In his paper, Kienitz shows Gaussian mixture models ( GMM s) – a machine learning technique that has been used to fit complex ...

Brian Quintenz On May 14, commissioner Summer Mersinger announced her departure from the agency at the end of the month to pursue new opportunities. Two days later, commissioner Christy Goldsmith ...

Risk managers and clearing brokers fear the move to 24-hour stock trading will give them sleepless nights, literally, with questions swirling around how settlement fails, margin calls and possibly ...

Australia’s four largest banks held A$36.7 billion ($23.6 billion) in Additional Tier 1 (AT1) capital as of March 31, in the first public disclosure since the Australian Prudential Regulation ...

The first mid-year recalibration of the standard initial margin model under a new semi-annual regime will trigger a ...

UBS has so far focused this particular smart beta strategy on indexes that are owned and managed by S&P Global, such as the S&P 500. The investment house is currently working to embed Nasdaq indexes ...

Amid mounting geopolitical volatility, regulatory scrutiny and proliferating IT and cyber risks, financial market infrastructures (FMIs) are being pushed to revisit how they prepare for ...

Required initial margin for cleared interest rate swaps (IRSs), futures and credit default swaps (CDSs) surged by $51.4 billion in April – the biggest monthly increase since March 2022 – amid ...

The US Federal Reserve has agreed to fully disclose its stress test models and introduce a suite of transparency measures by ...

As European banks seek to diversify from US cloud hyperscalers, a supermarket group is becoming an unlikely new supplier ...

Global trade tensions have turned the normally benign Hong Kong dollar into a treacherous currency to trade, with wild spot moves forcing hedge funds to unwind leveraged positions that were widely ...

In February, Esma announced it would engage with stakeholders to identify where reporting burdens could be pared back, to ...