As the US government hurtled towards a shutdown late last year, most market participants were focused on the political and ...
Tracker funds are choking out active managers, leading to hyped valuations for a dangerously small number of equities ...
Riccardo Tedeschi is a senior partner and the head of the pricing unit and financial innovation competence line, at Prometeia ...
The secretary general of the Financial Stability Board, John Schindler, has warned that industry resistance to oversight of ...
Central clearing rates for over-the-counter derivatives among mid-tier European banks fell to their lowest level in at least seven years in 2024, as sharp reductions at a small number of large dealers ...
Selene Comolli, Fabio Menozzi, Pietro Rossi and Riccardo Tedeschi present a model for a coherent simulation of rating transitions and credit-spread term structures based on a generator framework, ...
European regulators are debating whether capital requirements for repackaged notes issued on multi-dealer platform Spire should be calculated under the counterparty credit risk (CCR) or market risk ...
Pietro Rossi is an adjunct professor of Computational Finance in the Department of Statistical Sciences ‘Paolo Fortunati’ at the University of Bologna and is also a senior advisor to Prometeia SpA.
Joshua White meanwhile returns as chief economist and director of the division of economic risk analysis. He replaces acting ...
Money market funds (MMFs) scooped a record $8.31 trillion of investments at the end of last year, capping off a year in which overall holdings grew by more than $1 trillion for only the second time.
Buried within a 4,500-page financial statement for an Apollo-owned insurance company lies a 20-year relic of the global ...
Dealer-backed FXSpotStream is set to move into the US Treasury market by launching a new fixed income trading platform supporting direct, streaming-based liquidity between dealers and hedge funds.