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Japan’s interest rate derivatives trading and clearing on the rise
Japan Exchange Group and OpenGamma chart Japan’s journey towards a flourishing derivatives trading and clearing ecosystem
Mastering XVA dynamics from the buy side
Amid fluctuating prices and macroeconomic uncertainty, buy-side firms are taking a more proactive role in challenging the derivatives valuations of their sell-side counterparties
Chartis Energy50
The latest iteration of Chartis’ Energy50 ranking
LLM integration: Special report 2024
This report delves into the nuanced deployment of LLMs in the financial sector, exploring their application in day-to-day operations, model governance, and the challenges of implementation
CompatibL AI: at the forefront of change within the financial industry
The ongoing revolution in AI offers tangible benefits in risk management and financial trading. By leveraging CompatibL AI, institutions can overcome the limits of LLMs and gain accuracy, efficiency and better handling of natural language documents,…
The fine line with LLMs: financial institutions’ cautious embrace of AI
The integration of large language models (LLMs) has emerged as a pivotal force reshaping industry practices, while redefining how banks and asset managers operate in an increasingly complex environment. Here, industry experts discuss the multifaceted…
Joining the dots: banks leverage tech advancements for the future of regulatory reporting
The continued evolution of regulatory frameworks is creating mounting challenges for capital markets firms in achieving comprehensive and cost-effectiveawa compliance reporting. Regnology discusses how firms are starting to use a synthesis of emerging…
CVA swap: a new type of capital relief trade
Dmitry Pugachevsky, Quantifi, discusses the emergence of the CVA swaps market
Real-time and historical market data: priorities, preferences and the cloud
This paper, commissioned by LSEG, focuses on firms’ current market data priorities, the asset classes and geographies they are looking to focus on in the near future, and the benefits they can expect by moving their historical market data storage and…
Shaping the future of US Treasuries trading
Tradeweb Markets’ Thomas Pluta and Bhas Nalabothula, and Maile Robichaud from State Street Global Advisors discuss the evolution of US Treasuries trading and the innovations that are shaping its future
From ‘glut effects’ to ‘greedflation’: the factors shaping derivatives markets in 2024
Societe Generale and Risk.net held the ninth edition of their annual flagship Derivatives Conference in the iconic SG Towers at La Défense. Usually hosted in London, the event was co-sponsored by the CME Group and took place in Paris for the first time,…
Finding the investment management ‘one analytics view’
This paper outlines the benefits accruing to buy-side practitioners on the back of generating a single analytics view of their risk and performance metrics across funds, regions and asset classes
Collateral damage: the lowdown on dirty CSAs
How are banks coping with growing demand for non-cash collateral in uncleared derivatives contracts? An expert panel discusses the re-emergence of dirty CSAs
Emerging lessons from the current credit risk cycle
Experts discuss the challenges of higher inflation and interest rates, the impact on defaults, innovations in credit risk modelling and predictions for 2024
Structured credit: the outlook for 2024
In this webinar produced by Risk.net in association with Numerix, experts discuss the risks, opportunities and outlook for structured credit markets in 2024
Dismantling the zeal and the hype: the real GenAI use cases in risk management
Chartis explores the advantages and drawbacks of GenAI applications in risk management – firmly within the well-established and continuously evolving AI landscape
Payment risk: facing the regulators with confidence
As banks continue to struggle with controlling their payments functions, Alex Knight, head of Emea at Baton Systems, explains how institutions can overcome this problem by easily activating payment rules that can be immediately applied across multiple…
Future expectations for XVA and counterparty credit risk management
Alberto Micucci, director, financial risk and analytics at S&P Global Market Intelligence, discusses his future expectations for XVA and counterparty credit risk management.
Navigating technology integration in an altered buy-side risk landscape
Luke Armstrong discusses the expanding role of buy-side risk teams, the comprehensive integration of risk factors and how technology can help risk managers navigate a dynamically shifting risk landscape
In search of clean data: firms navigate data challenges as LLM adoption flourishes
This WatersTechnology rapid read report explores the transformative potential of LLMs in financial services, offering insights into the evolution, challenges and positive impacts on decision-making processes in capital markets
Trends in regulatory enforcement in the age of compliance angst
Legal and compliance experts discuss the changing shape of regulatory enforcement and how financial institutions are adapting to a shift in approach
Tackling credit risk in turbulent times
Survey reveals Apac CROs’ top credit risk priorities
Models shed light on opaque private credit markets
Stewart Webster, director of credit and risk at S&P Global Market Intelligence, discusses how his team is providing transparency in this challenging sector of the credit markets.
Assessing the importance of liquidity and climate risk in an evolving risk landscape
In a Risk.net webinar sponsored by S&P Global Market Intelligence, five experts discussed the challenges that evolving risks pose and how the buy side is having to adapt its approach. This article examines the key themes that emerged from that discussion