A twist in this year’s review of buy-siders’ worries, though, is that the gloominess could become a risk in itself. Even as ...

As of end-June, $1.76 trillion in notional amounts of CDSs referenced sub-investment grade (IG) debt, with 62.1% cleared ...

The Basel III endgame capital requirements may be further delayed, following the resignation of Michael Barr as US Federal ...

This article examines the key themes of a recent webinar, sponsored by S&P Global Market Intelligence, on market volatility ...

For banks and other financial Only users who have a paid subscription or are part of a corporate subscription are able to ...

We adopt the least squares Monte Carlo (LSMC) method to price time-capped American options. The cap can be an independent random variable or dependent on the asset price at a random time. We ...

The new documentation, published by the Loan Market Association on December 17 and open for consultation until February 28, ...

Paweł Stępniak is currently pursuing a PhD in Mathematics at Wrocław University of Science and Technology, having completed his MSc in 2021. His primary research interests are in financial and ...

The authors put forward a machine learning model for the prediction of mortgage prepayment risks at the loan origination ...

SGX-CDP, one of the two clearing arms of the Singapore Exchange, was hit by an operational failure lasting five hours and six ...

A whitepaper exploring prevailing compliance challenges and the implications of regulatory changes on data and reporting ...