Artificial intelligence
Integrating ECL onto a stress-testing platform: portfolio composition
How to grow a portfolio that is internally consistent with a stress scenario
RBC eyes AI to bolster FX and rates algos
Canadian bank plans to take deep reinforcement learning tech from equities to fixed income and currencies
Model risk management is evolving: regulation, volatility, machine learning and AI
Thomas Oliver, head of model validation at Quantifi, explores how the model risk management (MRM) landscape is changing in response to geopolitical uncertainty, increased concerns over counterparty risk, rising interest rates and other related challenges
BloombergGPT: Terminal giant enters the LLM race
New large language model aims to supercharge Terminal’s ability to provide sentiment, charting and search
ESG strategies special report
This Risk.net special report sponsored by SAS features a series of articles that reflect on the latest initiatives for consistent standardised global frameworks for measuring ESG, consider the methodologies investors are using to make measurable progress…
Integrating ECL onto a stress-testing platform: credit risk characteristics
How credit loss in the ECL process can leverage changes in the credit risk profile of a portfolio during a stress scenario
Integrating ECL onto a stress-testing platform: scenarios
Strategies for producing stress-testing ECL values that comply with IFRS 9, as well as CECL standards
Dynamic class-imbalanced financial distress prediction based on case-based reasoning integrated with time weighting and resampling
The authors put forward a dynamic class-imbalanced CBR FDP model which is shown, using data from Chinese listed companies, to outperform static and dynamic CBR FDP models without resampling or time weighting.
OK regulator? How AI became respectable for AML controls
Dutch court case pressures supervisors to accept new tech; explainability the key challenge
Reading between the fines: a deep dive into financial institution penalties in 2022
Fenergo’s latest research report on financial institution penalties in 2022 is available now. Key analysis shows that fine values in Apac were just 0.77% of what they were in 2021
The haves and the ‘have bots’: can AI give vol forecasters an edge?
Firms look to machine learning and natural language processing to gain advantage over peers
Digital banks: harnessing technology to deliver growth
In this white paper report, chief risk officers and chief technology officers at digital banks discuss their growth goals and key priorities over the next few years.
Complying with climate risk framework standards for streamlined processes
Conscious that climate change affects all sectors of the economy, financial institutions are realising the significant impact this will have on their customers and, ultimately, their own profit margins.
Bot’s job? Quants question AI’s model validation powers
But supervisors cautiously welcome next-gen model risk management
Credit risk, data and AI: managing spiralling demands and delivering value
Based on a comprehensive survey of, and conversations with, credit risk professionals globally, this report delves into their challenges they face in trying to source and use forward-looking data.
Asset allocation with inverse reinforcement learning
Using reinforcement learning to help replicate asset managers' allocation strategy
Machine learning and AI in model risk management: a quant perspective
Statistical risk models face issues of validity as unprecedented events and social phenomena occur. However, artificial intelligence (AI) and machine learning can assist models in maximising accuracy. By Tiziano Bellini, head of risk integration…
Podcast: Leveraging real‑time data feeds for faster business decisions
The markets have been on a very volatile ride in 2022, which makes low-latency data more crucial to the business
Explainable artificial intelligence for credit scoring in banking
The authors put forward an explainable machine learning model predicting credit default using a real-world data set provided by a Norwegian bank.
Navigating the complex world of equity options data
In an exclusive Risk.net webinar, convened in collaboration with Cboe Global Markets, experts discussed the expanding world of equity options data, the rise of retail investment within it, and the technological challenges and opportunities associated…
How to hone NLP’s detection skills: a cue from a super-sleuth
With a sharper focus, AI readers could help detect hidden exposures for investors
Operational risk management solution: MetricStream
Asia Risk Awards 2022
AML solution of the year: Napier Technologies
Asia Risk Awards 2022
Fraud prevention solution of the year: Quantexa
Asia Risk Awards 2022