Data
European banks set for 17.5% capital hike under Basel III
Output floor could account for almost half the increase in Tier 1 capital requirements by 2028
Decision science: from automation to optimisation
The full benefits of investing in a digital approach to credit decisioning are yet to be unleashed, despite advancements in automation and analytics at banks
GFXC set to focus on FX market data access
Costs of data needed for buy-side benchmarking exercises under spotlight
‘Monster’ rally shows junk index isn’t what it was
Speed of recovery reflects structural and technical changes in US high yield
Pick a lane: Anna DSB to rival CDM coded swaps reporting?
Dual machine-executable rules are set to create choice – and maybe bifurcation – for swaps reporting
Using correlation to model op risk losses may be unsafe – study
Techniques for linking economic factors and bank losses produce varying – and sometimes contradictory – results
Semi-analytic conditional expectations
A data-driven approach to computing expectations for the pricing and hedging of exotics
‘Trend’ triumphs in uncertainty, but not as it wanes – study
Quant investing approach thrives in extremes of market uncertainty; calm hinders it
Coded swaps reporting plan delights some, but not all
Cost-busting code for swaps reporting could be tricky if banks lack internal standardisation
Lack of data strategy could cause costly mistakes
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Danske, Deutsche and PNC pin SVAR to Covid-19
Most global banks continue to use the global financial crisis to stress-test their portfolios
From ‘cottage industry’ to quant-ready: prop data at JP Morgan
Unique information now “table stakes” for brokers as they compete for new clients
EC set to phase-in consolidated tape rollout
Isda AGM: introduction will start with fixed income, then move to equities and OTC derivatives
EU considers delay to OTC derivatives tape
Member states raise prospect of delaying introduction of consolidated feed
Hedging inflation may never have been trickier
Effective hedging depends on what’s causing prices to rise
SEC cyber rule could trigger more attacks, experts warn
Mandatory disclosure of cyber risks and attacks could help hackers
Firms question viability of UK consolidated tape model
UK government plan for a competitive framework for the consolidated tape raises concerns
The murky world of transparency disclosures
Lack of data granularity on Russian exposures should prompt a rethink by regulators and banks alike
Required margin by FCMs hit all-time high
JP Morgan reported the largest monthly increase across the 48 reporting firms
Risk Awards 2022 winner's interview: TP ICAP
Zoi Fletcher talks to Don McClumpha, chief executive of global broking for Europe, the Middle East and Africa at TP ICAP, about the firm’s win in the OTC trading platform of the year category in the Risk Awards 2022
Earnings call analysis 2.0 goes beyond good and bad words
Quants develop new ways to extract signals from media-savvy chief executives and their financial statements
Banks: sanctions evasion driving rise in money laundering risk
Attempts by oligarchs to siphon cash out of Russia sparks heightened scrutiny of AML alerts
Top 10 op risks 2022: geopolitical risk takes centre stage
Ukraine invasion, western sanctions and Russian response seen driving big rise in cyber and supply chain risks