BlackRock
Clients feel forgotten by Giancarlo’s swaps trading plans
Industry says wider Sef mandate ignores reality of dealer-to-client market
Asia moves: BlackRock picks new Asia head, Credit Suisse boosts regional solutions, and more
Latest job changes across industry
Hedge fund giants lead fourth wave of IM candidates
BlueCrest, Capula, Citadel, Millennium and Rokos expected to be in scope for next phase of margin rules
Fed’s Brainard wary of black box AI models in consumer credit
Speech raises explainability issue; says existing model risk guidelines are “a good place to start” in regulating AI
BlackRock shelves unexplainable AI liquidity models
Risk USA: Neural nets beat other models in tests, but results could not be explained
Asia moves: Soc Gen replaces China head, Goldman names new partners, and more
Latest job changes across industry
What’s in the box? Bad year reveals alt premia’s gaps
Average fund is down almost 5%, but gap between best and worst performers is 14%
BlackRock, risk models and regulatory relief
The week on Risk.net, October 20–26, 2018
At BlackRock’s West Coast AI lab
The firm is handing its ‘most vexing problems’ to artificial intelligence
Big funds muzzle their AI machines
Fears over interpretability, crowding and overfitting have put a damper on efforts to unleash AI for asset management
Asia moves: SGCIB makes two promotions, Natixis hires three heads, and more
Latest job changes across industry
Complying with regulatory initial margin and automating the collateral management process
Since the introduction of uncleared margin rules, collateral management has been thrust into the regulatory spotlight, becoming a priority for firms with over-the-counter derivatives portfolios
Symphony bots march on Bloomberg
New chat system touted as sales and trading game-changer, as banks build hundreds of add-ons
Libor death threatens to blow hole in hedges
Isda AGM: BlackRock, Fed stress need for fallbacks to marry up across rates universe
Don’t count on vol regime change – BlackRock quant
“This time next year volatility will most likely be low,” says Fishwick
Asia moves: Nomura hires in Hong Kong, HKEx shuffles board, and more
Latest job changes across the industry
People moves: Six reshuffles, Citi’s Planquart joins TP Icap, and more
Latest job changes across the industry
DRW calls for physical settlement of bitcoin futures
Prop shop’s head of market structure says underlying spot exchanges are not transparent enough
Asia moves: StanChart’s China head, new chief for Bank of China HK
Latest job changes across the industry
Investors warm to quant tools to gauge political risk
Many funds have lost confidence in traditional ways of measuring political risk
Making the alternative a reality
Quant firms will have to adapt to prosper in the new datasets environment
Asset manager of the year, systematic investing: BlackRock
Risk Awards 2018: Giant manager has in-built advantages, but is also breaking new ground
ETFs under scrutiny over liquidity risk
Secondary market trading in funds could freeze up in times of stress, supervisors fear
Pimco calls for urgency on Libor transition
Bond giant wants SOFR rate published “sooner rather than later”; BlackRock raises questions over liquidity