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 ...

Mondher Bouattour is an Associate Professor of Finance at Excelia Business School and a member of the LGTO laboratory. He obtained a PhD in Management Science from Toulouse University, France. His ...

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

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

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 ...

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

During the third quarter of last year, the index futures and options (F&O) clearing unit reported a peak breach of ¥246.7 billion ($1.6 billion) – more than 10 times the previous highest deficiency of ...

Towards the end of last year, for our annual ranking of investment risks, Risk.net asked investors what was worrying them most. The broad direction of their thinking show as much in the answers they ...

Regional bank survey shows steady growth of dedicated change risk functions and adoption of leading indicators ...

In the latest European Banking Authority Transparency Exercise, 39 banks using the IMA alongside the standardised approach (SA) saw ...