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People moves: Credit Suisse senior shake-up, and more
Latest job changes across the industry
Algo sniffers make a tough business tougher
FX spot is already a hard game for many LPs and the rise of skew sniping only makes things harder
Asia moves: LCH appoints new head of Asia, BNY Mellon picks treasury services chief, and more
Latest job news across the industry
FX forwards and swaps
LCH’s Kah Yang Chong, head of FX Emea product, and James Shanahan, head of FX quantitative analytics, discuss whether clearing of FX forwards and swaps – so far limited by requirements under UMR – will provide the efficiencies market participants need
Insider dealing: amping up surveillance measures
Joe Schifano, global head of regulatory affairs at Eventus, examines how volatility resulting from the Covid‑19 pandemic has made markets more susceptible to insider dealing activity, prompting regulators to urge firms to reinforce surveillance measures…
Podcast: NYU’s Kolm on transaction costs and machine learning
TCA methodologies that ignore partial fills “might be off by 20% to 30%”
Rethinking the model lifecycle: from quick fixes to long-term gain
Covid-19 has caused widespread disruption to banks’ risk models. Some failed in the crisis while others have required significant overlays or frequent recalibration as extreme volatility has given way to ongoing uncertainty. As banks seek more agile…
Could prime of primes go pop?
The PoP market is booming, but some tier one banks are wary
The unintended consequences of ring-fencing
Rules aimed at protecting UK depositors may be putting too much froth into the credit market
Tackling insider fraud – Best practice for banks
Volatile markets, the pivot to remote working and the prevalence of private messaging are just some of the factors contributing to the rising risk of insider fraud. At a recent Risk.net webinar, an expert panel explored the challenges for banks and…
Podcast: Colin Turfus on short-rate models and Libor’s end
Deutsche Bank quant proposes a lean model to quickly produce benchmark prices
It’s time to call time on leisurely disclosures by CCPs
When clearing houses falter, markets should not be kept in the dark for months on end
Navigating UMR with the right partnership
The importance of uncleared margin rules (UMR) was brought sharply into view by the collapse of Archegos Capital Management at the end of March, resulting in more than $10 billion in losses at several prime brokers. IHS Markit considers how partnerships…
Operational resilience 3.0 – Unlocking potential and elevating response
In a Risk.net webinar convened in collaboration with Fusion Risk Management, an expert panel delved into best practices for businesses to elevate systems to the next level of prediction, preparation and protection
Uncleared margin rules: should only geeks care about initial margin calculation?
Why the consequences of inadequate initial margin calculation should not be underestimated
Lacima’s models stand the test of major risk events
Lacima’s consistent approach between trading and risk has allowed it to dominate the enterprise risk software analytics and metrics categories for nearly a decade
Basel III standardised credit risk assessment – What you need to know
Basel III updates take a more sensitive approach to calculating risk weightings and capital charges. Paul Whitmore, global head of counterparty risk solutions at Fitch Solutions, explains how credit risk professionals can prepare
The changing shape of bank credit risk post-Covid‑19
As banks and fellow market participants manage a return to some sense of normality following the Covid-19 pandemic, what are the likely long-term implications for data and credit risk management?
The need for share data as firms invest in large volumes of equities internationally
Russell Ironside, pricing and reference services propositions manager at Refinitiv, discusses what is driving the need for more data in the area of shareholding disclosure
The pitfalls of out-of the-box surveillance
In the Covid-19 era and beyond, surveillance is and will be complex and ever-evolving. For a surveillance programme to be effective, it must be able to process increasing volumes of data, integrate that data across multiple platforms and devices, and…
Podcast: Claudio Albanese on how bad models survive
Darwin’s theory of natural selection could help quants detect flawed models and strategies
Asia moves: HSBC makes raft of senior hires, Barclays appoints Singapore private banking head, and more
Latest job news across the industry
UBS precious metals team – Expertise pays off in extreme times
Niche experience and global reach enabled the UBS precious metals team to deliver in exceptional times, earning it top spots in the 2021 Energy Risk Commodity Rankings
G-Sib regime: something’s broken
US banks are taking the Fed for a ride – it’s time to address the issue