Opinion
Op risk data: Mifid fines hit $140m
Top five: Deutsche pays €175m to settle derivatives bribery claims. Data by ORX News
Credit data: no-deal Brexit threatens UK retail sector
Italian credits are improving, but banking sector is not out of the woods yet
The machines are coming for your pricing models
Deep learning is opening up new frontiers in financial engineering and risk management
Internal models, last look and SOFR
The week on Risk.net, July 27–August 2, 2019
Fishing for collateral with neural nets
SocGen quant uses deep learning technique to optimise collateral substitution
FRTB internal models in fight for survival
Basel III capital floor leaves banks struggling to justify own-models approach, say risk experts
IM split, Sonia choices and non-bank oversight gaps
The week on Risk.net, July 20–26, 2019
Sovereign spreads and Target2 anomalies
Widening risk imbalances between eurozone member states threaten monetary union, says Italian regulator
IM delays, swaption problems and synthetic doubts
The week on Risk.net, July 13–19, 2019
How the New York Fed produces SOFR in a contingency
No mystery about use of contingency methodology to calculate SOFR for May 31, says Fed exec
CCAR, conduct in Asia, and Coen’s departing thoughts
The week on Risk.net, July 6–12, 2019
Fixing the roof while the sun – wait, is that rain?
The Fed is split on whether to apply a countercyclical buffer. But so is everyone else
Credit data: China, US corporates feeling trade tensions
Dispute has ended a steady improvement in corporate credit risk
The BoE leverage ratio: welcome relief or regulatory arbitrage?
UK banks are reaping higher capital savings through the BoE's leverage measure
Can robots learn to manage risk?
Will machine learning transform risk management or give birth to a new breed of model risk? Probably both
No forward-looking rates? No problem
A commonly used quant model could be the answer to the replacement of forward-looking Libor
Term RFR, new VAR and the end of venture capital
The week on Risk.net, June 29–July 5, 2019
How to adapt a bank for MPE resolution strategy
Senior SRB official suggests what is needed to prove resolution entities can operate separately
Op risk data: losses decline sharply in first half
Conduct losses account for most of $8.5 billion total. Data by ORX News
Orca, Euribor and SoftBank CDS
The week on Risk.net, June 22-28, 2019
How Amazon and Netflix disrupted value investing
New business models have upset a common metric in the quant strategy
Hong Kong warrants: this time it’s different
With their rise in popularity, warrant issuers must be on their guard at all times