Amid tariff-driven market volatility, the eight US global systemically important banks (G-Sibs) – which accounted for 93% of total OTC activity across large and mid-size US banks – posted an 8% ...

A new paper analyses the controversial tool that governments may be forced to deploy to control borrowing costs ...

The Scap helped stabilise markets and a successor regime, the Dodd-Frank Act stress test (DFAST), similarly began to provide valuable information for investors and analysts. However, 2019 reforms ...

Steve Wang was formerly an executive director of Basel III implementation at a US global systemically important bank.

The author investigates how probabilistic classification can be used to enhance credit-scoring accuracy, offering a robust means for assessing model performance ...

Marex's support of mangrove projects provides high-quality credits for clients and socio-economic benefits for local ...

Two-thirds of banks in North America formally define enterprise risk, compared with just 30% of European lenders, a new ...

CME’s foray into prediction markets has sparked debate over the regulatory treatment of event contracts and the ability of ...

This comprehensive report examines how banks can enhance their stress-testing frameworks to address emerging threats while ...

With a focus on strategy and scalability, KWA Analytics improves clients’ operations in Japanese power, biofuels and ...

Systemic indicators for the European Union’s largest banks expanded across the board in 2024, with securities-related gauges in particular rising at a marked pace.

Power company uses renewables to help Thailand attract energy-intensive manufacturers amid recent geopolitical shifts ...