Articles by Luke Clancy
Simm may come with a side benefit – a common data standard
Buy-side firms using Acadiasoft for Simm calculations must adopt the ORE XML data format
Volatile FX markets reveal pitfalls of RFQ
Clients urged to mask trading intent; critics warn of subtle sell-side advantages
Ion rival TransFICC gets cash boost
HSBC, ING join £5.75m investment round, amid claims of shrinking tech choice
To model the real world, quants turn to synthetic data
Future financial models will be built using artificially generated data
Ion’s wrists slapped in probe of Broadway deal
Competition watchdog extends initial investigation after Ion failed to comply with call for info
Vol boosts rules-based trading services
More users – and more platforms – turn to auto-RFQs for smaller tickets
Sluggish back-office systems added to margin pressures
Systems supplied by FIS struggled to handle massive spike in March trading volumes
FCA sizes up alt data for insider trading, irking funds
UK regulator examines new data sources’ potential to confer unfair market advantage
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
Ion’s Broadway deal leaves banks in a bind
Barclays and Nomura among banks that had moved from Ion to rival it now controls
FX aggregators flirt with scrutiny over brokerage charges
Making dealers pay for trades raises ‘payment for order flow’ questions
Bank disruptors: Barclays finds blockchain nirvana
USC could transform financial markets. But first, backers must prove it is secure
CCP risks, Sonia shift and CVA carve-out
The week on Risk.net, January 4–10, 2020
Forex code cold shouldered; Volcker fires up FRTB; Tradeweb trends
The week on Risk.net, November 30–December 6, 2019
Bad clocks, Ion knocked, Sef-based swaps
The week on Risk.net, November 16–22, 2019
Bad clocks block forex best-ex
To get a good deal in fast-moving forex markets, buy-side firms need to know the time. Some don’t
CCP defaults, Pillar 2 charges and robo-raters
The week on Risk.net, November 9–15, 2019
Repo madness, FRTB and swaptions switch
The week on Risk.net, November 2–8, 2019
French banks, jump-to-default and STS for synthetics
The week on Risk.net, October 26–November 1, 2019
Stress tests, risk-free rates and cross-currency swaps
The week on Risk.net, October 19–25, 2019
Brexit disruption, fire sales and climate risk
The week on Risk.net, October 5–11, 2019
Gaming tests, loss provisions and synthetic Libor
The week on Risk.net, September 28–October 4, 2019
Recovery plans, CFTC equivalence and stress tests
The week on Risk.net, September 21–27, 2019
Insight Investment wary of banks’ last-look claims
Buy side should “team up” in bid for more forex transparency, argues senior trader