Market participants optimistic that new provisions for offshore repos of onshore bonds is first step towards mainland access ...

The euro swap spread measures the difference in nominal yields on German government bonds versus the fixed leg of euro ...

In the third quarter of 2024, the default funds of six clearing services expanded to record levels, a Risk Quantum analysis ...

The authors suggest that model risk management practices used in financial institutions can be applied to academic research and enhance research outcomes.

Mahmood Alaghmandan is a climate scenario analysis specialist at Canada’s Office of the Superintendent of Financial Institutions (OSFI), the national regulator. With a background in industrial ...

Following the BoJ’s bold moves to adjust its monetary policy, the yen rate-swap market has come alive with unprecedented activity. Since March 2024, the notional amount of JPY interest rate swaps ( ...

Financial institutions are not shielded from multidomain disruption – a greater risk and reality today than before. In a Risk.net panel session, convened at ...