Rough volatility, liquidity and trade execution were quants’ top priorities this year
New political risks add to existing challenges for fully controlled ventures in the country
After some growing pains, the space is now offering the type of structures seen in TradFi equities markets
As the financial industry shows signs of climate fatigue, regulators need to pick up the slack
Banks need more diverse funding sources, but new structures must be vetted carefully
Markets are most erratic when option hedging exposures are flat
Success of blockchain venues has implications even beyond crypto
With a sharper focus, AI readers could help detect hidden exposures for investors
Indicators justify hikes in countercyclical capital buffer, but shock-driven recession looms large
Years of warnings went largely unheeded. Questions may now spread to post-crisis clearing and margining project
Inaugural interview series looks at how sell-side traders are adapting to a world of surging inflation and rates
Inflation-fuelled stock rotations are full of complexity
New paper introduces quantitative framework for optimal FX hedging
Uncertainty on how governments plan to curb emissions adds political dimension to credit quality assessments
Corporate FX enjoys its time in the sun as currency headwinds spark corporate hedging needs
Brussels faces a cold, hard deadline to build clearing regulation accord in Europe
UK regulator’s attack on Simm may have more to do with the failed family office than meets the eye
Morgan Stanley quants show how to avoid mispricing corporate options and convertible bonds
New framework likely to reduce use of internal models, as planned; but is that a good thing?
Increased interest in commodity exotics comes amid scrutiny of margin calculation models
JPM and NatWest have published their swaps and options last look windows – will others follow suit?
BoE warns against lending shares to borrowers aiming to influence AGM votes, but will anyone outside the UK listen?
Gaussian distributions can sharpen one of the most commonly used tools in quant finance
Carve-out of intra-bloc exposures from BCBS score enshrines banking union, but produces little