Opinion
Conduct risk, CCP defaults and bitcoin futures
The week on Risk.net, January 27-February 2, 2018
How energy players are reaching the limits of hedging
Commodities firms face lasting changes in 2018
Bull run shows up differences in factor strategies
Market exposure, factor construction and risk budgeting have impact, writes Luc Dumontier of LFIS
Forex delays, Mifid confusion and EU movement on CCPs
The week on Risk.net, January 20-26, 2018
Forecasting crypto crashes with bubble analysis
Analysis finds bubble signals in bitcoin and ether, write trio of quant risk managers
Basel output floors, VM rules and taper talk
The week on Risk.net, January 13-19, 2018
Basel op risk modelling blow shifts focus to Pillar 2
Demise of AMA leaves industry needing risk-sensitive approach for calculating top-up capital, says consultant
Top 10 op risk losses of 2017: crisis-era fines abate
Total losses fell by half last year with large fines slowing; frauds take top three slots. Data by ORX News
Credit data: the Trump effect on PDs
The war on coal is over, according to the US president – and the effect can be seen in banks' default estimates
Sefs, CVA rules and new US mortgage fears
The week on Risk.net, January 6-12, 2018
Reducing noise is as important as radical change
Quants study ways to reduce noise in XVA Greeks calculations
FHLBs: safe as houses?
Health of huge bank funder rests on home loans and money market funds
Monthly op risk losses: China bond fraud implicates leading banks
Breakdown of top five loss events. Data by ORX News
The DIY approach to China bond investing
Lack of international ratings means foreign investors will need research resources of their own
Money laundering, repo clearing and a look back at 2017
The fortnight on Risk.net, December 23, 2017 – January 5, 2018
‘Catching the outliers’ does not always make sense for Basel
The capital impact of Basel III on Nordic banks is disproportionate to the risks they face
Trade surveillance shouldn’t deter traders
Monitoring costs are forcing commodity players away from market participation, say consultants
FRTB, CCAR and bonus caps for prop traders
The week on Risk.net, December 16-22, 2017
Op risk capital, quant year in review, bad news for Dutch prop traders
The week on Risk.net, December 9–15 2017
Machine learning is not just for the buy side
Sell-side quants develop machine learning technique to optimise margin costs
Making the alternative a reality
Quant firms will have to adapt to prosper in the new datasets environment
Monthly op risk losses: NYDFS fines Credit Suisse for forex fails
Breakdown of top five loss events, plus conduct risk and robo-advising. Data by ORX News
Credit data: US retail woes are not universal
Default probabilities paint a mixed picture of the decline of American shops
Swaps data: forex options – candidate for a clearing mandate?
Volume stats reveal a large vanilla market and much smaller trade in barriers