Subject: As LLMs spread, quants confront ‘lexical risk’

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As LLMs spread, quants confront ‘lexical risk’
Users are finding the uncertainty in GenAI models is hard to measure
  21 Sep 2026   |  Feature
Risk Quantum
CCIL leads CCPs with record margin calls
ECC calls most margin in five years ahead of first emissions auction
21 Sep 2026   |  Data
Enterprise risk
Risk managers go softly-softly on AI adoption
ERM teams still in testing mode for most AI use cases, latest Risk Benchmarking study shows
21 Sep 2026   |  Special
Risk management
Limit band risks stale prices in 24/7 markets, SEC warned
Roundtable participants say proposed restrictions could leave stocks trading at unrealistic values
18 Sep 2026   |  News
Enterprise risk
Most banks embed risk appetite into business decisions
Risk Benchmarking: Second line more likely to be shut out when it comes to product launches or market entry
18 Sep 2026   |  Special
Risk Quantum
Equity revenues at largest US banks double
G-Sibs’ equity securities and index revenue surges to $27 billion
18 Sep 2026   |  Data
Markets
7IM hits £1bn with blend of in-house and bank QIS
UK manager combines its own strategies with offerings from Goldman, JP Morgan, Morgan Stanley and SG
17 Sep 2026   |  News
Comment
Op risk data: KKR crushes antitrust fine record over pre-merger filing fails
Also: Dealers pay up for Mexican bond-rigging scandal; missing AML checks at UBS. Data by ORX News
18 Sep 2026   |  Opinion
Comment
Tokenisation: a load of old bull for London’s financial markets?
Focusing on tech in context of digital transformation risks repeating 1980s Taurus debacle
18 Sep 2026   |  Opinion
Markets
Hedge funds return to JGB flatteners after brutal stop-outs
Funds bet repatriation of assets by Japan’s pension funds will driver further long-end yield compression
17 Sep 2026   |  News
RISK JOURNALS
Bayesian unsmoothing for private market investments: a probabilistic approach to risk estimation
This paper puts forward a Bayesian unsmoothing method to model smoothing parameters probabilistically which mitigates limitations of traditional methods.
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A hybrid value-at-risk/estimated shortfall model: linking accuracy, calibration and explanation stability across horizons
In an effort to close the gap between predictive performance and auditability in hybrid risk models the authors put forward an auditable hybrid quantile framework that anchors nonlinear gradient boosting corrections to a linear heterogeneous…
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