The authors propose the using equal risk pricing for market-consistent valuation of illiquid financial derivatives, ...

Mohammad Saber Rohi received his bachelor's degree from the University of Kermanshah in applied mathematics then he achieved his Master's and Ph.D. degrees in financial mathematics and Numerical ...

Mondher Bouattour is an Associate Professor of Finance at Excelia Business School and a member of the LGTO laboratory. He obtained a PhD in Management Science from Toulouse University, France. His ...

This paper extends typical research on herding behavior to commodity futures markets, investigating five markets and finding herding behavior during the global ...

Within months of the UK’s vote to leave the European Union in 2016, EU lawmakers found themselves caught on the horns of a dilemma. On the one hand, the European Central Bank was uncomfortable with ...

Custodian banks say asset managers have largely utilised outsourced FX solutions, switching to standing instructions to Only users who have a paid subscription or are part of a corporate subscription ...

In the quarter ending October 31, RBC’s CVA risk-weighted assets (RWAs) reached C$18.2 billion ($12.6 billion), marking a 12.9% increase over the previous quarter and a 41.5% rise since Canada’s ...

This article examines the key themes of a recent webinar, sponsored by S&P Global Market Intelligence, on market volatility ...

A whitepaper exploring prevailing compliance challenges and the implications of regulatory changes on data and reporting technology, and outlining the ...

During the third quarter of last year, the index futures and options (F&O) clearing unit reported a peak breach of ¥246.7 billion ($1.6 billion) – more than 10 times the previous highest deficiency of ...

Towards the end of last year, for our annual ranking of investment risks, Risk.net asked investors what was worrying them most. The broad direction of their thinking show as much in the answers they ...

When CME Group first applied for a licence to operate a futures commission merchant (FCM), it sparked plenty of controversy ...