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Cloud risk management requires a shift to the continuous compliance mindset
A comprehensive review of a firm’s GRC framework can deliver enhanced reporting and transparency, increasing the pace of innovation and adoption
The aftershocks of Einar Aas
Energy could be particularly badly affected by the €114m default of Nasdaq power trader Einar Aas
Trading costs versus arrival price – An intuitive and comprehensive methodology
Craig Niven, managing director, cash equity execution at Societe Generale Prime Services explores how a five‑month study allowed the organisation to develop a market impact model using historical data, and why it is key for clients in the long term to…
Lesson from alt premia’s horrible year: be patient
Investment approach’s diversification benefits can’t be relied on in the short term
Python – Is the buzz justified?
Python is rapidly becoming the world’s most popular programming language and its versatility and ease of use has enabled it to achieve widespread adoption in finance, becoming the multipurpose tool of choice for quantitative analysts and other financial…
BlackRock, risk models and regulatory relief
The week on Risk.net, October 20–26, 2018
Risk.net podcast: OCC’s Fennell on Nasdaq breach, crypto and ‘skin in the game’
Clearing house is “seriously considering” contributing to own default waterfall
Keeping up with cloud adoption
Risk.net convened a webinar in collaboration with Murex to explore how, as more financial institutions move to the cloud, they can get the most out of their technology investments
The traditional buy versus build trade‑off
Firms undecided between buying from a vendor or building bespoke software can look to Beacon, whose ‘buy-and-build on-top-of’ offering combines the best of both options, writes Alex Sayle, global head of platform engineering at Beacon Platform
Compliance preparations amid uncertain rules
A forum of industry leaders discusses how banks will define individual trading desks under FRTB, whether BCBS 239 compliance projects can help banks meet FRTB risk data challenges, which model validation obstacles banks still face and other key topics
Libor, Brexit and a renewed margin dispute
The week on Risk.net, October 13–19, 2018
The initial margin challenge – Why the bang just got bigger
With uncertainty abounding as the industry heads into the final phases of implementation of the uncleared margin rules (UMR), Jean‑Paul Botha, delivery lead of financial trade documentation at Thomson Reuters Legal Managed Services, explores the…
Embracing the sea change to come with FRTB
Firms have until 2021 to implement FRTB, and those yet to begin compliance efforts risk putting themselves at a disadvantage. EY‘s financial services risk partners Shaun Abueita and Sonja Koerner explore the current level of readiness within the industry…
Hong Kong ETFs spotlighted amid growing A-share interest
Hong Kong’s exchange-traded fund market takes centre stage in international investors’ foray into Chinese markets, experts say. By Hong Kong Exchanges and Clearing (HKEX)
Beyond Libor special report 2018
Financial markets are sitting on a time bomb. In just over three years’ time, the rate that underpins $350 trillion of financial contracts could disappear. Whether by choice or by regulatory force, transition away from discredited Libor rates is…
Brexit OTC mutation, chaperones and SA-CCR
The week on Risk.net, October 6–12, 2018
Searching for the end of Giancarlo’s white-paper trail
CFTC chairman faces key test to turn thought leadership into real reform
Compression lessons from Japan
Chinese banks remain reluctant to compress, but Japan’s example offers succour