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Podcast: Ronn on using a financial-economics approach to forecast crude oil spot prices
Professor of finance talks about using equity, index and crude oil options to forecast spot prices
Remembering the range accrual bloodbath
Flatter US yield curve spurs demand for a product with a painful history
Swaps data: cleared volumes and CCP market share
Data shows CME and Eurex growing faster than LCH Swapclear
The future of operational risk management
As the efficiency of operational risk management remains a top priority and pressure to maximise value increases, emerging technology could prove crucial. Nitish Idnani, leader of oprisk management services at Deloitte, explores how the oprisk management…
Problems with SOFR, CCP risk and Brexit again
The week on Risk.net, March 30 – April 5, 2019
Op risk past is prologue for UK banks
UK banks will not be allowed to forget past misdeeds
People moves: Basel names new leaders, forex exits at BNP Paribas, and more
Latest job changes across the industry
Making machine learning work for AML
Banks’ anti-money laundering teams are starting to utilise machine learning to combat financial criminals. Risk hosted a webinar in association with NICE Actimize to explore whether these bots can be trusted
Will the Nasdaq default spur CVA for CCPs?
Quant proposes model to calculate bank credit risk exposure to CCP
Portfolio traders turn to tech – A new generation of strategies
Chris Bruner, head of US credit product at Tradeweb, explores the products that can help managers express portfolio views and how they can maximise the benefits they can reap by evaluating and understanding the price, risk and relative value of each…
Credit data: UK banks hold firm as Brexit looms
The credit status of UK banks remains unchanged, but other industries have seen significant deterioration
CDM, money laundering and blockchain settlement
The week on Risk.net, March 22–29, 2019
Asia ETF Forum 2018 special report
Since the launch of the first exchange-traded fund (ETF) on the Hong Kong Exchanges and Clearing (HKEX) in 1999, exchange-traded products (ETPs) have gained popularity as they become one of the fastest-growing investment products in the world. Hong Kong…
Using data and innovation to drive business insights
Survey and report: How banks can develop unified finance and risk solutions to drive innovation, operational excellence and productivity
UK RPI, initial margin and Brexit data problems
The week on Risk.net, March 16–22, 2019
Podcast: Mercurio and Henrard on the impact of Libor reform
Some derivatives products will become more complex if there are no forward rates, say quants
Asia moves: Hong Kong exchange on senior hiring spree, KKR picks Apac strategist, and more
Latest job changes across industry
Capturing alpha in Asia’s ETF market – Trends to watch in 2019
As the inclusion of China A-shares into major indexes could potentially lead to record inflows into China, 2019 is set to be an exceptional year for the Asian exchange-traded funds (ETFs) market. Meanwhile, investors in the region are increasingly eyeing…
Nowcasting can illuminate China’s macro scene
Nowcasting teams are proving a valuable tool for investors