Open articles
Capital buffers, settlement fails and crowd modelling
The week on Risk.net, May 9–15, 2020
Swaps data: record trading volumes in March
CDS activity doubles through Covid-19 turbulence, while US interest rate swap trading marks new high
Blurred lines in bank capital standards
Boundaries between capital buffers and capital requirements are looking worryingly unclear
Operational risk – Unleashing the power of AI to mitigate financial crime and manage conduct risk
Big data, data mining, machine learning and artificial intelligence have revolutionised how industry manages and mitigates risk. In light of the Covid-19 pandemic, what impact has this had on financial crime, what risks does remote working pose and how…
Virus modelling, money laundering and tail beta
The week on Risk.net, May 2-8, 2020
Solving the enigma of the volatility smiles
Has the problem of jointly calibrating the volatility smiles of the Vix and S&P 500 been solved?
Managing and mitigating operational risk in the Libor transition
In this webinar, industry experts discuss how, in the lead-up to 2021, firms are preparing for the operational implications of the Libor transition? They explore how their firms are adapting to alternative reference rates and mitigating the operational…
People moves: Brevan Howard risk head moves to Coremont unit, Pimco PMs, and more
Latest job changes across the industry
Extreme volatility – Rising to the fair valuations challenge
Capital markets firms of all sizes continue to grapple with the challenge of developing fair valuations for the illiquid and hard-to-value securities they hold. While this scenario isn’t likely to be resolved anytime soon, there are specialist providers…
Asia moves: Ex-Vanguard Asia chief joins CLSA, Man Group names equities head, and more
Latest job news across the industry
China commodities regulation: time to end the turf war
Mishmash of regulations still govern China’s financial industry
Covid-19 – Developing resiliency to ensure business continuity
Covid-19 has forced firms worldwide to question how they plan for, build and maintain resiliency to ensure business continuity. With operational and cyber risk departments now firmly concentrating on pandemic action plans and emerging risks, this webinar…
Machine learning in fraud analytics to combat financial crime – Getting it right
Risk and compliance professionals gathered for a Risk.net webinar in association with NICE Actimize to consider the challenges and opportunities of successfully harnessing artificial intelligence in the fight against financial criminals
Reshaping buy-side trading and risk
Video Q&A: Sean Carr, FactSet
Ronin, the survival of Libor and synthetic data
The week on Risk.net, April 25-May 1, 2020
Negative oil prices put spotlight on investors
What part did Bank of China and other investors play in last month’s oil rout, asks derivatives veteran
Capital relief, FRTB and negative oil
The week on Risk.net, April 18-24, 2020
Rethinking compliance – New approaches to conduct risk and surveillance in 2020
Risk.net's annual Top 10 Operational Risks Survey found that conduct risk ranked among the most pressing issues keeping operational risk professionals awake at night. With an emphasis on reducing costs, firms are required to employ data within their…
Global macro views combine with quantitative models to produce consistent returns
The team behind River and Mercantile Group’s global macro strategy team operates under two key principles: that macro is the most important aspect of any investment decision and that decision-making should incorporate both systematic and discretionary…
Calculating fair valuations for securities – The underlying complexities of trading fixed income
While some things have changed significantly over the past two decades across the capital markets, others have ostensibly remained the same. Take, for example, the challenge facing capital markets firms when calculating fair valuations for the securities…
Virus risk, pandemic modelling and the challenge for AI
The week on Risk.net, April 10–17, 2020
Managing a derivatives portfolio through turbulent markets
Steering a portfolio of non-linear derivatives, such as options and more exotic products, is challenging at the best of times. Market risks change as markets move and time passes, risks offset in complex ways and proxy hedging is common. In this feature,…
Fraud, reporting delays and problems for passive funds
The week on Risk.net, April 4–10, 2020
Swaps data: how the market responded to Covid-19
Swap rates saw massive moves as volumes peaked, writes Amir Khwaja of ClarusFT