Secured cash at commercial banks and central bank deposits also on the rise as part of collateral diversification ...

A new electronic swap execution facility (Sef) run by former Javelin founder James Cawley and ex-TP Icap broker Christopher Jonns is growing rapidly in a corner of the rates market still dominated by ...

Welcome to the fourth issue of Volume 19 of The Journal of Operational Risk. Lately, I have discussed the issue of operational resilience with a number of industry practitioners, as the Basel ...

Central counterparties (CCPs) may not be fully implementing existing resilience guidance on variation margin (VM), a report ...

Alexandre Antonov, Alexander Lipton and Marcos Lopez de Prado compare and contrast two portfolio allocation methods: the classical Markowitz approach and the hierarchical risk parity (HRP) approach.

What do housing price changes and heat hold in common? Both tend to spread across space and time in a similar manner, according to new research from Jean-Philippe Bouchaud, head of $10 billion ...

Re-Mi Hage is an Associate Professor at Notre Dame University-Louaize and serves as the Academic Advisor for both graduate and undergraduate programs in Actuarial Sciences. With over ten years of ...

This research models operational risk data via the loss distribution approach under Basel II using open-source data consisting of 3192 operational loss events between ...

A senior Bank of England policymaker has identified a cyber attack with system-wide consequences as a category of risk that “keeps me up at night”. Responding to a question at an event on geopolitical ...