The authors put forward a machine learning model for the prediction of mortgage prepayment risks at the loan origination ...

The authors investigate the relationship between return realizations and pre-earnings implied volatility, finding the ...

For banks and other financial Only users who have a paid subscription or are part of a corporate subscription are able to ...

SGX-CDP, one of the two clearing arms of the Singapore Exchange, was hit by an operational failure lasting five hours and six ...

The author proposes a means to value portfolios under a climate transition stress test, showing which sectors are likely to be more severely impacted by a ...

The new documentation, published by the Loan Market Association on December 17 and open for consultation until February 28, would re-hitch single-currency euro loans to the euro short-term rate, or ...

Major banks ended 2023 with record holdings of hard-to-value assets, with global systemically important banks (G-Sibs) accounting for most of the €47.6 billion ($50 billion) year-on-year increase.

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

Months before Donald Trump’s election as president, the US implementation of key prudential rules appeared to have stalled, as regulators quarrelled over how far to soften an original proposal from ...

This article examines the key themes of a recent webinar, sponsored by S&P Global Market Intelligence, on market volatility ...

This paper extends typical research on herding behavior to commodity futures markets, investigating five markets and finding herding behavior during the global ...

Mohammad Saber Rohi received his bachelor's degree from the University of Kermanshah in applied mathematics then he achieved his Master's and Ph.D. degrees in financial mathematics and Numerical ...