Data
A paradigm shift for prepayment risk assessment
For MBS investors, the ability to link data to specific loans and securities offers more precise analysis, alongside other advances in data and analytics
Esma sounds out industry for ways to cut reporting burden
Markets watchdog asks consultative groups for ideas to simplify reporting rules
Data and analytics firm of the year: LSEG Data & Analytics
Energy Risk Awards 2025: Firm’s vast datasets and unique analytics deliver actionable insights into energy transition trends
Hedging advisory firm of the year: AEGIS Hedging
Energy Risk Awards 2025: Advisory firm’s advanced tech offers clients enhanced clarity in volatile times
Did fintech loans default more during the Covid-19 pandemic? Were fintech firms “cream-skimming” the best borrowers?
The authors propose a model which can be used to identify the "invisible prime" consumers from the nonprime pool for fintech loans.
Gaussian GenAI: synthetic market data generation
A method to generate financial time series with mixture models is presented
Eyes on automation as FX options volumes surge
Dealers and trading platforms are making gradual progress to electronify foreign exchange options pricing and workflows
APG upbeat on sustainability derivatives despite setbacks
Isda AGM: Dutch pension fund manager’s chief executive believes instruments have room to grow
Evalueserve tames GenAI to boost client’s cyber underwriting
Firm’s insurance client adopts machine learning to interrogate risk posed by hackers
OCC’s security chief on generative AI with guardrails
Clearing house looks to scale technology across risk and data operations – but safety is still the watchword