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Credit data: more trouble in the oil and gas pipeline
US self-sufficiency in oil could be bad news for shale producers
Swaps data: a new era of competition in interest rate futures
The demise of Libor has set off a battle for market share in futures referencing new risk-free rates
Getting risk models runway ready
Banks struggling with internal model requirements may soon opt for off-the-rack rather than bespoke
Artificial intelligence – Genuinely unintelligent without high-quality data
For over 10 years, Refinitiv has transformed unstructured content into high-quality, machine-readable data because even the smallest error can cause artificial intelligence massive problems.
Libor leaders: how seven firms are tackling the transition
BMO, Prudential, Associated British Ports, LCH and others reveal their plans to move off troubled benchmark
From DNA to DHA – Preparing for a new era of digital human augmentation
As technology increasingly permeates societies, cultures and everyday activities, its integration into people’s lives is having a profound impact on what is expected of people in the workplace. Deloitte examines this evolution of today’s workforce, the…
Forex algos, Emir and quant fundamentalists
The week on Risk.net, June 1-7, 2019
Check mates – AI and the future of KYC
Financial crime prevention is an increasingly complex task for financial services firms. Criminal activities such as money laundering and fraud have rocketed, and the perpetrators are getting smarter. Amid tightening regulation and the threat of…
Machine learning governance
The ability of machine learning models to read great quantities of unstructured data, spot patterns and translate it into actionable information is driving a significant uptake in the technology. David Asermely, SAS MRM global lead, highlights the need…
New applications in Asia’s financial crime analytics
Financial crime is a fast-growing problem for Asia‑Pacific financial services firms. Working with outmoded systems and patched-up processes to detect, monitor and eliminate potential threats, banks are spending millions on sophisticated new solutions to…
People moves: new role for SG CIB’s Cartier, LCH rates head departs, BNP Paribas’s Akbay joins Goldman, and more
Latest job changes across the industry
Podcast: Hans Buehler on deep hedging and harnessing data
Quant says a new machine learning technique could change the way banks hedge derivatives
Time to put real problems to the quantum machines
There is a lot to learn before quantum computers can be applied to specific financial problems
Stock-pickers take note: the quants are coming
Quant funds are turning their hand to fundamental investing
Outsourcers, IM delay and machine learning
The week on Risk.net, May 25–31, 2019
Alternative Liquidity Measures
Is book depth a sufficiently representative measure of market liquidity? A look at trade matching performance under different market volatility environments
FRTB, volatility scaling and swaps under SOFR
The week on Risk.net, May 18–24, 2019
Asia moves: ICBC gets new structuring head, Savills Investment Management names new CEO, and more
Latest job changes across the industry
Can bankers stop the trading book killer?
FRTB won’t obliterate your whole markets business any more, just some very specific parts
Mifid, initial margin and machine learning
The week on Risk.net, May 11–17, 2019
How leading firms are preparing for the shift from Libor
Driven by declining liquidity in the unsecured interbank lending market, firms face a significant amount of planning in the lead up to 2021. Engrained in the very fabric of financial service providers, there is a warranted degree of uncertainty and…