Banks need information from clients or third parties to populate 1,760 stress test variables
UK follows up proposed EU solution to confusion over post-trade transparency with its own fix
Russell Ironside, pricing and reference services propositions manager at Refinitiv, discusses what is driving the need for more data in the area of shareholding disclosure
Converging financial and corporate scenarios would provide better data for stress-testing
Unlocking hidden value in market and reference data across the organisation
Fund managers must report compliance with taxonomy before many investee companies
Endogenous volatility has a tell-tale pattern, quants find
This white paper takes a current view of market risk management, its growing complexity and how it can be transformative to institutions as the industry is widely recognising what are the right approaches to addressing evolving risks.
Ex-Morgan Stanley, Winton vets reimagine institutional risk management for volatile crypto markets
Move to cross-sell risk analytics could herald further content deals for bank’s Marquee platform, says sales chief
Even prior to the Covid-19 pandemic, insider threats were reported to be increasing with 48% of firms indicating that incidents were on the rise within their organisations. Where are so many firms going astray?
Understanding what new technologies offer is a top challenge for energy risk managers, survey finds
A happier start than Emir, but SFTR honeymoon is over now that trades report separately in UK and EU
Dealers say proposal to force disclosure of all big-bank OTC derivatives trades won’t improve data
Different timelines for banks and their clients could stymie comparisons between banks
This paper concerns the application of implied volatility in modeling realized volatility in the daily, weekly and monthly horizon using high-frequency data for the EUR/GBP exchange rate.
Some of the trickiest puzzles in finance could be solved by blending old and new technologies
The authors model the supply and demand curves of electricity day-ahead auctions in a parsimonious way by building an appropriate algorithm to present the information about electricity prices and demand with far fewer parameters than the existing…
Majority of mandatory indicators become optional in final draft of sustainability regulation
The authors devise a neural network-based compression/completion methodology for financial nowcasting.
Changes in working practices since Covid shift angle of criminal attack on financial institutions
Italy has not been seen as a candidate to pick up business from the UK – until now