Morgan Stanley’s capital requirements for credit valuation adjustment (CVA) risk skyrocketed 42% in the third quarter, driven overwhelmingly by charges computed under the simple approach, where the ...

Earlier this year, credit traders hoped a new credit default swap (CDS) index would help them hedge their exposure to North ...

Hüseyin Öcal possesses nineteen years of diverse non-academic experience, including thirteen years in the financial sector (such as banking) and six years in non-financial sectors (including textiles ...

Agricultural Bank of China’s (ABC) market risk-weighted assets (RWAs) jumped by 42.4% in the third quarter to their highest level since at least 2012. The Chinese megabank reported 260.3 billion yuan ...

This study aims to provide empirical insight into the efficiency of major pure-play internet banks in South Korea, Japan and China (that is, KakaoBank, K Bank, Sony Bank, Jibun Bank andWeBank).We ...

The founder of Anacapa Advisors, Phil Pecsok, says his firm’s short volatility strategy is as straightforward as selling car insurance, albeit with a much higher turnover. Systematic options selling ...

The US Federal Reserve’s vice chair for supervision Michael Barr has defended his efforts to dilute the capital impact of a flagship new bank regulation package. He promised to work with incoming ...

In the world of high-frequency trading, nanoseconds gained in trade execution can mean the difference between success and ...