Risk management
Capitalab completes first compression run with SGX
Compression efficiency in SGX Nikkei 225 options could be as high as 50%, Capitalab says
Eka disrupts CTRM software landscape
The commodities trading and risk management software landscape – up to now dominated by large providers – is shifting. Rick Nelson, executive vice-president and chief business officer at Eka, talks about being a disrupter and explores how digitisation…
A helping hand – Addressing industry concerns
The Basel Committee on Banking Supervision’s final revisions to the FRTB guidelines aim to address industry concerns around complexity and capital implications. A forum of industry leaders discusses whether the changes have been effective and how banks…
HKEX boosts member credit risk monitoring
Hong Kong exchange’s several hundred clearing members pose complex default risk correlations, says chief risk officer
Ex-Huawei tech security chief on steeling UOB’s cyber defences
Singaporean bank overhauls penetration testing and scenario analysis, with Tobias Gondrom leading the effort
JP Morgan turns to machine learning for options hedging
New models sidestep Black-Scholes and could slash hedging costs for some derivatives by up to 80%
Royal Commission report sparks conduct risk changes at ANZ
Regulators must work with banks on conduct risk rules to avoid “box-ticking exercise”
LCH veteran Davie set to depart
Clearer looking to fill new role in head of SwapClear and listed rates
BoE makes climate risk a hot topic for banks
Financial institutions must entrust oversight of climate risk to named individual under senior managers regime
Estimation of losses due to cyber risk for financial institutions
The objective of this paper is to analyze cyber risk from an operational risk perspective and to measure cyber risk empirically.
Banks grapple with social media risk
In shadow of Metro Bank WhatsApp episode, panellists warn banks need to deftly handle social media blow-ups
Fund houses get picky over where to use machine learning
Buy-siders limit usage of deep learning techniques due to haziness over their inner workings
Korea tightens autocall oversight as local houses take on risk
Regulator sounds warning over $9 billion increase in structured product self-hedging by Korean firms
All along the watchtower – Surveillance tools against market abuse
Surveillance tools against market abuse are enjoying a technological revolution in analytics, while anxious supervisors are also closing in on market practices. Risk.net hosted a webinar in association with NICE Actimize to analyse the threats and…
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