Data
Banks stride towards BCBS 239 implementation
No G-Sib was non-compliant with any key data management principles
To model the real world, quants turn to synthetic data
Future financial models will be built using artificially generated data
Statisticians grapple with inflation impact of Covid-19
Collecting reliable inflation figures during lockdown is not straightforward
Global macro views combine with quantitative models to produce consistent returns
The team behind River and Mercantile Group’s global macro strategy team operates under two key principles: that macro is the most important aspect of any investment decision and that decision-making should incorporate both systematic and discretionary…
Managing a derivatives portfolio through turbulent markets
Steering a portfolio of non-linear derivatives, such as options and more exotic products, is challenging at the best of times. Market risks change as markets move and time passes, risks offset in complex ways and proxy hedging is common. In this feature,…
Counterparty credit risk – Why data is only valuable in context
Paul Whitmore, global head of counterparty risk solutions at Fitch Solutions, explains how qualitative data can add colour and insight to quantitative metrics for assessing the creditworthiness of counterparty banks
Implementing Basel IV in Asia-Pacific – Mapping out the next steps
This webinar explores the current pain points and provides insights on Basel IV implementation in Apac, addressing the most common challenges and what it takes to transform to a Basel IV-compliant financial institution
Repo rules caught in Covid’s concertina effect
Pandemic jeopardises phased rollout of Europe’s SFTR regime, raising fears of chaotic ‘big bang’ start
Building a holistic GRC framework in fragmented Asia-Pacific markets
This webinar explores best practices in meeting regulatory and data governance requirements in fragmented markets
To handle Covid-19 we need better data
Winton’s David Harding says unconscious bias in test data means epidemic is poorly understood
Machine learning in fraud analytics – Getting it right
Over the past couple of years, financial institutions have made significant achievements in the fight against fraud by embracing machine learning analytics and advanced artificial intelligence
Global investing under water? – Climate change could leave equities exposed
As impending global changes brought about by climate change loom, one issue in particular threatens to cause massive losses to institutional investors – rising sea levels. David Lunsford and Boris Prahl, of MSCI, explore where, despite the efforts of…
Credit risk – Building on a foundation of quality data
Credit risk analysts at emerging market banks not only need high-quality data, but also the necessary tools to manage it. Improving consistency and reducing the risk of errors in credit risk data create more time to concentrate on the core activity of…
Podcast: Horvath and Lee on market generator models
Quants explain the application of the latest techniques
At Numerai, real-world figures need not apply
AI hedge fund CEO sees the light in black-box technology
Growing sanctions raise compliance risk for energy firms
Sanctions increase risk for energy firms as regulators step up enforcement, writes maritime data expert
The open data revolution in banking falls short
Lax Pillar 3 rules are leading to inconsistent data being collected
India exchange to debut rupee derivatives settled in US dollar
Launch of onshore futures and options unlikely to dent offshore volumes, though
Alt data lends a different light to coronavirus impact
Smog, traffic data – even movie rentals – help analysts track economic effects of virus
Japan selects term risk-free rate vendor
Sketchy volumes in overnight index swaps hold up calculation methodology
Top 10 op risks 2020: theft and fraud
From mega loan fraud to canteen theft, the danger is ever present
‘Quantamental’ approach convinces Morgan Creek CEO
Proponent of big-picture investing sees growing role for machines, but with caveats
Treasurers turn to AI in bid for sharper forecasting
Wider automation could usher in future of ‘hands-free hedging’, but obstacles lurk in data standards and sharing