BNP Paribas had its foreign exchange forwards book with US mutual funds halve during the third quarter of 2024, as Pimco and ...

Foreign exchange traders mostly profited from last week’s collapse in the Brazilian real, but the gains were offset by ...

Cross-jurisdictional activity accounted for 22.4% of systemic risk at global systemically important banks (G-Sibs) at the end of 2023 – the smallest share since end-2019. The risk indicator remained ...

Welcome to the latest edition of Risk.net’s guide to the world’s leading quantitative finance master’s programmes, and ranking of the top 25 courses. Although US courses occupy seven of the top 10 ...

CME is planning to launch single-stock futures, with an initial focus on ‘Magnificent 7’ tech names including Amazon, Nvidia ...

In outline, the CrowdStrike outage in July illustrates why IT disruption continues to be a major bugbear for op risk managers ...

The first time Alexei Kondratyev appeared on Quantcast, he predicted that quantum computers would be commercially available and commonly used by banks within five years.

New rates head Laura Chepucavage prioritises collateral efficiency, e-trading and central risk book for enlarged rates, ...

The US Federal Reserve has been stress-testing its discount window to ensure it could provide liquidity to large numbers of ...

A European Union-specific adjustment to global systemically important banks’ (G-Sibs) risk scores failed to win Deutsche Bank a lower surcharge, once again leaving BNP Paribas as the sole beneficiary ...

David Garvin, Oleksiy Kondratyev, Alexander Lipton and Marco Paini demonstrate the benefits of using a quantum algorithm ...

Over the past 20 years, financial markets have evolved from manual processes to streamlined, technology-driven workflows.