Our take
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
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
Alternative risk premia breaks through in Asia
Asian home bias and opportunity to exploit mispricing of assets among factors boosting strategies
Can bankers stop the trading book killer?
FRTB won’t obliterate your whole markets business any more, just some very specific parts
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
EU’s new securitisation market stumbles at the starting gate
Lack of single supervisory authority is hampering EU efforts to create new markets
SA-CCR may need more fundamental fixes
Quants propose tweaks to improve Basel counterparty credit risk framework
Baselines for applying machine learning to investing
Techniques that worked in the natural sciences may not translate well to financial markets
Remembering the range accrual bloodbath
Flatter US yield curve spurs demand for a product with a painful history
Op risk past is prologue for UK banks
UK banks will not be allowed to forget past misdeeds
Will the Nasdaq default spur CVA for CCPs?
Quant proposes model to calculate bank credit risk exposure to CCP
Nowcasting can illuminate China’s macro scene
Nowcasting teams are proving a valuable tool for investors
Op risk capital: looking back in anger
Top 10 op risks survey shows industry has sights set on the horizon, even when regulators are looking backwards
The low flow blow
Traders can’t make flow rates business hot again, but their colleagues in tech and ops might be able to
Nasdaq auction failure ignites anti-clearing backlash
CCP members wary of illiquid risks
Last orders at the VAR
Inaccurate risk-of-loss estimates threaten to load extra capital charges on US dealers
CDSs get subjective
Legal certainty loses out to commercial objectives in race to fix manufactured defaults
Could machine learning improve CVA and IM calculations?
Banks have built ways to calculate CVA more quickly, but neural networks could offer more accurate method
Factors’ tails are fatter than you think
Investors should beware extreme losses from factor investing strategies
We need to talk about Collins
Standardised capital has become the binding constraint for all US G-Sibs bar Goldman and BNY Mellon
Calling out autocallable pricing
Quants show popular autocallable pricing technique has a flaw that has been ignored until now
Dabbling in data science won’t cut it
Banks are seeking data-led boost for research arms – only a few will succeed