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

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 ...

For banks and other financial Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content. To access these options, along with all other ...

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 ...

Of the record $727.1 trillion notional amount held by dealers in Bank for International Settlements member countries, 26.2% had a counterparty other than another reporting dealer or a central ...

Across the 77 banks assessed by the Financial Stability Board for its latest G-Sib ranking, Level 3 assets climbed to €726.8 billion – a 7% rise from end-2022 and the highest in 11 years of ...

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