A controversy lasting more than five years over the ring-fencing of separate margin accounts belonging to individual ...

Focus on functionality and fees helped volumes on start-up venue from Cawley and Jonns jump fivefold last year ...

Secured cash at commercial banks and central bank deposits also on the rise as part of collateral diversification ...

A T-Rex helped UBS dispose of tens of billions of dollars of equity derivatives it acquired in the merger with Credit Suisse.

Liquidity concerns, desire for higher returns and clearing capacity all possible reasons for going its own way ...

Welcome to the fourth issue of Volume 19 of The Journal of Operational Risk. Lately, I have discussed the issue of operational resilience with a number of industry practitioners, as the Basel ...

Central counterparties (CCPs) may not be fully implementing existing resilience guidance on variation margin (VM), a report ...

What do housing price changes and heat hold in common? Both tend to spread across space and time in a similar manner, according to new research from Jean-Philippe Bouchaud, head of $10 billion ...

Alexandre Antonov, Alexander Lipton and Marcos Lopez de Prado compare and contrast two portfolio allocation methods: the classical Markowitz approach and the hierarchical risk parity (HRP) approach.

Re-Mi Hage is an Associate Professor at Notre Dame University-Louaize and serves as the Academic Advisor for both graduate and undergraduate programs in Actuarial Sciences. With over ten years of ...

This research models operational risk data via the loss distribution approach under Basel II using open-source data consisting of 3192 operational loss events between 2009 and 2018. The approach is ...