Data
Robinhood looks to ‘Chaos Monkey’ for op resilience playbook
Risk Live North America: US broker is ditching emails, using chaos engineering and automating everything in sight
The ‘get-out-of-debt’ card that may worry bond investors
A new paper analyses the controversial tool that governments may be forced to deploy to control borrowing costs
Why flows now rival fundamentals
Geography and market sentiment are having profound impacts on price action, says LMAX’s head of FX data
European regulator praises Japan’s ‘smart’ NMRF manoeuvre
Comments come after revelation that Nomura is able to reverse NMRF status for risk factors
DFAST fashion: emerging trends from 12 years of US stress tests
The banks that breach buffers, the assets that perform best under stress, and other insights from Dodd-Frank Act stress-testing exercises
The investors who aren’t fretting over Trump’s stat sulk
Some see dismissal of statistics agency chief as an assault on US institutional integrity; for others it offers a chance to throw off outdated methods
Untangling corporate actions data complexity
LSEG is developing AI capabilities and leveraging expert validation to bring structure and speed to corporate actions data
SRT growth raises fresh questions on valuation and risk
SRT growth and the implications for banks, investors and regulators
Saved by the Byrd? The fight over the OFR’s future
Dodd-Frank made it the premier data-grabber, and the financial world doesn’t like it
Nomura wins NMRF reprieve from Japan’s FSA
Relief granted due to scarcity of vendors offering pricing data for market risk models
A comprehensive explainable approach for imbalanced financial distress prediction
The authors suggest an explainable machine learning method for imbalanced financial distress prediction which uses extreme gradient boosting.
Cat on life support after appeals court ruling
Consolidated Audit Trail’s funding order setback could herald its demise