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RMB house of the year: BNP Paribas
Asia Risk Awards 2018
Derivatives house of the year, Japan: Societe Generale
Asia Risk Awards 2018
Equity derivatives house of the year: UBS
Asia Risk Awards 2018
Technology development of the year: Vector Risk
Asia Risk Awards 2018
House of the year, Philippines: Bank of the Philippine Islands
Asia Risk Awards 2018
Technology provider of the year: Murex
Asia Risk Awards 2018
Swaps data: the race to replace Libor
Sonia swaps and SOFR futures are growing fast, says Amir Khwaja of Clarus FT
Asia moves: SGCIB makes two promotions, Natixis hires three heads, and more
Latest job changes across industry
Counterparty risk, MVA and interdealer rankings
The week on Risk.net, September 1-7, 2018
A call to arms – How machine intelligence can help banks beat financial crime
The revolution in artificial intelligence promises new leads in banks’ fight against dirty money. Alexander Campbell of Risk.net hosted a live online forum, in association with NICE Actimize, to investigate the applications of this emergent technology
Counterparty credit exposure won't spark the next Lehman
Curbing of riskiest exposures and shedding of assets means banks in far better shape 10 years on
Pensions and insurers give new impetus to Asia’s ETFs
Cost-conscious institutional investors are embracing exchange-traded funds (ETFs) to lower transaction fees and achieve higher returns. Hong Kong Exchanges and Clearing (HKEX) explores the theme of yield‑chasing among insurers in Asia’s expanding ETF…
Is AD the answer to quicker MVA calculation?
Quants propose faster technique for Simm-MVA based on algorithmic differentiation
Preparing for the initial margin phase-in
Requirements for the mandatory exchange of initial margin are expected to be time‑consuming and laborious to implement. David White, head of sales at triResolve, discusses the lessons learned from in‑scope firms, obstacles to achieving compliance and how…
Climate change, the FDIC and a Brexit bluff
The week on Risk.net, August 25-31, 2018
US policy can't save coal, but it can still have an impact
The new US power plan won't save a struggling industry, but that doesn't mean it won't make a difference for the worse
Defining the next generation of GRC
Firms are now under pressure to significantly transform governance, risk and compliance processes. Traditional mechanisms of effective risk management and regulatory compliance are fast becoming outdated. New technologies such as machine learning and…
Delving into the FASB's current expected credit loss model
The Financial Accounting Standards Board's current expected credit loss rule could mean loss provisions for loans are three times higher than with International Financial Reporting Standard 9
Disruptive change in US power markets: Identifying risks and embracing opportunities in the new world of digital
Power markets worldwide are experiencing disruptive changes on a bigger scale and with greater speed than many had anticipated. Now, more than ever, it is essential to understand opportunities and risks associated with these changes
Complying with regulatory initial margin and automating the collateral management process
Since the introduction of uncleared margin rules, collateral management has been thrust into the regulatory spotlight, becoming a priority for firms with over-the-counter derivatives portfolios
Tackling fraud and money laundering violations in modern financial markets
The world of financial crime is evolving at a rapid pace. The tools and technologies used to aid crime are constantly developing, causing the nature of modern crimes to be unpredictable and difficult to detect
Bridgewater, CCAR and a problem with liquidity rules
The week on Risk.net, 18–24 August, 2018
Credit data: zeroing in on supply chain risk
Data highlights the risks posed by economic protectionism, writes David Carruthers of Credit Benchmark
Van Bergh joins Wells Fargo, and more
Latest job changes across the industry