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

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

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

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

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

Dr. Leviticus Mensah is a Ghanaian professional with a robust background in financial accounting, investment analysis, business and corporate finance as well as academic research. Holding a PhD in ...

US global systemically important banks (G-Sibs) boosted their holdings of Level 2A high-quality liquid assets (HQLAs) to a two-year high in the third quarter, signalling a renewed appetite for ...

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

Hong Kong’s securities regulator has begun exploring the launch of a new Southbound Swap Connect scheme, a move that would ...

London Stock Exchange Group’s (LSEG) post-trade division has launched its first market risk optimisation tool, initially ...

The European Union’s banking standard-setter is preparing to provide clarity on a little understood risk in lenders’ banking ...

Most dealers’ valuation adjustments (XVA) desks rely on a single dominant approach to modelling valuation adjustments within ...