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

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 ...

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

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 ...

The new documentation, published by the Loan Market Association on December 17 and open for consultation until February 28, would re-hitch single-currency euro loans to the euro short-term rate, or ...