This episode of Quantcast Master’s Series – part of the Tomorrow’s Quants project – welcomes Jack Jacquier, director of the ...
Equities are typically the driving force for structured products. But rising rates have given a turbo boost to fixed income ...
JP Morgan was the only bank to benefit meaningfully from the substitutability cap in the latest global systemically important bank (G-Sib) assessment, with the ceiling keeping its official score below ...
A final rule governing the European Union’s regulatory approval process for clearing house margin models could hamper efforts by central counterparties (CCPs) to keep up with changes in the risk ...