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Fast VAR, CDS margins and Citi’s return to FX prime
The week on Risk.net, May 4–10, 2019
Whose leverage ratio is it anyway?
Basel's capital backstop has been distorted out of shape by supervisory meddling
People moves: Barclays’ investment bank chief exits, Citi president to retire, Vos promoted at BNY Mellon, and more
Latest job changes across the industry
All along the watchtower – Surveillance tools against market abuse
Surveillance tools against market abuse are enjoying a technological revolution in analytics, while anxious supervisors are also closing in on market practices. Risk.net hosted a webinar in association with NICE Actimize to analyse the threats and…
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.
Counterparty risk, EU securitisation and Emir problems
The week on Risk.net, April 27–May 3, 2019
The advance of analytics
Machine learning is coming to analytics but there are hurdles to overcome first, says Aiman El‑Ramly, chief operations officer at ZE PowerGroup
Making technology count in a C/ETRM world
As businesses grow, so does their need for modern, agile and cost-effective commodity/energy trading risk management (C/ETRM) solutions. Pioneer Solutions explores how its next-generation, highly configurable C/ETRM systems take advantage of the latest…
Credit data: worrying trends in sovereign risk
All signs point to a more volatile environment for sovereign credit risk
Podcast: Hong on quanto derivatives and Asia’s quant drought
Credit Suisse quant talks about new paper on valuing quanto options
The evolution of GRC – New tools for the first line of defence
IBM explores how, in the rapidly changing global financial markets, next-generation governance, risk and compliance solutions are empowering growing numbers of organisations and business users to make risk-aware decisions and increase process efficiency…
Margin reform meets managed software services
SmartStream explores the importance of effectively managing collateral to handle complex transaction data processing and discusses how its agile collateral management system is adaptable to regulatory developments and changing market conditions
EU’s new securitisation market stumbles at the starting gate
Lack of single supervisory authority is hampering EU efforts to create new markets
SA-CCR may need more fundamental fixes
Quants propose tweaks to improve Basel counterparty credit risk framework
Digital forex, GDPR and US structured products
The week on Risk.net, April 20–26, 2019
Asia moves: New CEO for BNP Paribas Cardif, GIC gets new COO, plus more
Latest job changes across industry
The RPA revolution
Doug Wendler, chief executive of Machina Automation, explains the increasing popularity and uptake of robotic process automation (RPA), focusing on how it has recently evolved and how it is expected to continue this evolution, and whether RPA’s…
Privacy, CCP risk and securitisation doubt
The week on Risk.net, April 13–19, 2019
Baselines for applying machine learning to investing
Techniques that worked in the natural sciences may not translate well to financial markets
Don’t fear the clearer
Wider use of CCPs not systemic threat – but participants do face hard-to-measure risks
Swaps trading, range accruals and manufactured defaults
The week on Risk.net, April 6–12, 2019