Digital fusillades have heightened the risks facing emerging market investors
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Requirements for the mandatory exchange of initial margin are expected to be time‑consuming and laborious to implement. David White, head of sales at triResolve, discusses the lessons learned from in‑scope firms, obstacles to achieving compliance and how…
The authors analyze the impact of different values of the VBS and sample size applied as inputs in a BV–VPIN model based on the US market in order to ascertain the optimal criteria for application across all other countries in our data set.
Loans to entities in developed European countries outpace those to other western nations in Q1 2018
Thomas Lee, chief executive at VivoSecurity, and Martin Liljeblad, operational risk manager at MUFG Americas, examine how a data breach cost model can replace an advanced measurement approach in a structured scenario
Soaring demand and risk of volatility opens way for air FFAs
TMF Group discusses how in‑house general counsels can help Asia-Pacific‑based organisations navigate an increasingly complex regulatory landscape by creating a global subsidiary compliance strategy that also addresses regional needs
In this paper, the authors focus on seven stock market indexes: two US, three European, one emerging and one Japanese. They select different pairs of markets and, with the help of wavelets, decompose these series at different timescales.
In this paper, the author builds dynamic networks based on correlation and transfer entropy, using both the log returns and the volatilities of 97 stock market indexes from various parts of the world between 2000 and 2016
Implied credit charges could triple under one approach being field-tested by regulators