some - others see no KVA requirement
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Respondents reveal huge gulf in pricing for generic swap
Jacky Lee and Luca Capriotti present an arbitrage-free valuation method for counterparty exposure of credit derivates portfolios.
Managers should be more confident challenging new processes
Disaster recovery and oversight key for utility's CRO
When dealing with nonsmooth functions – such as a combination of a nonsmooth density and a payoff – spectral filters can be applied to deal efficiently with the so-called Gibbs phenomenon. The simplicity and effectiveness of classical filtering techniques...
The article discusses the use of counting processes for retail (mortgage) default modeling.