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Model management frameworks: what lies ahead?
Sponsored by KPMG
Focus on Basel output floor calibration misses the point
Until all the final standardised approaches are known, the floor has little meaning
US learns to play the Basel game
Mnuchin report marks a US regulatory shift – from leadership to gamesmanship
Analyse this: the future for quants
Quant headcount is up on pre-crisis levels, but jobs in front-office functions have been decimated
People moves: ANZ makes senior changes in Apac
Also: Priestley leaves JPM; Hong Kong’s Insurance Authority staffs up; ABN Amro hires Simon Wood; and others
Trump reforms, euro clearing and FRTB
The week on Risk.net, June 9–15, 2017
Finding alpha in uncertain energy markets
Sponsored webinar: FIS
CECL: preparing for the new standard
Sponsored webinar: Wolters Kluwer
The changing face of European interest rate swaps trading
Sponsored webinar: Tradeweb
The quant factory: not muppets, but not perfect
Universities offering quant master’s programmes must adapt to stay relevant, writes UBS’s Gordon Lee
The untapped potential of stress tests
Quants propose technique to include stress testing in portfolio allocation
Managing and monitoring a single view of concentration risk
Content provided by IBM
Managing FX risk: How to prepare for the unpredictable
Sponsored feature: HSBC
Law firm of the year: Davis Polk
Structured Products Americas Awards 2017: Davis Polk is at the heart of regulatory discussions
Monthly credit data review: new-tech scepticism
David Carruthers of Credit Benchmark looks at the most recent trends in bank-sourced credit data
Mifid II confusion, FRTB troubles and new LCH repo service
The week on Risk.net, May 26-June 1, 2017
Deal of the year: JP Morgan
Structured Products Americas Awards 2017: JP Morgan note ignites dormant QRP market
Technology provider of the year (vendor); Pricing and analytics platform of the year: Numerix
Structured Products Americas Awards 2017: Expanded ability to support market-making in electronic markets shows Numerix’s commitment to service
Technology provider of the year (bank): BNP Paribas
Structured Products Americas Awards 2017: Cross-asset capabilities and compliance know-how are expanding Smart Derivatives' user base
Index provider of the year: JP Morgan
Structured Products Americas Awards 2017: JP Morgan has delivered tailored products at a fast rate
Institutional structurer of the year: Barclays
Structured Products Americas Awards 2017: Strong client relationships and a willingness to go beyond the pack set a winning standard of service at Barclays
Retail structurer of the year: UBS
Structured Products Americas Awards 2017: Efficiency and automation set UBS apart in the retail space
Latin America house of the year: BBVA
Structured Products Americas Awards 2017: BBVA's flexibility key to Latin American success
North America house of the year: JP Morgan
Structured Products Americas Awards 2017: Reliable yet innovative US behemoth won over customers and judges with a booming second half of the year