Last year, when the clearing house proposed adding a 15% operational buffer to its default fund – instead of enforcing the ...

Antonov’s latest paper, co-authored with Lopez de Prado and Adia’s co-head of quant R&D Alexander Lipton, compares HRP with the original Markowitz method and finds that it produces more robust risk ...

The increase was primarily driven by cross-border credit to non-bank financial institutions (NBFIs), which climbed by $495 billion over the quarter, reaching an annual growth rate of 13.5% – the ...

Risk.net, FX Markets.com, WatersTechnology.com, Central Banking.com, PostOnline.co.uk, InsuranceAge.co.uk, RiskTechForum.com ...

The bombshell claims were published last month in a paper titled ‘Anonymity, signalling and collusion in limit order books’, ...