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Ice Clear Credit suffered an operational failure lasting six hours and 22 minutes in the second quarter, bringing its ...
While the initial wave of real money USD hedging flows disappointed some dealers, many believe there is more to come ...
JP Morgan’s global head of credit structuring, Denis Gardrat, has left the US bank to lead Rivage Investment’s newly formed ...
The European Securities and Markets Authority could be nimbler, like the Bank of England, according to a clearing house ...
Enhancing small and medium-sized enterprise factoring: a Stackelberg game-based hybrid pricing model
A hybrid linear pricing model is developed using a min-max approach with a Lévy-frailty multivariate default model, ...
Ian Hale has joined RBC Capital Markets as head of European inflation trading, having left UBS in December. Hale will oversee ...
This paper outlines a new means to include macroeconomic variables in exposure at default models while satisfying all IFRS 9 ...
Dr. Yimin Yang has over 20 years of experience in financial risk management, including building and leading risk analytics for two top US banks: PNC and SunTrust Banks. His risk management expertise ...
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