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 ...

A new framework for handling disruption events is at the core of work being carried out by the International Swaps and ...

Largest banks want Commission to delay implementation, but it’s not the legislator’s only option ...

Every day, thousands of bilateral trades in cash and derivative instruments are arranged via Bloomberg instant messages on the tech firm’s ubiquitous terminals, with parties sending out requests for ...

“We want the liquidity in the Treasury market to stay robust, and pushing out timelines definitely makes sense as the ...

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 ...

Cash-plump US money market funds (MMFs) bulked up direct investments of US Treasuries in November, moving further away from ...

Regions Bank boosted its held-to-maturity (HTM) securities portfolio to $4.4 billion, marking a 58.8% rise from the previous quarter and reaching its highest level in at least a decade. The strategic ...

In his final official remarks before stepping down as chairman of the US Commodity Futures Trading Commission, Rostin ‘Russ’ ...

These are certainly exciting times! The Journal of Operational Risk, as the leading publication in this area, aims to be at the forefront of OpRisk discussions and we welcome papers that shed light on ...