When a potential blow-up doesn’t show up, what use are VAR, SA-CCR and stress tests?
Rising interest rates increase financing costs, dispelling notion that private market assets only go up
Issuers say lack of trading volumes is holding back a European ETF market that lags behind the US
A 5% rise to highest end-year figure since 2017 driven by swaps on junk debt
Counterparty Radar: Goldman Sachs nets almost all of bond giant’s Q4 growth
Industry insiders expect Fed to drop IRB and IMM when adopting Basel III, but market risk models may survive
Issuers say lack of trading volumes is holding back a European ETF market that lags behind the USReceive this by email