In conversation with Risk.net, the CFTC’s new director of enforcement, David Miller, repeatedly signposts an end to “the era ...

Notional open interest in Ice interest rate derivatives surpassed CME flagship SOFR (secured overnight financing rate) ...

Only one in five banks use tools to formally monitor the effectiveness of the human-in-the-loop (HITL) controls they apply to generative AI or large language models (LLMs), Risk Benchmarking’s ...

Energy market participants have faced major challenges in recent months. Geopolitical tension has made markets sensitive to headlines and prone to volatility, while the globalisation of gas has ...

Regulation and infrastructure for tokenised securities and stablecoins must become far more standardised before the digital ...

Focussing on energy stocks and cryptocurrencies prior to and during the Russo-Ukrainian conflict, this paper examines the ...

Japanese bank says Anthropic’s coding and productivity tool is ‘phenomenal’ but bucks compliance guardrails, prompting the ...

StoneX Financial became the eighth-largest futures commission merchant (FCM) by futures and options (F&O) customer funds ...

Large US banks’ projected minimum Common Equity Tier 1 (CET1) ratios in the Federal Reserve’s annual stress tests have risen and become more tightly clustered since 2018, a Risk Quantum analysis of ...

Jessica is in her final year of her PhD in mathematical finance at the Department of Mathematics and Statistics in the University of Calgary, Calgary, Canada. She received her B.Sc. in applied ...

This paper aims to forecast Chinese carbon prices by employing a range of predictors and analyzing their impact across ...

The authors put forward a new model using as a Hawkes process as a subordinator in a standard Brownian motion which is ...