Risk47 分钟
Buffer stop: Eurex clearing members shunt default fund
Last year, when the clearing house proposed adding a 15% operational buffer to its default fund – instead of enforcing the ...
Risk1 小时
Podcast: Alexandre Antonov turns down the noise in Markowitz
Antonov’s latest paper, co-authored with Lopez de Prado and Adia’s co-head of quant R&D Alexander Lipton, compares HRP with the original Markowitz method and finds that it produces more robust risk ...
Risk20 小时
Funds tap options on FX vol amid tariff disruptions
Risk.net, FX Markets.com, WatersTechnology.com, Central Banking.com, PostOnline.co.uk, InsuranceAge.co.uk, RiskTechForum.com ...
Risk22 小时
Crossed signals: row over collusion pits scholars against traders
The bombshell claims were published last month in a paper titled ‘Anonymity, signalling and collusion in limit order books’, ...
Risk7 小时
Cross-border lending to shadow banks spiked in Q3
The increase was primarily driven by cross-border credit to non-bank financial institutions (NBFIs), which climbed by $495 billion over the quarter, reaching an annual growth rate of 13.5% – the ...