The version of the mammoth budget bill that passed the US House of Representatives on May 22 would have zeroed out the OFR’s ...

Some machine learning scientists had hoped that LLMs would be able to forecast better with limited data, and perhaps to apply ...

Researchers from the Swiss National Bank have shown how a trading strategy that uses fine-tuned large language models (LLMs) to analyse sentiment in the foreign exchange market could outperform ...

Nomura, the first and only bank using its own models to calculate market risk capital under new rules known as the ...

The second quarter saw the sharpest surge in net cash outflows (NCOs) since the pandemic at the largest US banks, accompanied by a matching jump in high-quality liquid assets (HQLAs).

But experts question whether European Commission proposal will draw insurers back to other securitised products ...

When the European Banking Authority (EBA) released the results of its latest stress test at the start of August, four banks ...

Actual price moves blindsided VAR forecasts on 34 occasions – the highest tally since Q1 2020, when banks recorded an unprecedented 207 breaches, which were largely disregarded by regulators in light ...

CVA risk-weighted assets (RWAs) across the country’s eight global systemically important banks totalled $279 billion as of end-June, a $34.4 billion rise on end-March and the highest aggregate since ...

Mandatory training on critical operational risks coverage has broadened over the past year, particularly in the domain of ...

Repo market participants are calling for regulators not to drag special collateral repo into the growing discussion around the appropriate level of haircuts on repurchase agreements.