Focussing on Japanese nonfinancial firms, the authors investigate which factors, such as interest rates and stock price, influence investment strategies.

Selling options for passive income.” Elsewhere, also in October, Tom Only users who have a paid subscription or are part of a ...

This paper compares two distinct modelling approaches for pricing derivative contracts on commodity excess return indexes, ...

Like many dealers, NatWest has for years had a tool that automatically trades in the underlying spot or forwards markets to ...

Risk Benchmarking study finds a majority of big dealers tapping cloud capacity, some exclusively, with others migrating ...

Dr. Leviticus Mensah is a Ghanaian professional with a robust background in financial accounting, investment analysis, business and corporate finance as well as academic research. Holding a PhD in ...

US global systemically important banks (G-Sibs) boosted their holdings of Level 2A high-quality liquid assets (HQLAs) to a two-year high in the third quarter, signalling a renewed appetite for ...

Hong Kong’s securities regulator has begun exploring the launch of a new Southbound Swap Connect scheme, a move that would ...

The Tomorrow’s Quants series explores the skills needed by new quant recruits, drawing on a survey of 39 employers, and six ...

London Stock Exchange Group’s (LSEG) post-trade division has launched its first market risk optimisation tool, initially ...

ABN Amro transferred the bulk of its credit risk portfolio to the standardised approach (SA) in the third quarter. The change caused its risk-weighted assets (RWAs) to surge, but that increase was ...

The European Union’s banking standard-setter is preparing to provide clarity on a little understood risk in lenders’ banking ...