Premiums of more than 25% are attractive to banks battling low vol and increasing competition
Attack on one bank could affect more than a third of banking system’s assets, researchers warn
A forum of industry leaders discusses the latest developments in XVA and the strategic, operational and technological challenges of derivatives valuation in today’s environment, including the key considerations for banks looking to move to a standardised…
Machine learning can be too efficient; now, vendors are looking for ways to make it more accurate. Clive Davidson looks at the stories behind this year’s Risk Technology Awards
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…
As technology increasingly permeates societies, cultures and everyday activities, its integration into people’s lives is having a profound impact on what is expected of people in the workplace. Deloitte examines this evolution of today’s workforce, the…
What lies ahead for investment managers
Banks’ anti-money laundering teams are starting to utilise machine learning to combat financial criminals. Risk hosted a webinar in association with NICE Actimize to explore whether these bots can be trusted
Third-largest actual same-day payment obligation is the biggest since 2016
US bank would swallow 3.5% G-Sib surcharge if substituability cap lifted
The big banks trimmed total leverage exposure by €2.9 trillion (4%) in 2017
Video Q&A: Neil Dodgson, IBM Watson Financial Services
The absence of evidence and the evidence of absence: an algorithmic approach for identifying operational outages in TARGET2
This paper implements an algorithmic approach to identify participants’operational outages based on transaction data.
This paper examines how DLT can be used in the area of PCS, and identifies both the opportunities and challenges associated with its long-term implementation and adoption.
Third of European fintech firms are completely unregulated, survey finds
Masters’ firm quietly moves beyond finance; works with PNC Bank
This paper provides a broad perspective by taking into account payments globally in a comprehensive way: from card payments to real-time gross settlement
This paper investigates how participants react to major incidents in a payment system, contributing to the literature on payment reaction functions.
This paper considers a network of cross-border SWIFT message flows where nodes are the countries in which the sending and receiving banks are domiciled. The authors analyze how the payment flows reflect or predict various aspects of the real economies.
A number of countries are introducing faster settlement of retail payments due to increasing consumer demand.
We investigate whether overnight unsecured interbank loans and interest rates can be reliably inferred at the market and bank level from central banks’ interbank payments data.