Opinion
Capital rules, Libor and green markets
The week on Risk.net, June 8–14, 2019
Credit data: more trouble in the oil and gas pipeline
US self-sufficiency in oil could be bad news for shale producers
Swaps data: a new era of competition in interest rate futures
The demise of Libor has set off a battle for market share in futures referencing new risk-free rates
Getting risk models runway ready
Banks struggling with internal model requirements may soon opt for off-the-rack rather than bespoke
Can European banks crack the capital allocation code?
Banks “stuck on the same feedback loop” due to sheer weight of capital rules
Libor leaders: how seven firms are tackling the transition
BMO, Prudential, Associated British Ports, LCH and others reveal their plans to move off troubled benchmark
Forex algos, Emir and quant fundamentalists
The week on Risk.net, June 1-7, 2019
Op risk data: forex rigging fines bloat bank losses
Citi, RBS, JP hit for total €800m in penalties; plus Aussie bank misconduct probe. Data by ORX News
Time to put real problems to the quantum machines
There is a lot to learn before quantum computers can be applied to specific financial problems
Stock-pickers take note: the quants are coming
Quant funds are turning their hand to fundamental investing
Outsourcers, IM delay and machine learning
The week on Risk.net, May 25–31, 2019
Operational resilience means learning from failure
Firms and regulators could share data on mistakes, says Garp’s Jo Paisley
Alternative risk premia breaks through in Asia
Asian home bias and opportunity to exploit mispricing of assets among factors boosting strategies
FRTB, volatility scaling and swaps under SOFR
The week on Risk.net, May 18–24, 2019
Can bankers stop the trading book killer?
FRTB won’t obliterate your whole markets business any more, just some very specific parts
Mifid, initial margin and machine learning
The week on Risk.net, May 11–17, 2019
Not random, and not a forest: black-box ML turns white
Bayesian analysis can replace forest with a single, powerful tree, writes UBS’s Giuseppe Nuti
Burden of implementing US sanctions now firmly on energy firms
Energy firms must now screen operations of every vessel they deal with, writes maritime data expert
Fast VAR, CDS margins and Citi’s return to FX prime
The week on Risk.net, May 4–10, 2019
Whose leverage ratio is it anyway?
Basel's capital backstop has been distorted out of shape by supervisory meddling
Citi scrape could change FXPB skyline
FXPB business is in the throes of profound changes – and CCPs could benefit
Swaps data: IM grows in listed and OTC markets
Data shows fourth-quarter jump in IM across all product groups and after-effects of Nasdaq losses
Op risk data: Chinese regulators levy record fines
Also: top losses feature two frauds at Russia banks and AML provisions at Nordea. Data by ORX News
Counterparty risk, EU securitisation and Emir problems
The week on Risk.net, April 27–May 3, 2019