The authors put forward a machine learning model for the prediction of mortgage prepayment risks at the loan origination ...

SGX-CDP, one of the two clearing arms of the Singapore Exchange, was hit by an operational failure lasting five hours and six ...

The new documentation, published by the Loan Market Association on December 17 and open for consultation until February 28, ...

The authors investigate the relationship between return realizations and pre-earnings implied volatility, finding the ...

For banks and other financial Only users who have a paid subscription or are part of a corporate subscription are able to ...

The author proposes a means to value portfolios under a climate transition stress test, showing which sectors are likely to be more severely impacted by a ...

Months before Donald Trump’s election as president, the US implementation of key prudential rules appeared to have stalled, as regulators quarrelled over how far to soften an original proposal from ...

Major banks ended 2023 with record holdings of hard-to-value assets, with global systemically important banks (G-Sibs) accounting for most of the €47.6 billion ($50 billion) year-on-year increase.

The authors propose the using equal risk pricing for market-consistent valuation of illiquid financial derivatives, ...

This article examines the key themes of a recent webinar, sponsored by S&P Global Market Intelligence, on market volatility ...

Within months of the UK’s vote to leave the European Union in 2016, EU lawmakers found themselves caught on the horns of a dilemma. On the one hand, the European Central Bank was uncomfortable with ...

Custodian banks say asset managers have largely utilised outsourced FX solutions, switching to standing instructions to Only users who have a paid subscription or are part of a corporate subscription ...