Two banks' commodity VAR stays about the same or increases from 2012–14
Trading portfolios are easily mishandled, as are Europe's economies
This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
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A universal law for optimally dealing with proportional transaction costs
Grasp of market psychology key to success, says Centaurus founder
20 individuals honoured, marking 20 years since magazine's launch
Data needs to be understood across the organisation
Understanding the dynamics of extreme observations, so-called spikes, in realtime electricity prices has a crucial role in risk management and trading. Yet the contemporaneous literature appears to be...
Recent glitches highlight aggressive culture on Wall Street
Competition among exchanges in Japan is necessary to prevent systems outages such as those in the Osaka Securities Exchange earlier this month
European competition commissioner confirms probe of banks' attempts to scupper CDS trading platforms
Study disproves commonly held negative perceptions of HFT
This paper analyzes daily patterns in the settlement of payments in the European TARGET2 settlement system using a unique transaction-level data set. For the first time, we provide insights into the intraday...
Traders of the lost art
A portion of the European derivatives market will eventually be required to trade on OTFs – but change will be hampered without bank involvement, panellists say
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.