The authors propose an algorithm which can aid the estimation of the validity of combined risk models lacking primary data.

The authors put forward a formula-based approach for determining the optimal liquidity horizon used in scaling the base ...

Risk.net, FX Markets.com, WatersTechnology.com, Central Banking.com, PostOnline.co.uk, InsuranceAge.co.uk, RiskTechForum.com ...

In this second episode of the Quantcast Master’s Series – part of Risk.net ’s Tomorrow’s Quants project – we speak to Laura ...

One solution examined by policymakers to lighten the load would be to use a multiplier to soften the overall capital ...

The Federal Reserve’s overhaul of the large financial institution (LFI) rating system is set to produce the smallest proportion of firms classed as not well managed since at least 2020, after the ...

Selling options for passive income.” Elsewhere, also in October, Tom Only users who have a paid subscription or are part of a ...

Like many dealers, NatWest has for years had a tool that automatically trades in the underlying spot or forwards markets to ...

This paper compares two distinct modelling approaches for pricing derivative contracts on commodity excess return indexes, ...

Risk Benchmarking study finds a majority of big dealers tapping cloud capacity, some exclusively, with others migrating ...

The Tomorrow’s Quants series explores the skills needed by new quant recruits, drawing on a survey of 39 employers, and six ...

Focussing on Japanese nonfinancial firms, the authors investigate which factors, such as interest rates and stock price, influence investment strategies.