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 Tomorrow’s Quants series explores the skills needed by new quant recruits, drawing on a survey of 39 employers, and six ...
ABN Amro transferred the bulk of its credit risk portfolio to the standardised approach (SA) in the third quarter. The change caused its risk-weighted assets (RWAs) to surge, but that increase was ...