Open articles
Regulatory compliance – The new business enabler
Leila Szwarc, global head of compliance and strategic regulatory services at TMF Group, explains how Asia-Pacific organisations can cultivate a more robust approach to compliance amid data privacy concerns and the changing local and international…
Mizuho’s CVA bill, top 10 op risks and Giancarlo’s unfinished business
The week on Risk.net, March 9–15, 2019
Op risk capital: looking back in anger
Top 10 op risks survey shows industry has sights set on the horizon, even when regulators are looking backwards
Finding potential in a volatile commodities market
Macquarie is uniquely positioned to offer clients a range of products, expertise and experience across the commodities space. Nick O’Kane discusses the bank’s approach to commodity markets and what he expects next
The low flow blow
Traders can’t make flow rates business hot again, but their colleagues in tech and ops might be able to
Swaps data: SOFR swaps slip, futures flip
After a banner month for the young OTC instrument in January, volumes then halved
China, manufactured defaults and investment psychology
The week on Risk.net, March 2–8, 2019
Credit data: a new PD story for Brazil and Mexico?
One has been sliding, the other stable, but the stage appears to be set for a break from those trends
Last orders at the VAR
Inaccurate risk-of-loss estimates threaten to load extra capital charges on US dealers
CDSs get subjective
Legal certainty loses out to commercial objectives in race to fix manufactured defaults
Could machine learning improve CVA and IM calculations?
Banks have built ways to calculate CVA more quickly, but neural networks could offer more accurate method
Factors’ tails are fatter than you think
Investors should beware extreme losses from factor investing strategies
FRTB, Brexit brain drain and problems with RFRs
The week on Risk.net, February 23-March 1, 2019
People moves: SocGen changes at the top, new global markets head at HSBC, compliance switch at Natixis, and more
Latest job changes across the industry
Responding to regulatory change in Apac – Part 3 of 3
How can firms turn compliance into a source of competitive advantage?
Podcast: Princeton’s Carmona on the future of quant education
Course director discusses machine learning explainability and reclaiming game theory from economists
Brexit novations, ML and the failure of alt risk
The week on Risk.net, February 16–22, 2019
Responding to regulatory change in Apac – Part 2 of 3
How can firms turn compliance into a source of competitive advantage?
Asia moves: Natixis equity derivatives head departs, new banking head for JP Morgan, and more
Latest job changes across industry
Collateral management in an uncertain world
As margin reform spreads its net across the over-the-counter derivatives world, capital markets firms will need to manage an increasing volume of collateral amid changing regulation and uncertain market conditions. This white paper assesses the scale of…
Tackling local compliance in an increasingly globalised world
TMF Group’s Leon Mao, head of family business and wealth solutions in Hong Kong, explores the pressing challenges of addressing both local and global regulations to minimise regulatory and reputational risk in the Asia‑Pacific region
Sefs, Libor fallbacks and risk governance in Asia
The week on Risk.net, February 9–15, 2019