Machine learning
Firms race to apply machine learning to liquidity risk models
As key regulatory deadline looms, US mutual funds are waiting to see if machine learning can enhance liquidity risk models
This tangled web: banks seek to contain systemic model risk
Network studies are being used to identify model dependencies and concentrations
Banks warned off machine learning for model risk
Banks acknowledge they “cannot hide behind a complex tool” to assess interconnectedness
Bloomberg testing use of image recognition in volatility trading
Computers could be used to spot kinks in volatility surfaces
BlackRock to use machine learning to gauge liquidity risk
Firm close to rolling out new models for redemption risk and market liquidity
Quants look to image recognition to process alternative data
Funds are using machine learning to screen alternative datasets more quickly
Model calibration with neural networks
Andres Hernandez presents a neural network approach to speed up model calibration
New data and AI tipped to transform trading businesses
Isda AGM: New BNP Paribas system already creating counterparty trading probabilities for bonds
Robo-traders and robo-labour
Banks and buy-siders are starting to harvest the benefits of machine learning beyond the front office
Model risk managers eye benefits of machine learning
Ramp-up in regulatory scrutiny of model validation sees banks turn to black boxes
Spike in bad loans raises scrutiny of P2P credit models
Jump in delinquencies at some lenders prompts questions over modelling practices, but firms stand by their approach
Quants turn to machine learning to model market impact
JP Morgan, Bloomberg and Portware among those applying AI to long-standing problem
Broaden your reach on model risk, quants told
Three banks say their model inventories are “a work in progress”
Academics warn against overuse of machine learning
Lack of data makes AI technology unsuitable for risk management, say Cont and Rebonato
Derivatives sales 2.0: banks explore big data
Pressured banks hope new tools and technical nous will give their sales teams an edge
Fintech and wholesale banking: why nothing has changed
Staff turnover, regulation among five factors holding banks back