An application by the Fixed Income Clearing Corporation (FICC) to expand its cross-margin agreement with CME to customers of ...
This year’s winner of the FRTB (SA) product of the year, Bloomberg, impressed judges with a solution that addresses the full spectrum of FRTB standardised approach ( SA) requirements. Bloomberg’s ...
What impressed judges was not only the sophistication of the underlying models, but also Bloomberg’s consistent demonstration that LQA performs reliably across extreme market environments – including ...
Cboe Global Markets ® is one of the world’s largest exchange operators. It operates markets around the globe in equities, ...
HSBC North America recorded the highest number of loss-making days among both US domestic banks and foreign intermediate holding companies (IHCs) in the third quarter, Risk Quantum analysis shows. The ...
This year’s winner of Best use of machine learning/AI, ActiveViam stood out for delivering a practical, production-ready ...
The Australian central bank’s surprise hawkish comments last week wrong-footed rates traders that were betting against a near ...
ActiveViam won Best use of cloud for enhancing Atoti with AWS Graviton optimisation, CR aC-based JVM hibernation and Atoti PaaS. Nomura saw 40% lower hardware spend and inactivity cut from 24 hours to ...
Scott Bessent had some harsh words for former US Treasury secretary Janet Yellen in May 2024.
UBS more than halved its holdings of mark-to-model assets during 2024, a year after these balances ballooned fivefold following its acquisition of Credit Suisse.
Because political, economic and social flux tends to create big, durable trends that trend strategies can ride. It leads to more fragmented markets, widening the opportunity set for trend followers ...
This episode of Quantcast Master’s Series – part of the Tomorrow’s Quants project – welcomes Jack Jacquier, director of the ...