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What the Tokyo data cornucopia reveals about market impact
New research confirms universality of one of the most non-intuitive concepts in quant finance
October’s crash shows crypto has come of age
Ability to absorb $19bn liquidation event marks a turning point in market’s maturity, says LMAX Group's Jenna Wright
Responsible AI is about payoffs as much as principles
How one firm cut loan processing times and improved fraud detection without compromising on governance
Op risk data: Low latency, high cost for NSE
Also: Brahmbhatt fraud hits BlackRock, JP Morgan slow to shop dubious deals. Data by ORX News
Quantcast Master’s Series: Kihun Nam, Monash University
Melbourne-based programme winks at pension fund sector
How Basel III endgame will reshape banks’ business mix
B3E will affect portfolio focus and client strategy, says capital risk strategist
Why source code access is critical to Dora compliance
As Dora takes hold in EU, access to source code is increasingly essential, says Adaptive’s Kevin Covington
Quantcast Master’s Series: Petter Kolm, Courant Institute
The NYU programme is taught almost exclusively by elite financial industry practitioners
CVA capital charges – the gorilla in the mist
The behaviour of CVA risk weights at US banks in 2020 hints at the impact of the Basel III endgame
NMRF framework: does it satisfy the ‘use test’?
Non-modellable risk factors affect risk sensitivity and face practical and calibration difficulties, argue two risk experts
Quantcast Master’s Series: Laura Ballotta, Bayes Business School
The business school prioritises the teaching of applicable knowledge with a keen eye on the real world
Podcast: Iabichino on finance-native neural networks
UBS quant explains how to incorporate financial laws into an AI framework
Quantcast Master’s Series: Dan Stefanica and Jim Gatheral
Baruch College leaders on how they manage the top-ranked quant finance master’s programme
Op risk data: Ghost of Madoff still haunts HSBC
Also: Giant loan frauds hit three global banks, and AWS outage casts a cloud. Data by ORX News
The curious case of the missing volatility risk premium
Volatility investors will need to work harder and smarter to capture value, says Capstone
Op risk data: For Yes Bank, no mercy over insider fraud
Also: Cracking Brazil’s Pix hacks, Macquarie fund fumble, and taxing time for Crédit Agricole. Data by ORX News
US Basel III endgame: counterparty credit risk rumblings
CVA rules need better recognition of clearing and hedging, while SA-CCR netting questions linger
The great term premium comeback
Sovereign bonds are reintroducing risk compensation, opening up new areas of rates innovation, write Barclays rates heads
US Basel III endgame: a credit risk calibration conundrum
If regulators want to finalise the rules, they should strip out gold plate and cancel a haircut
Why flows now rival fundamentals
Geography and market sentiment are having profound impacts on price action, says LMAX’s head of FX data
When AI models malfunction, address the problem not the math
Governance of artificial intelligence models should focus on actionable outcomes rather than interpretability, argues former chief regulator