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Brexit issues for carbon market must be solved soon
UK departure from EU ETS is causing headaches for energy traders and risk managers, writes energy consultant
Bull run shows up differences in factor strategies
Market exposure, factor construction and risk budgeting have impact, writes Luc Dumontier of LFIS
Forecasting crypto crashes with bubble analysis
Analysis finds bubble signals in bitcoin and ether, write trio of quant risk managers
Basel op risk modelling blow shifts focus to Pillar 2
Demise of AMA leaves industry needing risk-sensitive approach for calculating top-up capital, says consultant
Top 10 op risk losses of 2017: crisis-era fines abate
Total losses fell by half last year with large fines slowing; frauds take top three slots. Data by ORX News
Credit data: the Trump effect on PDs
The war on coal is over, according to the US president – and the effect can be seen in banks' default estimates
Monthly op risk losses: China bond fraud implicates leading banks
Breakdown of top five loss events. Data by ORX News
Trade surveillance shouldn’t deter traders
Monitoring costs are forcing commodity players away from market participation, say consultants
Monthly op risk losses: NYDFS fines Credit Suisse for forex fails
Breakdown of top five loss events, plus conduct risk and robo-advising. Data by ORX News
Credit data: US retail woes are not universal
Default probabilities paint a mixed picture of the decline of American shops
Swaps data: forex options – candidate for a clearing mandate?
Volume stats reveal a large vanilla market and much smaller trade in barriers
How to save op risk modelling
Drop loss categories and correlations and adopt simple loss distribution, advises AMA expert
Russian crypto-currency will threaten AML efforts
Targeting individuals and companies could be impossible with digital currency, write academics
Credit data: reasons to like Europe and G-Sibs
Bank estimates offer alternative view on probability of default risk
Swaps data: CCP and Sef volumes still growing
First three quarters show strong growth in interest rate swaps, forex NDFs and index CDSs
Monthly op risk losses: Aussie banks settle rate rigging claims
Breakdown of top five loss events, plus insight on $7bn US consumer protection fines. Data by ORX News
Curing the eurozone: how to fix the ESM
Bailout fund should guarantee all EU government debts but charge a protection fee, writes Marcello Minenna
Are failure indexes fair play?
Regulators must clarify stance on trading off big-data forecasts of outages, writes energy consultant
Monthly credit data review: UK corporates’ post-Brexit slide
UK financials show steady post-Brexit decline in credit quality
Monthly op risk losses: Equifax breach sparks regulatory review
Breakdown of top five loss events, plus spotlight on Sweden’s largest ever phishing attack. Data by ORX News
Monthly swaps data review: basis swaps galore
Data shows how less well-traded OTC instruments performed through September
Unskewed incentives: making governance work
EIB model head explains a four-step process for putting risk at the centre of governance efforts
Monthly op risk losses: Aequitas faces $192m loan settlement
Breakdown of top five loss events, plus ECB’s Ireland fine and mortgage losses in Spain. Data by ORX News
Keeping global regulatory co-ordination alive
WEF council members call for consistent implementation of current and upcoming rules