Last year, when the clearing house proposed adding a 15% operational buffer to its default fund – instead of enforcing the ...

Antonov’s latest paper, co-authored with Lopez de Prado and Adia’s co-head of quant R&D Alexander Lipton, compares HRP with the original Markowitz method and finds that it produces more robust risk ...

The increase was primarily driven by cross-border credit to non-bank financial institutions (NBFIs), which climbed by $495 billion over the quarter, reaching an annual growth rate of 13.5% – the ...