StatPro Group, a leading provider of portfolio analysis and asset valuation services for the global asset management industry, announces a major breakthrough in its risk measurement research. StatPro ...

As regulation, geopolitics and market shifts constrain liquidity, institutional investors must rethink how to manage this overlooked risk. Unsplash+ When Silicon Valley Bank collapsed, it wasn’t left ...

Foreign exchange markets are shaped by liquidity fluctuations, which can trigger return volatility and price jumps. Identifying and predicting abnormal FX returns is critical for risk management and ...

Public markets offer potentially healthy opportunities for excess returns (alpha) given structural inefficiencies and macroeconomic volatility driven by divergent global growth and inflation paths.

As markets mature, yield-bearing assets are starting to behave less like products to hold and more like collateral systems to ...

Central banks support markets or institutions because doing so will help them meet their mandate with regard to the maintenance of price and financial stability. During crises, central banks expand ...

We fund our assets primarily with a mix of deposits and secured and unsecured liabilities through a centralized, globally coordinated funding approach diversified across products, programs, markets, ...

The banking failures of early 2023—precipitated by the sudden collapse of Silicon Valley Bank (SVB)—served as a rude awakening for the sector, giving financial institutions extraordinary cause for ...

In a precarious world of real-time payments, fintech disruption, and global economic uncertainty, liquidity has been elevated from a balance sheet metric to become a frontline operational challenge.

In 2014, the Liquidity Coverage Ratio (LCR) was a much-needed response to the liquidity crises that exacerbated the global financial meltdown. The regulation requires banks to hold enough high-quality ...