Articles by Risk.net staff
OTC infrastructure service of the year: Capitalab
Risk Awards 2021: Valiant effort to solve swaptions discounting problem wins praise from clients
Exchange of the year: CME Group
Risk Awards 2021: Changes to options strikes helped CME avoid major mishaps in volatile 2020
Foreign exchange prime broker of the year: HSBC
Risk Awards 2021: Diligent approach to risk management brings new clients to UK bank
Risk innovation of the year: Credit Suisse
Risk Awards 2021: New analytics dash helped bank get ahead of op risk breaches during Covid crisis
Flow market-maker of the year: Citadel Securities
Risk Awards 2021: Palm Beach bubble allowed the firm to maintain crucial roles during March panic
Innovation in execution: Credit Suisse
Risk Awards 2021: Swiss bank’s AES platform excelled in US Treasury market during March turmoil
Interest rate derivatives house of the year: Citi
Risk Awards 2021: Pre-spring cleaning allowed Citi to meet client needs when Covid hit markets
Credit derivatives house of the year: Credit Suisse
Risk Awards 2021: Hedging before the crisis allowed bank to offer ample liquidity when markets tanked
Inflation derivatives house of the year: NatWest Markets
Risk Awards 2021: Warehousing capabilities created competitive edge in illiquid CPI market
Risk solutions house of the year: Santander
Risk Awards 2021: Agile approach kept complex transactions on track during pandemic
Currency derivatives house of the year: BNP Paribas
Risk Awards 2021: Long dollar inventory and global forwards e-book helped clients navigate March crisis
Bank risk manager of the year: Deutsche Bank
Risk Awards 2021: A leaner, smarter lender emerges from a decade of chaos
Credit portfolio manager of the year: BNP Paribas
Risk Awards 2021: Lender crushes RWAs to keep taps flowing to corporate Europe during Covid crisis
Quants of the year – Jim Gatheral and Mathieu Rosenbaum
Risk Awards 2021: Rough volatility models could make the options market more efficient
Rising stars in quant finance: Iuliia Manziuk and Bastien Baldacci
Risk Awards 2021: New research tackles ‘fundamental’ but largely ignored smart order routing problem
Technology innovation of the year: Scotiabank
Risk Awards 2021: New risk engine can run nearly a billion XVA calculations per second
Buy-side quant of the year: Alex Lipton and Marcos Lopez de Prado
Risk Awards 2021: optimal trading solution was inspired by concept used in nuclear cooling
Sovereign risk manager of the year: Italy’s Ministry of Economy and Finance
Risk Awards 2021: Italy’s CSA agreements allow it to issue in US dollars for the first time in almost 10 years
Technology vendor of the year: Murex
Risk Awards 2021: New models, huge volumes, remote working – but Murex hit 95% of development plans
Top 10 operational risks for 2020
The biggest op risks for 2020, as chosen by industry practitioners
Quant Guide 2020: Hong Kong University of Science and Technology
Hong Kong, China
Quant of the year: Jean-Philippe Bouchaud
Risk Awards 2017: Physicist takes on classic models with data and empirical research
Top 10 Operational Risks for 2016
Risk.net presents the Top 10 Operational Risks of 2016, as chosen by risk practitioners
Execs would not be surpised if Eurozone shrinks, report claims
RBC Capital Markets survey say Greece most likely country to leave the eurozone.