Miruna-Daniela Ivan, lead policy analyst in the BoE’s financial stability strategy and risk directorate, argued in the post that the reuse by dealers of securities posted as collateral contributes to ...

Groupe BPCE drastically curtailed its use of the simplified risk-weighting method for equity investments in the first quarter, as new European Union banking rules reshaped how stakes in the banking ...

Macro investors are struggling to find good trades ahead of the July 9 deadline for the Trump administration’s 90-day tariff pause, choosing instead to focus on the ‘day-to-day’.

This paper investigates procyclicality models, bringing attention to that fact that typical measures of model responsiveness are random variables and impacted ...

This issue of The Journal of Risk Model Validation continues to mirror the Zeitgeist by publishing two papers on default prediction (as well as one on time-scaling challenges). I apologize to readers ...