This paper proposes a novel contract, called disaster insurance swaps, to help insurance and reinsurance firms hedge ...

First Citizens Bank acquired SVB out of bankruptcy on March 27, 2023. After closing the deal, the bank realised that many of ...

The increase in renewable energy generation across Europe and the US in recent years has led to a rise in new flexible assets ...

Risk.net, FX Markets.com, WatersTechnology.com, Central Banking.com, PostOnline.co.uk, InsuranceAge.co.uk, RiskTechForum.com ...

Chi Feng is a doctoral candidate at the School of Finance, Shanghai University of Finance and Economics. She holds a bachelor’s degree in Mathematics from the University of Washington and a master’s ...

Risk.net, FX Markets.com, WatersTechnology.com, Central Banking.com, PostOnline.co.uk, InsuranceAge.co.uk, RiskTechForum.com and Chartis-Research.com.

The Norinchukin Bank shifted a large portion of its credit risk-weighted assets (RWAs) from the supervisory slotting approach to the more granular advanced internal ratings-based (A-IRB) approach in ...

Structurers say US corporates’ use of options-based net investment hedging helped soften impact of USD selloff ...

The current market risk framework refuses to be superseded. Risk.net dissects banks’ disclosures to explore how trading book ...

Banks sniff an opportunity to push the Fed for more openness over stress test models – and seize capital benefits ...

GEN-I has been expanding across Europe since its launch in 2005 and is set to enter the US power market next year ...

The National Securities Clearing Corporation (NSCC) collected $9.2 billion in variation margin (VM) on a single day in the first quarter – the highest such demand on record.