Open articles
Commodity position reporting: XML, email, or fax?
Asymmetry in European regulator tech abilities could add to market’s workload
Cross-border clarity, US position limits and MMF repo trades
The week on Risk.net, August 25–31, 2017
Monthly swaps data review: credit volumes peak in June
Global cleared credit derivatives volumes reached $1 trillion before ebbing in July
Monthly credit data review: energy sector firing on all cylinders
Bank-sourced credit data shows rising confidence about oil and gas firms
Heads in the cloud: banks inch closer to cloud take-up
Regulatory guidance helps clear the way for greater adoption of cloud computing
Variation margin, CCP investment problems and Russian courts
The week on Risk.net, August 18–24 2017
Network Theory & Financial Risk | Kimmo Soramäki & Samantha Cook
Kimmo Soramäki and Samantha Cook walk you through network theory and analysis to help understand and overcome the risks associated with payment systems, exposure networks, trade networks and asset correlation networks.
Pulling it all together: Challenges and opportunities for banks preparing for FRTB regulation
Content provided by IBM
Libor, Mifid and risk margins
The week on Risk.net, August 11–17, 2017
Sponsored video: Matt Pountain, Broadridge Financial Solutions
Matt Pountain, product lead and deputy general manager at Broadridge Financial Solutions, discusses what market requirements his firm has addressed this year and how it has innovated its post-trade management solution to earn the title of Best Newcomer…
Energy Risk Asia Awards 2017 open for entries
Awards set out to recognise achievements across Asian energy and commodity markets
Libor replacement, model risk and stress testing
The week on Risk.net, August 4–10, 2017
Mixed motives threaten messy outcome in euro clearing row
Stability, oversight, Parisian ambition, repo haircuts: LCH is under attack from all sides
CCP stress testing gets real
Quants propose technique to generate effective, plausible CCP stress-testing scenarios
Cyber risk, Libor replacement and dangers of low rates
The week on Risk.net, July 28-August 3, 2017
Modelling cyber risk: FAIR’s fair?
Proponents say factor analysis can be applied to cyber risk; detractors retort results are still guesswork
People moves: Hassani leaves Santander for CapGemini
Citi makes several hires; new Americas head for Barclays; ADS Securities names new COO
Monthly credit data review: the Amazon effect and a rising Russian state
David Carruthers of Credit Benchmark looks at bank, sovereign and corporate credit risk data
Monthly swaps data review: analysing CCP and Sef volumes
Data shows strong growth at LCH and JSCC, while OIS products surge
CCP bailouts, liquidity risk and machine learning
The week on Risk.net, July 21-27 2017
Sponsored video: Collin Coleman, NEX Regulatory Reporting
Collin Coleman, head of NEX Regulatory Reporting, discusses the complications that arise from converging reporting regimes as well as how NEX Regulatory Reporting can offer advice to firms and share their regulation compliance burden.
Stress testing, cyber risk modelling and machine vision
The week on Risk.net, July 14–20, 2017
Sponsored video: Eric Berdeaux, Oxial
Eric Berdeaux, chief executive officer of Oxial, shares his thoughts on the digital innovation in operational risk and compliance and what the biggest challenges Oxial clients are facing right now within compliance.
What the ‘tech wreck’ doesn’t tell us about systematic investing
June sell-off might reveal more about discretionary investors watching factors