Data management
The Fundamentals of market risk rules
With the 2022 Fundamental Review of the Trading Book (FRTB) deadline looming, banks are fast coming to grips with the amount of work still to be done to achieve a successful implementation
Lease finance accounting – A new standard
International Financial Reporting Standard 16 came into effect on January 1. The impact of the new standard can be felt across all industries, particularly those that rely heavily on rentals and leasing as part of their core business. A global leader in…
A tech-driven transformation
A panel of experts explores how greater collaboration between risk and finance teams can garner significant benefits and add value, how technological innovation is making the regulatory landscape more complicated to navigate and produce transformative…
Risk and finance – Better together
Changing regulations and new accounting standards are creating enormous challenges for financial organisations. Thorsten Hein, principal product marketing manager, risk research and quantitative solutions at SAS, explores why, to successfully meet these…
The advance of analytics
Machine learning is coming to analytics but there are hurdles to overcome first, says Aiman El‑Ramly, chief operations officer at ZE PowerGroup
Tech marathon for FCA as Brexit uncertainty continues
FCA international head says regulator faces huge reporting and data sharing challenges
A blueprint for alternative data in asset management
UBS Asset Management’s data chief describes how alternative data can aid the investment process
Top 10 op risks 2019: data management
GDPR fuels fears of mega-fines for data-handling missteps
Data theft leads top 10 op risks survey for 2019
Fears of data breaches eclipse concerns over disabling cyber attack; IT failure and Brexit enter top 10
Quants say big data is all buzz, no alpha
Efforts to extract alpha from alternative data have been “really unsuccessful”, says Domeyard’s Qi
Credit risk quants are hitting the tech gap
An appetite to cut the costs of IRB is constrained by tougher regulatory scrutiny
AI data could be tainted even as it’s being cleaned
Risk USA: Expert says even touching raw data could lead to loss of context
Machine learning hits explainability barrier
Banks hire AI industry experts in face of growing regulatory scrutiny
Compliance preparations amid uncertain rules
A forum of industry leaders discusses how banks will define individual trading desks under FRTB, whether BCBS 239 compliance projects can help banks meet FRTB risk data challenges, which model validation obstacles banks still face and other key topics
Fischer Black was right. Somewhat
CFM quants show timing and extent of mean reversion using a highly data-intensive study
Do or die – asset managers take up data science
Firms are scanning an ocean of text and images, as well as big number sets, to grab an edge
Unlocking value from risk and finance data
For banks facing squeezed margins and increasingly agile competitors, a lack of consistent data quality and insight is a significant hurdle for risk and finance teams trying to transform the organisation. Innovative banks have brought the two functions…
Regulators bristle at slow progress on BCBS 239
Three out of 30 banks compliant with six months to go; talk of capital add-ons for laggards