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Podcast: Roos on swaptions arbitrage and benchmark reform
Benchmark reform means additional work for rates quants
Risk ratings, swaps margin and riding bubbles
The week on Risk.net, 21–27 April, 2018
Swaptions basis secrets, risk capital changes and forex hedges
The week on Risk.net, 14-20 April, 2018
The rapid evolution of compression: Keeping pace with optimisation activity
Sponsored forum: Capitalab
Chinese KYC, bankruptcy problems and SOFR swap clearing
The week on Risk.net, April 7–13, 2018
Podcast: Fries on Monte Carlo, Greeks and the future of AAD
Research on AAD is not complete until it becomes easier to implement, says quant
The new world of risk analytics
Webinar: SAS
Sponsored video: Thomas Lee, Vivo Security
Thomas Lee, chief executive and co-founder of Vivo Security – a start-up firm based in Silicon Valley and sponsors at OpRisk North America – talks about how special the banking industry is to Vivo Security and why its approach to model risk management…
Regtech – Enabler of the shift from compliance to performance
Survey report & white paper | Moody's Analytics
Rogue trading, fixing Vix and pruning Libor
The week on Risk.net, March 30-April 6, 2018
How not to control trading behaviour
Quants show popular risk measures fail to limit risk-seeking behaviour among traders
Credit data: UK retail sector’s woes continue
High street fails to get over Christmas slump; elsewhere, global PDs remain in flux, writes David Carruthers of Credit Benchmark
CCP losses, holdco wars and equity derivatives margin
The week on Risk.net, March 24-29, 2018
ECL regimes a volatile brew of risk and accounting
Fed asks banks to propose a solution to address CECL-CCAR mismatch
People moves: BAML loses two in exotics, BNPP’s global markets overhaul, and more
Latest job changes across the industry
The renewable future
The shift to solar and wind is creating new challenges
Vattenfall’s new trading head, new COO for Aegis, and more
Latest job changes across the industry
Advancing on all fronts
Sompo Global Weather continues to expand its offering with timely, tailored weather risk solutions designed to service a growing global audience and diversification into new sectors supplying responsive solutions
Ensuring reliability in a rapidly changing energy landscape
Igor Koprivnikar, member of the management board at Gen-i, discusses what sets the organisation apart as the top power dealer in eastern Europe, the benefits that a global portfolio can bring for clients in regional European markets, and how strong…
Machine learning, post-Brexit novation and a world after Libor
The week on Risk.net, March 10-16 2018
Regulatory merger keeps China on course for deleveraging
Combination of banking and insurance regulators offers opportunity to co-ordinate debt reduction measures
Asia moves: Corbally becomes ANZ’s chief risk officer as Williams retires
Latest job changes across the industry
Basel liquidity, last look and higher vol
The week on Risk.net, March 3-9, 2018