The authors explore the effects of market capitalization on the dynamics of cryptocurrencies within both returns and volatility networks and show that these cryptocurrencies exhibit scaling properties in volatility with respect to market capitalization.
Asia Risk 25: Data and AI are top technology priorities for Singapore bank, says Piyush Gupta
Asia Risk 25: Asian lenders eye technology and data to help tame disruptors on their turf
Collateral used to back ‘stablecoins’ such as libra will be unavailable for reuse
Banque de France-backed deal pips private consortiums in dummy run for digital currency trades
A digital transaction system developed by quants at DZ Bank could slash margin costs for derivatives
Introducing deterministic termination rules to eliminate counterparty risk in smart derivatives
New tech has created perennial state of flux in banking, as other kinds of shake-ups continue
Proponent of big-picture investing sees growing role for machines, but with caveats
Wider automation could usher in future of ‘hands-free hedging’, but obstacles lurk in data standards and sharing
The utility settlement coin will kick-start trading of digital assets, says Chris Purves
Nomura is developing new software services to supplement trading profits
How BofA, SocGen, JP Morgan, Nomura, UBS and others are disrupting themselves
USC could transform financial markets. But first, backers must prove it is secure
Risk Awards 2020: With four million FX trades since launch, the “institutional PayPal” now aims to free trapped margin
HSBC, StanChart and Bank of China welcome Hong Kong and China trade finance tie-up
Service aims to smooth swaps reconciliation – ‘the Holy Grail’ – for Goldman, Citi and other backers
Former Bank of America exec sees more potential in rival projects, such as utility settlement coin
In this paper, the authors aim to provide an interpretation of the legal issue of settlement finality in the context of proof-of-work distributed ledger technology, such as the Bitcoin network.
A panel of experts explores how greater collaboration between risk and finance teams can garner significant benefits and add value, how technological innovation is making the regulatory landscape more complicated to navigate and produce transformative…
Risk Live: utility settlement coin project backed by group of banks moving “incredibly fast”
Risk Live: Digital head floats shared platform, rather than “point solutions”
In this paper, the simulated environment of a hierarchical energy trading market using Ethereum’s smartcontract technology is created as a proof-of-concept of using blockchain technology in energy trading.