But not all copulas are created equal. Normal mean-variance mixture copulas can capture heavy tails and asymmetries in the ...

As hedge funds have ballooned in recent years, so has their footprint in the few markets large enough to accommodate them.

The accelerating costs of climate change are forcing investors to rethink how they assess, value and manage portfolios.

Round-the-clock trading is seen as inevitable, yet many traditional instruments including interest rate options and some ...

UniCredit’s value-at-risk gauges pulled back sharply in the first half of 2025, giving traders more room to manoeuvre after the bank converted part of its synthetic investment in Commerzbank into ...

A clearing member has margined a portfolio of interest rate swaps cleared at LCH and futures traded on FMX for the first time ...

A third of staff set to depart US regulator, but some teams will suffer much heavier losses ...

Fewer than half of banks participating in Risk.net ’s 2025 Enterprise Risk Benchmarking study rate their governance, risk and ...

The Risk Asia Awards are judged by Risk.net ’s Asia editorial team, by weighing a number of factors, including risk ...

Natixis has made a series of senior hires in its rates and foreign exchange market-making business in the Asia-Pacific region ...

The European Banking Authority says chair José Manuel Campa will step down at the end of January 2026 for family reasons and ...

The average daily turnover of over-the-counter interest rate derivatives surged to an all-time high in the latest triennial survey from the Bank for International Settlements (BIS), with ...