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‘People who bought this swap also bought Apple’
Dealers hope personalisation algos will help them cut sales costs, but data gaps could be a problem
Swaps data: the big get bigger in cleared swaps
First half of 2018 sees strong growth in cleared OTC derivatives volumes, writes Amir Khwaja of Clarus FT
Initial margin – Preparing for the buy‑side ‘big bang’
Video Q&A: David White, triResolve
Credit data: default risk still growing for Italy’s banks
Despite a drop in the bad loan ratio, default estimates continue to rise, writes David Carruthers of Credit Benchmark
The evolving relationship between finance and risk
Increased regulatory requirements that are expanding the necessity for chief financial officers to be proficient in regulations and advanced big data analytics have seen the relationship with chief risk officers develop to facilitate co-operation as…
Data mining, machine learning and rival discount rates
The week on Risk.net, June 30-July 6, 2018
Podcast: Lo on adaptive regulation, machine learning, bitcoin
MIT quant says next project will be to combine behavioural science with tech such as machine learning
Swaptions vol modelling tweak opens up pricing possibilities
Nomura quant proposes local volatility model that can directly calibrate to swaption smiles
XVA special report 2018
After a turbulent decade, the past couple of years have arguably been a little easier for the derivatives valuation community. Overnight indexed swap (OIS) discounting is market standard for cash collateralised instruments, while funding and capital…
Bank boards: goodbye to the prawn sandwich brigade?
Focus on personal liability makes risk committees a more effective challenge, say banks
New frontiers
Innovative investment opportunities are helping to mitigate risk and satisfy Solvency II capital requirements as insurers face continued economic uncertainty. Frederic Morlaye, managing director, insurance and capital management solutions, Global Markets…
Risk committees, basis risk and Emir
The week on Risk.net, June 23-29, 2018
Newman retires, ING's new commodities head, and more
Latest job changes across the industry
No escape from climate change tail risks
Harsh decisions need to be made on the future of energy financing now, before we run out of time