As the US government hurtled towards a shutdown late last year, most market participants were focused on the political and ...

Tracker funds are choking out active managers, leading to hyped valuations for a dangerously small number of equities ...

Riccardo Tedeschi is a senior partner and the head of the pricing unit and financial innovation competence line, at Prometeia ...

Selene Comolli, Fabio Menozzi, Pietro Rossi and Riccardo Tedeschi present a model for a coherent simulation of rating transitions and credit-spread term structures based on a generator framework, ...

Central clearing rates for over-the-counter derivatives among mid-tier European banks fell to their lowest level in at least seven years in 2024, as sharp reductions at a small number of large dealers ...

European regulators are debating whether capital requirements for repackaged notes issued on multi-dealer platform Spire should be calculated under the counterparty credit risk (CCR) or market risk ...

Pietro Rossi is an adjunct professor of Computational Finance in the Department of Statistical Sciences ‘Paolo Fortunati’ at the University of Bologna and is also a senior advisor to Prometeia SpA.