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Quantcast Master’s Series: Dan Stefanica and Jim Gatheral
Baruch College leaders on how they manage the top-ranked quant finance master’s programme
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
Op risk data: 1MDB scandal still haunts Wall Street
Also: Woodford in hot water, Salesforce voice phishing hooks multiple firms. Data by ORX News
Crypto’s predictable path from central books to OTC discretion
Demand for bilateral trading as seen in FX is fuelling crypto’s institutional take-up, finds BridgePort
Op risk data: Santander takes hefty historic hit over PPI mis-selling
Also: Brazil’s cyber screw-up, Barclays’ AML mishap, and MAS metes out more AML fines. Data by ORX News