Social media and live newsfeeds not so far useful, hedge fund says
ABSTRACT Expanding the realized variance concept through realized skewness and kurtosis is a straightforward process. We calculate one-day forecasts for these moments with a simple exponentially weighted...
This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
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ABSTRACT Using nonlinear machine-learning methods and a proper backtest procedure, we critically examine the claim that Google Trends (GT) can predict future price returns. We first review the many potential...
Financial policing takes on a touch of Silicon Valley glamour
Central bank eyes big data and psychology
Position sizing manager's most important quality, says study
Bank fines hit £1.37 billion in 2014, a fourfold increase on previous year
Questions over policy design and coverage blight nascent industry
Firms worry about integrating data for EU and US trade reporting rules
Insurers can now sharpen forecasts and improve policies against cyber crime
Sponsored forum: Risk data aggregation and risk reporting
ECJ decision means new problems for data preservation
Focus needs to be on reacting, not stopping every threat
Companies can wring more value from regulation-mandated data
Community data sharing could change cyber risk protocol
Academics echo Bank of England complaints over incomplete data
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.