A market-making model that considers correlation, transaction costs and market impact is presented
A market-making model that considers correlation, transaction costs and market impact is presented
The biggest op risks for the year ahead, as chosen by senior industry practitioners Read More
Dutch court case pressures supervisors to accept new tech; explainability the key challenge Read More
Even after Emir 3 draft, the EU regulator would like more powers over both foreign and domestic CCPs ...
Cyber and third-party risks also rise, along with concerns around data management and execution errors Read More
Banks are coming under increasing regulatory pressure to incorporate climate risk into their risk management frameworks. An emerging...
Advisory committee heard that CFTC believed it could “play a more direct role” in cyber security practices Read...
Ion hack deals industry painful reminder on the drawbacks of outsourcing Read More
Two months after firm registered as swap dealer, signatory of SEC filing announces retirement Read More
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