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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
Derivatives house of the year: Macquarie
Energy Risk Awards 2018: Cargill acquisition fuels growth for commodities-focused bank
Deal of the year: Engie
Energy Risk Awards 2018: By targeting smaller players in mature basins, Engie creates a structure ripe for replication
Natural gas house of the year: BP
Energy Risk Awards 2018: Reliability is key to BP’s ability to deliver across global gas markets, even in difficult conditions
Electricity house of the year: Engie
Energy Risk Awards 2018: For global energy firm focus is on anticipating client expectations, not just market trends
Coal house of the year: Javelin Global Commodities
Energy Risk Awards 2018: Bulk commodity trader helps US coal producers find new routes to growing markets in 2018
Emissions house of the year: Element Markets
Energy Risk Awards 2018: Established environmental business flourishes despite political uncertainty
Weather house of the year: Sompo Global Weather
Energy Risk Awards 2018: Weather derivatives provider launches innovative platform to serve clients
Base metals house of the year: BNP Paribas
Energy Risk Awards 2018: French bank continues China focus while helping European industrials hedge against aluminium price spikes
Precious metals house of the year: BNP Paribas
Energy Risk Awards 2018: French bank adds silver to its expanding China presence
Commodity broker of the year: Griffin Markets
Energy Risk Awards 2018: Interdealer broker gained biggest market share of Europe’s most liquid gas hub in 2017
Consultancy of the year: d-fine
Energy Risk Awards 2018: Quantitative and technological know-how combine to improve performance for clients of German consultancy