Profile
Libor leaders: ABP crafts blueprint for corporate Libor switch
UK port operator converts swaps and bonds to Sonia, but loans proving more tricky
Libor leaders: EIB sees prizes and pitfalls in Libor reform
Sonia bond trailblazer wants a single bond template for all RFRs, but found hidden devils in its debut
Libor leaders: Prudential takes SOFR for a test drive
Test trades have allowed US insurer to start getting used to a life without Libor
Libor leaders: BMO sets the pace in RFR transition
Early mover switches £10 billion of pension liability swap hedges to Sonia
Neuberger trusts market-timing model to hook China investors
Fund aims to smooth returns for buy-siders spooked by past market dips
RJ O’Brien’s chief risk officer on margin models and clearing
CME’s looming switch to VAR model will have pronounced effect on broker and its clients, says Brad Giemza
Systematic manager puts up guardrails for AI
Boston-based Acadian aims to limit risks from complex, machine learning algorithms
Start-up uses AI to zero in on US property deals
Team including former cyber intelligence agents builds model to target real estate transactions
A Chinese megabank and its CRO in the US
Frank Morisano has put together a risk team, his unit funds itself, and he’s banned cloud technology
HKEX clearing head talks margin and auctions post-Nasdaq
CCPs have work to do to restore confidence in clearing, but Roland Chai has a plan
Robo traders not so different from us, says Man AHL risk chief
Watching over machine learning algorithms is similar to monitoring human portfolio managers
Can nowcasting unlock factor timing?
Fulcrum Asset Management is running tests to see if fresher data can help improve factor allocations
Wall Street vets vie to be BlackRock of crypto
Fund launch uses fundamental analysis to identify value propositions in high-risk industry
Honesty is key to machine learning’s future – Roberts
Oxford-Man Institute director on why tomorrow’s models will gracefully admit defeat
CICC looks to China assets for alt risk premia boost
Source of diversification can be found in yuan-denominated assets, says fund’s quant head
Arnott, Harvey: machine learning dangerous when data thin
Experts warn ML should be used “for its correct purpose”
HSBC and the risk-advisory robot
Bank has amassed 10-petabyte pool of client data to spot hedging, financing and payments needs
AIIB risk chief on steering China’s World Bank rival
Martin Kimmig on the Asian Infrastructure Investment Bank’s challenge of overcoming patchy credit data
How quants at Value Partners pick Macau’s casino winners
Hotel data on ‘high rollers’ helps group make casino investment calls, as quant influence grows
Citizens: tearing up the rule book
Super-regional’s CRO streamlines RBS-era lending rules to speed up credit approvals
From trend follower to trailblazer
New fund targets commodities others are “scared” to trade – from asphalt to glass panels
The machine shines in Hong Kong A-share fund
Strategy run by ChinaAMC (HK) combines machine learning with human judgement to outdo rivals
Why Dario Villani trusts machine learning
Duality Group CEO says people should abandon ‘top-down, godlike model’ and their need to understand
Not so DFAST: slim Mizuho avoids stress
Mizuho Americas has remained lean to head off CCAR, and, post-Crapo, it’s clear of DFAST, too