Risk management
The quant investor harnessing the power of ants
Swarm Technology designs network of trading algorithms that mimics hive mind of insects
Podcast: Leveraging real‑time data feeds for faster business decisions
The markets have been on a very volatile ride in 2022, which makes low-latency data more crucial to the business
Explainable artificial intelligence for credit scoring in banking
The authors put forward an explainable machine learning model predicting credit default using a real-world data set provided by a Norwegian bank.
Tapping into liquidity in the high-yield bond market: derivatives and lending markets
The iBoxx USD Liquid High Yield Index has served as the leading benchmark for the high-yield market since its debut in 2006
HSBC hits up rivals to strengthen US risk team
Bank hires from BNPP for US CRO and BofA for head of model risk management
Securities house of the year: Shenwan Hongyuan Securities
Asia Risk Awards 2022
Derivatives law firm of the year: Linklaters
Asia Risk Awards 2022
RMB house of the year: Standard Chartered
Asia Risk Awards 2022
Operational risk management solution: MetricStream
Asia Risk Awards 2022
Technology vendor of the year: Murex
Asia Risk Awards 2022
Risk management consultant of the year: KPMG
Asia Risk Awards 2022
Liquidity risk solution of the year: Oracle Financial Services
Asia Risk Awards 2022
A chilly reception for climate risk capital
Bankers don’t believe climate-adjusted risk-weights will enter EU prudential framework – not for now, at least
Risk applications and the cloud: driving better value and performance from key risk management architecture
Today's financial services organisations are increasingly looking to move their financial risk management applications to the cloud. But, according to a recent survey by Risk.net and SS&C Algorithmics, many risk professionals believe there is room for…
Risk applications and the cloud: boosting collaborations to strengthen risk management infrastructure
More of today's financial services organisations are choosing to move their financial risk management applications to the cloud.
The post-trade patch‑up: revamping processes in volatile times
A Risk.net Rapid Read survey report: how efficiency in post-trade services at financial firms influences risk management, and how it is expected to evolve
“Closing the gaps: moving forward on tail risks in central clearing”: a central bank of issue perspective
The authors explain the priorities for CCP recovery and resolution from a central bank of issue perspective, focussing on structural barriers and how gaps could be overcome.
The post-trade patch-up: revamping processes in volatile times
This Risk.net Rapid Read survey report, commissioned by ION, examines the effectiveness and efficiency of post-trade processes and services at financial firms, and assesses where change is most needed, and the barriers to change.
Choice of margin period of risk and netting for computing margins in central counterparty clearinghouses: a Monte Carlo investigation
The authors provide a quantitative comparison for evaluating the impact of collecting margins in a gross-versus-net system with the margin period of risk (MPOR) set to between one and five days.
Net-zero pledges bring big unknown for credit risk
Uncertainty on how governments plan to curb emissions adds political dimension to credit quality assessments
Financial services firms take a wider approach to managing digital risk
As well as creating efficiencies and opportunities, digital transformations create more concentrated and interconnected risks for financial services firms. In a recent Risk Live panel session sponsored by ServiceNow, experts discussed how they are…
Geopolitical risk models not ‘rigorous’ enough, says quant
Joseph Simonian believes game theory and reinforcement learning could improve matters
Risk Technology Awards 2022
The 2022 Risk Technology Awards recognised products and services that helped firms steer through the Covid-19 pandemic, a testament to the winners’ resilience in the face of unprecedented disruption and the key role they play in today’s markets. This…
Key actuarial transformation trends across Apac in 2022
Digital transformation has resulted in growing market complexity. This has been heightened by both the introduction of more regulations for insurers and consumer demand for customised insurance coverage