One senior reporting expert at a US bank estimates that meeting the requirement costs at least $1 million a year due to the ...
In the third quarter of 2024, the Options Clearing Corporation estimated that the worst-case default of a single member would ...
Credit default swap (CDS) contracts referencing embattled Swedish debt collector Intrum face an uncertain payout from Thursday’s (January 16) default auction, as the derivatives market mechanism ...
Stefano Iabichino introduces the application of stochastic optimal control to a bank’s net interest rate income. In his study, he delineates the optimal fund transfer policy, identifies the optimal ...