Stoplight system could spot imminent meltdowns – study
Proposed traffic light system sifts through transaction data for signs of trouble
A traffic light system of risk indicators for financial market infrastructure could use transaction data to detect threats to financial stability in almost real time, according to research due to be published later this year.
Ron Berndsen, chairman of LCH’s risk committee, and Ronald Heijmans, a senior data scientist and policy adviser at De Nederlandsche Bank, argue in their upcoming paper that
Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.
To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe
You are currently unable to print this content. Please contact info@risk.net to find out more.
You are currently unable to copy this content. Please contact info@risk.net to find out more.
Copyright Infopro Digital Limited. All rights reserved.
As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (point 2.4), printing is limited to a single copy.
If you would like to purchase additional rights please email info@risk.net
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (clause 2.4), an Authorised User may only make one copy of the materials for their own personal use. You must also comply with the restrictions in clause 2.5.
If you would like to purchase additional rights please email info@risk.net
More on Risk management
Op risk data: Cyber hacks shake crypto protocols
Also: JP Morgan fined over investor losses; Symetra’s Methodist pensions mess. Data by ORX News
Why bank stablecoin projects get stuck in the sandbox
Five years ago, a wave of banks launched stablecoin projects, but most never got beyond the testing phase
Banks fear US cross-product capital relief will fall short
Proposal to treat repo as futures for SA-CCR may not do enough to support UST clearing mandate
AI governance rules coming soon, says CFTC chair
Selig doesn’t want to stifle innovation, but says trading or advice algos will need guardrails
Clearing firms flummoxed by new margin models at CME, Ice
VAR-based portfolio margining is easier to manage, but harder to explain
Prediction markets can be a canary in the coal mine
Prices of contracts on the likes of Polymarket can act as signals for risk management and hedging, says risk expert
EU task force boss calls on NCAs to wield their powers to meet T+1
Europe’s disparity will add to command hub’s challenge to match US co-ordination feat, says Giovanni Sabatini
Vida portfolio solutions on J.P. Morgan Markets
J.P. Morgan’s Vida portfolio solutions are being applied across financing and portfolio management, reflecting a shift towards more scalable, integrated investment infrastructure