In a rare instance of agreement between the buy and sell sides, a new clearing model for US Treasury repos proposed by the Fixed Income Clearing Corporation is winning praise from all sides of the ...

Operational risk managers have found only limited use for artificial intelligence tools, with most banks avoiding the technology to help with risks such as IT disruption and change management, a new ...

The authors investigate return barrier options and how failing to capture the market’s implied volatility surface can lead to ...

Market sentiment around euro/ US dollar FX options has shifted dramatically with geopolitical events. For example, after US ...

Investigating systemic risk, the authors build an interbank network based on tail dependence and suggest typical network ...

Justin Lars Kirkby is currently a Quantitative Researcher at a larger multi-manager hedge fund. He has held various positions in the financial industry, with research interests including Option ...