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The Libor transition – Let’s talk about SOFR

Time is ticking to Libor’s planned decommission date of December 31, 2021. Firms need to move quickly to execute their transition strategies, and having unique insight into certain key issues can aid decision-making. Numerix’s Ping Sun discusses…

Credit risk rethought – The new data imperative

The Covid‑19 pandemic has caused a seismic shift in the world of credit risk analysis. As pressure mounts on business leaders, regulators and governments, the demand for robust, reliable, forward-looking credit risk information is at a premium. Faced…

Libor countdown webinar series – Euro

In this webinar, a panel of experts discusses €STR liquidity, how firms fared through the recent central counterparty discount switches, the impact on €STR swaps trading and the future of Euribor

Libor countdown webinar series – GBP

Nobody knows what will happen to Libor at the end of 2021, but the market has to be ready for anything – including the benchmark’s demise. The coming months will be crucial in determining how and whether rates markets are able to cope

Risk model management in the age of Covid‑19

As many financial institutions acknowledge that risk models designed prior to the Covid‑19 crisis cannot effectively assess the current climate, it is apparent that current methodology needs an upgrade to sufficiently distinguish the effects of the…

Fraud and AML – AI and machine learning done right

What resources does your financial services organisation need to ensure success when it comes to artificial intelligence (AI) and machine learning? Having an appropriate team in place, including domain experts, analysts and data engineers is a great…

Libor transition readiness – The current narrative

The decommission of Libor is making a huge imprint on the global financial services sector. The transition from Libor to alternative reference rates may just be the largest financial engineering project the world has ever seen. While the capital markets…

FRTB – Special report 2020

Throughout FRTB’s troubled gestation, regulators were warned that making the internal models approach too operationally complex and capital-intensive would mean few outside the biggest banks wanted to use it – with the potentially dire consequence that…

FRTB implementation – Covid-19 and Libor pressure

Industry leaders discuss the pressures FRTB is placing on banks’ data infrastructure and systems, how FRTB may constrain banks’ ability to manage future volatility, and the potential complications to implementation caused by such factors as the Covid‑19…

The changing shape of buy-side risk technology

Buy-side risk managers and FactSet’s global head of quantitative analytics gathered for a Risk.net webinar to discuss topical risk management trends for asset managers and to consider the industry challenges posed by the recent Covid‑19 pandemic

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