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Risk and finance: Working more closely together
Video interview: Thomas Kimner, SAS
‘Catching the outliers’ does not always make sense for Basel
The capital impact of Basel III on Nordic banks is disproportionate to the risks they face
Clearing conundrum – Forging a solution for the bilateral market
Central clearing has had a beneficial effect on the over‑the‑counter derivatives market, but for some products the road to a cleared model has not been smooth. Capital, operational and margin costs of the non-cleared market have increased, while…
Review of 2017: All sorts of volatility, bar one
Markets were oddly calm this year, while everything else was in motion
1MDB looms large in Asian banks’ war on money laundering
Banks in Asia-Pacific spurred by tougher enforcement and stricter AML rules
FRTB, CCAR and bonus caps for prop traders
The week on Risk.net, December 16-22, 2017
Flexibility and a pragmatic approach puts Kairos Investment Management in a strong position for the future
After suffering a loss of more than 40% of assets under management during the financial crisis, Kairos Investment Management has recovered and – employing a virtually unchanged team – is building on the foundations previously put in place by taking a…
Customisation and risk mitigation strategies are the trends to watch in 2018
With the swing towards customisation expected to gather momentum in 2018, flexiblity and responsiveness to clients’ needs are increasingly important. Deutsche Bank is well positioned to assist its clients, improving their agility and flexibility with the…
La Française finds success in focus on quantitative premia and credit strategies
Launching a hedge fund business in February 2013 may have seemed an unusual move at the time, but for the co-founders of La Française Investment Solutions (LFIS) it has proved a logical and successful one
Video interview: Pieter Entius, Flow Traders
Pieter Entius, head of trading at Flow Traders, discusses how Eurex Market-on-Close can deliver listed solutions for basis trading
Op risk capital, quant year in review, bad news for Dutch prop traders
The week on Risk.net, December 9–15 2017
Machine learning is not just for the buy side
Sell-side quants develop machine learning technique to optimise margin costs
People moves: Manulife names new Singapore CEO
Also: Apac wealth management chief for UBS; MAS creates cyber security role; Julius Baer’s new regional head; and others
People moves: Deutsche Börse appoints UniCredit banker as new CEO
New fixed-income head at Mizuho; trueEX hires CTO; Deutsche fills ETF role; and more
Unified data – Key to IFRS 9 implementation
Regulatory information brief part II – Benchmarks
Making the alternative a reality
Quant firms will have to adapt to prosper in the new datasets environment
Harnessing regtech for buy-side compliance
Webinar: Nasdaq
Credit data: US retail woes are not universal
Default probabilities paint a mixed picture of the decline of American shops
Monitoring regulatory changes to stay one step ahead
Winners' Circle Q&A | Droit Financial Technologies
Standard bearer – Leading the IFRS 17 charge
With wins for regulatory reporting, economic scenario generation, Solvency II and stress-testing products in the 2018 Risk.net Market Technology Awards, Moody’s Analytics is well positioned to meet the demands of changing regulation such as IFRS 17
Regulatory big data – The costs and challenges of better supervision
Webinar: Moody's Analytics
Achieving business agility through CTRM systems
Webinar: Openlink
Realising the China opportunity
Webinar: HKEX
Swaps data: forex options – candidate for a clearing mandate?
Volume stats reveal a large vanilla market and much smaller trade in barriers