Articles by Risk.net staff
Clearing house of the year: Eurex Clearing
Risk Awards 2021: Clearer’s Prisma margin model proves its mettle in year of market tumult
OTC trading platform of the year: Fenics GO
Risk Awards 2021: Hybrid protocol jumpstarts electronification of options block trading
Hedging adviser of the year: Rothschild
Risk Awards 2021: Restructuring effort helped Arqiva to slash its derivatives exposures by 40%
Derivatives client clearer of the year: JP Morgan
Risk Awards 2021: Bank avoided tech snags and margin call surprises that plagued peers during crisis
OTC infrastructure service of the year: Capitalab
Risk Awards 2021: Valiant effort to solve swaptions discounting problem wins praise from clients
Exchange of the year: CME Group
Risk Awards 2021: Changes to options strikes helped CME avoid major mishaps in volatile 2020
Foreign exchange prime broker of the year: HSBC
Risk Awards 2021: Diligent approach to risk management brings new clients to UK bank
Risk innovation of the year: Credit Suisse
Risk Awards 2021: New analytics dash helped bank get ahead of op risk breaches during Covid crisis
Flow market-maker of the year: Citadel Securities
Risk Awards 2021: Palm Beach bubble allowed the firm to maintain crucial roles during March panic
Innovation in execution: Credit Suisse
Risk Awards 2021: Swiss bank’s AES platform excelled in US Treasury market during March turmoil
Interest rate derivatives house of the year: Citi
Risk Awards 2021: Pre-spring cleaning allowed Citi to meet client needs when Covid hit markets
Credit derivatives house of the year: Credit Suisse
Risk Awards 2021: Hedging before the crisis allowed bank to offer ample liquidity when markets tanked
Inflation derivatives house of the year: NatWest Markets
Risk Awards 2021: Warehousing capabilities created competitive edge in illiquid CPI market
Risk solutions house of the year: Santander
Risk Awards 2021: Agile approach kept complex transactions on track during pandemic
Currency derivatives house of the year: BNP Paribas
Risk Awards 2021: Long dollar inventory and global forwards e-book helped clients navigate March crisis
Bank risk manager of the year: Deutsche Bank
Risk Awards 2021: A leaner, smarter lender emerges from a decade of chaos
Credit portfolio manager of the year: BNP Paribas
Risk Awards 2021: Lender crushes RWAs to keep taps flowing to corporate Europe during Covid crisis
Quants of the year – Jim Gatheral and Mathieu Rosenbaum
Risk Awards 2021: Rough volatility models could make the options market more efficient
Rising stars in quant finance: Iuliia Manziuk and Bastien Baldacci
Risk Awards 2021: New research tackles ‘fundamental’ but largely ignored smart order routing problem
Technology innovation of the year: Scotiabank
Risk Awards 2021: New risk engine can run nearly a billion XVA calculations per second
Buy-side quant of the year: Alex Lipton and Marcos Lopez de Prado
Risk Awards 2021: optimal trading solution was inspired by concept used in nuclear cooling
Sovereign risk manager of the year: Italy’s Ministry of Economy and Finance
Risk Awards 2021: Italy’s CSA agreements allow it to issue in US dollars for the first time in almost 10 years
Technology vendor of the year: Murex
Risk Awards 2021: New models, huge volumes, remote working – but Murex hit 95% of development plans
Top 10 operational risks for 2020
The biggest op risks for 2020, as chosen by industry practitioners