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Margin reform – From challenge to opportunity
SmartStream Technologies explores how, as new initial margin regulations from the Basel Committee on Banking Supervision and the International Organisation of Securities Commissions become a pressing concern for more firms, technology service providers…
Internal models, last look and SOFR
The week on Risk.net, July 27–August 2, 2019
Fishing for collateral with neural nets
SocGen quant uses deep learning technique to optimise collateral substitution
Connectivity – Standards set to enhance collateral management
Regulatory changes in the over-the-counter derivatives space have seen firms scrambling to find solutions that will ensure they are prepared to manage the transition. As ever-larger transaction volumes place higher demands on firms’ transaction…
IM split, Sonia choices and non-bank oversight gaps
The week on Risk.net, July 20–26, 2019
IM delays, swaption problems and synthetic doubts
The week on Risk.net, July 13–19, 2019
Risk Technology Awards 2019: Making machines more helpful
Machine learning can be too efficient; now, vendors are looking for ways to make it more accurate. Clive Davidson looks at the stories behind this year’s Risk Technology Awards
CCAR, conduct in Asia, and Coen’s departing thoughts
The week on Risk.net, July 6–12, 2019
Fixing the roof while the sun – wait, is that rain?
The Fed is split on whether to apply a countercyclical buffer. But so is everyone else
2022 – A market risk odyssey
Though January’s final version of FRTB offered no great surprises to those who have followed the regulation since its inception, banks now have a greater idea of what is required of them. Bloomberg explores the importance for banks to have FRTB…
People moves: CRO role for SG’s Ricke, Barclays continues hiring spree, new SwapClear head, and more
Latest job changes across the industry
Credit data: China, US corporates feeling trade tensions
Dispute has ended a steady improvement in corporate credit risk
The BoE leverage ratio: welcome relief or regulatory arbitrage?
UK banks are reaping higher capital savings through the BoE's leverage measure