Data
A student of Dr Doom says QE is here to stay
Salomon alumni Michael Howell says central banks can’t stop pumping liquidity
Asia moves: Senior hires at Nomura, HKEX and more
Latest job news from across the industry
Cloud control: optimising cloud for risk management gains
Cloud adoption has accelerated rapidly among capital markets participants in recent years. This Risk.net webinar explores how firms can optimise their usage of cloud, driving greater efficiency, avoiding common pitfalls and keeping costs to a minimum
SG1 growth slower than expected, say LPs
Despite sluggish take-up of Singapore FX matching engines, some hope a new NDF venue will offer a boost
US commercial bank deposits see biggest drop in 50 years
Depositors pulled record $317bn in March; preliminary April figures suggest banking system still fragile
FX options hint at potential for euro shock
Months-long rally powered by ongoing hikes, but euro-bears fear economy will crack
How Man Numeric found SVB red flags in credit data
Network analysis helps quant shop spot concentration and contagion risks
HTM securities hit $2.5trn at US banks in 2022
BofA, First Foundation and Wells Fargo reported largest share of HTM to total securities behind SVB
Fed’s climate stress test whips up storm for banks
Long-awaited US climate risk exercise puts tough pressure on banks’ data and models
High-frequency flap over CME’s Aurora data centre
FIA Boca 2023: Exchange group’s migration to Google’s cloud could render HFT networks redundant
Top 10 operational risks for 2023
The biggest op risks for the year ahead, as chosen by senior industry practitioners
Mystery upstarts crash Robinhood’s retail options party
SEC filings hint at wider shake-up in wholesale options market-making
EC stuns corporates by scrapping Emir swaps exemption
Industry confused as to why intragroup reporting obligation needs resurrecting
Smarter data: steering a course in volatile markets
Fixed income markets are entering a new era of turbulence. This paper outlines the challenges facing asset managers in this macro environment and how to overcome them through high-quality data and cutting-edge analytical tools that uncover alpha and…
Data shines light on Tibor fragility
Lack of actual transactions in D-Tibor should be considered in fallback discussions
HKMA preparing prescriptive climate stress test for 2023
Regulator plans granular scenario specifications, considers Pillar 2 capital measures
FSB: third of climate stress tests not tackling physical risk
Six jurisdictions conducted exercises only for transition risk
Credit risk: best practices for predicting future risks
In today’s uncertain times, credit risk managers are under increasing pressure to provide robust, forward-looking insights on counterparties. Fitch Solutions explores the key pain points in the process and crucial steps to improving data quality
Getting op resilience right: breaking down silos and developing a cohesive data strategy
As banks further define their frameworks for operational resilience, firms are now grappling with developing a cohesive data strategy, correlating regulatory expectations and defining concrete outcomes. This Risk.net webinar covers how leading banks are…
Transforming your actuarial function to stay agile and competitive
While transformation is important, its success depends on putting data in capable people’s hands
Maximising value from ESG data
Bloomberg’s Brad Foster discusses the latest trends in environmental, social and corporate governance (ESG) data usage by capital markets firms
Navigating the complex world of equity options data
In an exclusive Risk.net webinar, convened in collaboration with Cboe Global Markets, experts discussed the expanding world of equity options data, the rise of retail investment within it, and the technological challenges and opportunities associated…
As interest rates surge, bankers fret over last year’s models
IRRBB modellers trying to predict client behaviour have little relevant data to fall back on
Sculpting implied volatility surfaces of illiquid assets
From the stock cumulative distribution function an arbitrage-free volatility surface is derived