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

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 ...

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