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Asia moves: Asifma appoints new board chair, HSBC names new head of wealth, and more
Latest job news across the industry
XVA calculation, backtesting and escape from Emir
The week on Risk.net, October 3-9, 2020
Solid foundations – Bridging the transition gap
Phil Whitehurst, head of service development, rates, SwapClear at LCH, explores the potential parallels between forward-looking term Sonia rates and term SOFR rates. He presents his thoughts on the recent announcement of increased powers for the…
Danske quants discover speedier way to crunch XVAs
Differential machine learning produces results “thousands of times faster and with similar accuracy”
Alt data, Libor and ESG in the time of Covid
The week on Risk.net, September 26–October 2, 2020
A winning formula – Risk’s rising role in investment strategy
Risk.net surveyed 124 asset managers and hedge funds to explore the changing role risk offices play in the evolution of investment strategies, from early-stage product development through to portfolio management and re-evaluation, and the key financial,…
Corporate bond markets need more transparency – not less
Regulators should do more to promote pre- and post-trade transparency in corporate bonds
The impact of an evolving regulatory landscape on credit risk management
This webinar explores how robust collateral management processes are helping leading banks reduce credit risk across the banking book by hearing from market participants on their approaches to managing the current environment
The Libor transition – Let’s talk about SOFR
Time is ticking to Libor’s planned decommission date of December 31, 2021. Firms need to move quickly to execute their transition strategies, and having unique insight into certain key issues can aid decision-making. Numerix’s Ping Sun discusses…
Autocallables, Mifexit and the value of HFT
The week on Risk.net, September 19-25, 2020
Credit risk rethought: the new data imperative
The Covid‑19 pandemic has caused a seismic shift in the world of credit risk analysis. As pressure mounts on business leaders, regulators and governments, the demand for robust, reliable, forward-looking credit risk information is at a premium. Faced…
Libor countdown webinar series – US Dollar
In this webinar, a panel of industry professionals discusses outstanding issues associated with transitioning financial products tied to USD Libor and remaining concerns over the SOFR
Indexed for growth – The democratisation of thematic indexes
Simon Karaban, head of index services at Singapore Exchange, talks about environmental, social and governance indexes and how the emergence of exchange-traded funds and wealth platforms is democratising thematic indexes, making them more accessible to…
Libor countdown webinar series – Euro
In this webinar, a panel of experts discusses €STR liquidity, how firms fared through the recent central counterparty discount switches, the impact on €STR swaps trading and the future of Euribor
Libor countdown webinar series – GBP
Nobody knows what will happen to Libor at the end of 2021, but the market has to be ready for anything – including the benchmark’s demise. The coming months will be crucial in determining how and whether rates markets are able to cope
SOFR discounting, Covid and scenario crowdsourcing
The week on Risk.net, September 12–18, 2020
Risk model management in the age of Covid‑19
As many financial institutions acknowledge that risk models designed prior to the Covid‑19 crisis cannot effectively assess the current climate, it is apparent that current methodology needs an upgrade to sufficiently distinguish the effects of the…
Cliff effect might demand risk calculation agility until Libor cessation
Didier Loiseau, global head of rates, bonds and credit at Murex, examines the problems that originate from the spread calculation technicality stipulated by the new International Swaps and Derivatives Association Ibor fallback supplement, which…
Fraud and AML – AI and machine learning done right
What resources does your financial services organisation need to ensure success when it comes to artificial intelligence (AI) and machine learning? Having an appropriate team in place, including domain experts, analysts and data engineers is a great…
Libor transition readiness – The current narrative
The decommission of Libor is making a huge imprint on the global financial services sector. The transition from Libor to alternative reference rates may just be the largest financial engineering project the world has ever seen. While the capital markets…
How energy firms can keep up with the pace of digital change
In this webinar, a panel discusses what organisations should keep in mind as they embark on their digitalisation journey, the challenges of which they need to be aware to be aware and what is next on the horizon
As Covid‑19 impacts the autocallables business, solutions to navigate new challenges are crucial
With pandemic losses impacting derivatives activity, Murex’s MX.3 software solution for autocallables comes to the fore
Swap termination, SA-CCR and the AFM’s push for fair treatment
The week on Risk.net, September 5-11, 2020