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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
Machine learning, stress tests and Sonia
The week on Risk.net, June 16–22, 2018
Podcast: Richard Martin on EM debt, copulas, machine learning
Quant sceptical of machine learning algos and black boxes
Eonia, Libor and other benchmark problems
The week on Risk.net, June 9-15, 2018
Asia Risk Interdealer Rankings 2018: The winners
Societe Generale and BGC top the tables
Citi’s CRO, BNP’s regulatory windfall and a new market correlation
The week on Risk.net, June 2-8, 2018
Asian NDF fixings threat signals yet another deadline drama
Extraterritorial reach is not new to region, but EU Benchmarks Regulation poses real risks
People moves: Societe Generale makes senior changes, Mattatia moves to BNP Paribas, and more
Latest job changes across the industry
Credit data: ‘dirty diesel’ woes weigh on autoparts firms
Auto supplier default risks have jumped, as environmental concerns hit prospects for diesel vehicles, says David Carruthers of Credit Benchmark
How machine learning could aid interest rate modelling
Standard Chartered quant proposes machine-learning technique to better capture rate dynamics
Swaps data: anatomy of a wild week in dollar swaps
Chaotic Italian politics jolted rates markets – including US dollar interest rate swaps, writes Amir Khwaja of Clarus FT
Modelling correlation: from zig-zag to zig-zig
Research is starting to show the stock-bond link in a new light
Asia moves: Citi expands Treadwell’s role, Credit Suisse makes Australian appointments, and more
Latest job changes across the industry
Actionable data breach insights from op risk modelling
Thomas Lee, chief executive at VivoSecurity, and Martin Liljeblad, operational risk manager at MUFG Americas, examine how a data breach cost model can replace an advanced measurement approach in a structured scenario
Trade data, quantum computing and Libor replacements
The week on Risk.net, May 26-June 1, 2018
Neil Dodgson on artificial intelligence
Sponsored video: Neil Dodgson, IBM Watson Financial Services
AI, funding US subsidiaries and a recipe for bank runs
The week on Risk.net, 19-25 May, 2018
ALM and liquidity risk reporting greatly enhanced by big data applications
Sponsored video: Luis Mataias, IBM Watson Financial Services
IBM and Promontory on stress testing – A valuable exercise making its way in the world of regtech
Sponsored video: Peter Curley and Curt Burmeister, IBM Watson Financial Services
Keeping the lights on
Power companies need to focus on resilient networks
Interbank benchmarks, Brexit and conduct risk in Asia
The week on Risk.net, May 12-18, 2018
Energy Risk Awards 2018: The winners
BNP Paribas picks up three awards, while Macquarie takes the gong for derivatives house of the year