Inserting human oversight of individual outputs is an inadequate way to manage the risks of deploying generative artificial ...

These V-shaped rebounds have become a regular feature of markets amid policy flip-flops and buy-the-dip retail enthusiasm. Only users who have a paid subscription or are part of a corporate ...

Of all the instruments of the post-crisis regulatory regime, the US global systemically important bank (G-Sib) surcharge was ...

Top US banks incurred a wave of value-at-risk backtesting breaches in the first quarter, as market volatility pushed several of the country’s largest dealers beyond their modelled loss estimates.

Four Spanish banks are set to see capital requirements rise by a combined €5.4 billion ($6.3 billion) by the end of the year, after the Bank of Spain increased the countercyclical capital buffer (CCyB ...

Split Risk to allow buy side to tap best spot and swap prices to create forwards, and unbundle market and credit risk ...

Charles Wang, Trisha Singhal, Ameya Kelkar and Jason Tuo show how agentic artificial intelligence systems capable of ...

As both risks and regulatory expectations grow and become more complex, banks operating in Asia are increasingly turning to ...

The European Central Bank should follow the lead of the US Federal Reserve and focus its supervision on “material risks” ...

“Among the several points of attention raised by the new US proposal, the output floor deserves further discussion and ...

The European Commission is set to make permanent revisions to incoming bank capital rules for trading risks, according to a ...

This paper proposes the heterogeneous volatility spillover-conditional autoregressive range (HVS-CARR) model for modeling and forecasting Chinese crude oil futures’ volatility, ...