Profile
JP Morgan data scientist on mining and machine learning
Asset management arm looks to trawl internal data for investment edge
Gottex chief on expansion plans amid industry disruption
With brokers facing headwinds, Swiss firm doubles down on Scandi niche
Mark Yallop on conflicts in fixed income
Banks and their clients need protocol on information sharing, says FMSB chair
ECB’s Angeloni: bullish on Brexit, wary on regulatory reform
Relocations from UK will boost EU capital markets; but CRR needs to remove national barriers
Citi’s CRO on the importance of risk sensitivity
Brad Hu talks modelling, CECL and setting risk culture
OCC’s Morrison on combating the cyber threat to clearing
Cyber security chief eyes analytics and machine learning to help anticipate – and defend against – breaches
Isda chair on the swaps market’s power shift
A decade ago, dealers held 18 of 19 board seats – but crisis has forced trade body to change
Ryan Labs harvests ‘flight-to-quality premium’
Defensive risk premia strategy buys ultra-long-dated Treasury futures when markets panic
Maybank takes to the dark web to tackle hackers
Bank’s CRO and CTO discuss front-foot approach to cyber threats
Scotiabank’s Daniel Moore on the evolution of the CRO
Data and technology will help risk managers improve risk-adjusted returns
From Lehman to rupee crashes: India’s CCP chief on market stress
Risk chief sets about bolstering CCIL’s risk modelling, lookback periods, and portfolio compression
Ex-F1 strategist in driving seat at Schroders data unit
Mark Ainsworth on “turning data into alpha” at fundamental asset manager
Insight pushes ahead with plans to re-plumb repo
Investment manager says non-bank repo now makes up tenth of its book
Ex-Fed trader Coffey on macro risks and VAR
Myopic models are creating feedback loops, warns founder of new macro firm Avoca
UBS AM plans new generation of quant tools for stock pickers
Bryan Cross thinks ‘man plus machine’ investing will flourish
Swift’s CRO on Bangladesh Bank heist, cyber risk and DLT
Quraishi lays out Swift’s approach to members’ security, and technological risks and opportunities
CLS’s Nagia on overcoming the challenges of forex clearing
As CLS expands into cleared derivatives, its CRO must navigate uncharted risk territory
State Street uncovers a bond liquidity mystery
Bigger trades are cheaper, research finds – and investor analytics head, Mark McKeon, knows why
JP Morgan’s CRO on the bank’s six buckets of risk
Risk30: From loan losses to electromagnetic pulses, JPMorgan Chase has a place for it
Haitong: a spotlight on the regional ambitions of Chinese firms
Risk30: Chinese securities house Haitong is going with the flow
DTCC’s Bodson on blockchain, SDRs and repo clearing
Risk30: swap data reporting will move to a distributed ledger platform in early 2018
PKA’s CIO on risk transfer and factor investing
Risk30: Low volatility aids and hinders Danish fund
Nex’s Spencer on tech, Brexit and the UK’s identity crisis
Risk30: Icap founder fears return of exchange controls under a Labour government
ANZ’s Whelan on China, data science and ROE
Risk30: markets business at ANZ is picking new targets