In his paper, Kienitz shows Gaussian mixture models ( GMM s) – a machine learning technique that has been used to fit complex ...

The first mid-year recalibration of the standard initial margin model under a new semi-annual regime will trigger a ...

In February, Esma announced it would engage with stakeholders to identify where reporting burdens could be pared back, to ...

Structured products issuers typically hedge the exotic risks of autocallable notes by slicing and dicing these exposures into ...

The Commodity Futures Trading Commission is shedding commissioners as the agency prepares for a change of chair to Brian Quintenz, the Trump nominee set to replace Biden-appointed Rostin Benham, who ...

Risk managers and clearing brokers fear the move to 24-hour stock trading will give them sleepless nights, literally, with questions swirling around how settlement fails, margin calls and possibly ...

The deal contingent (DC) hedge market has been making a comeback, after President Trump’s chaotic tariff policies in April ...

Australia’s four largest banks held A$36.7 billion ($23.6 billion) in Additional Tier 1 (AT1) capital as of March 31, in the first public disclosure since the Australian Prudential Regulation ...

The US Federal Reserve has agreed to fully disclose its stress test models and introduce a suite of transparency measures by ...

The Commodity Futures Trading Commission is set to vote on a proposal that would allow US investors to clear their yen interest rate swaps at the Japan Securities Clearing Corporation (JSCC), ...

The Options Clearing Corporation (OCC) reported a record daily total of 102.6 million cleared contracts on April 4, the ...

Amid mounting geopolitical volatility, regulatory scrutiny and proliferating IT and cyber risks, financial market infrastructures (FMIs) are being pushed to revisit how they prepare for ...