Risk.net
Latest
Fed’s Quarles critical of opaque Libor data
ARRC chair Sandra O’Connor also questions IBA transparency
Why robo-advisers need artificial stupidity
Smarter algorithms can’t stop us making bad investment decisions – yet, writes Andrew Lo
Winton’s David Harding on turning away from trend following
Founder explains decision to scale back weighting of strategy that made firm’s name
Latest
Risk Quantum
Data insights, delivered daily
Risk Quantum finds insights in data. The service tracks the public disclosures of over 120 banks, funds, insurers, corporates, and central counterparties – as well as reports from prudential and markets regulators – in Asia, Europe and North America.
Editors' choice
Symphony bots march on Bloomberg
New chat system touted as sales and trading game-changer, as banks build hundreds of add-ons
Upcoming events
Big Figure
Under the floor
Bank of America Merrill Lynch fell below the so-called Collins floor in the second quarter of 2018, meaning its modelled risk-weighted assets (RWAs) were lower in value than those calculated by regulator-set standardised approaches. BAML cut its modelled RWAs – those calculated using the advanced approach under regulatory rules – by $20 billion (1.4%), from $1.457 trillion to $1.437 trillion, in the three months to June 30.
Read the full article
7 days in 60 seconds
Digital offices, Brexit swaptions and forex derivatives
The week on Risk.net, July 7-13, 2018
Receive this by email
Comment
Swaps data: the big get bigger in cleared swaps
Podcast: Lo on adaptive regulation, machine learning, bitcoin
Credit data: default risk still growing for Italy’s banks
If regulations don’t bend, they’ll break
Our Take
‘People who bought this swap also bought Apple’
A real-life stress test for CCP margin
Swaptions vol modelling tweak opens up pricing possibilities
Bank boards: goodbye to the prawn sandwich brigade?