Risk15 小时
Everything, everywhere: 15 AI use cases in play, all at once
In the absurdist sci-fi fantasy, Everything Everywhere All at Once, every life choice creates a new alternative universe, ...
Risk15 小时
Value-at-risk models face neglect due to FRTB uncertainty
Like tomorrow, new market risk capital rules for banks always seem to be one day away. The repeated delays have left bankers ...
Risk7 小时
A market-making model for an options portfolio
Options market-making is a complex problem, especially at the portfolio level, which explains both the lack of publicly available models and practitioners’ reticence around sharing their solutions.
Risk15 小时
French banks’ equity VAR surges to multi-year highs
Volatility pushes fourth quarter readings at BNP Paribas, Crédit Agricole and SocGen to levels unseen in recent years ...
Risk15 小时
Citi rolls out revamped SDP in emerging markets
Following the relaunch of Velocity 3.0 in 2023, the US bank has focused on consolidating its various electronic foreign exchange pricing platforms – including CitiFX Pulse, its execution and treasury ...