The authors put forward a machine learning model for the prediction of mortgage prepayment risks at the loan origination ...

The new documentation, published by the Loan Market Association on December 17 and open for consultation until February 28, ...

SGX-CDP, one of the two clearing arms of the Singapore Exchange, was hit by an operational failure lasting five hours and six ...

The authors investigate the relationship between return realizations and pre-earnings implied volatility, finding the ...

For banks and other financial Only users who have a paid subscription or are part of a corporate subscription are able to ...

The author proposes a means to value portfolios under a climate transition stress test, showing which sectors are likely to be more severely impacted by a ...