Our take
The machines are coming for your pricing models
Deep learning is opening up new frontiers in financial engineering and risk management
Fishing for collateral with neural nets
SocGen quant uses deep learning technique to optimise collateral substitution
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
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
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
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
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