Data
Common domain model needs infrastructure push, says Barclays
Bank wants market infrastructures to drive adoption of Isda CDM
Swaps data: initial margin soars in Q1 2020
Model procyclicality drives wide variation in CCP IM hikes through Covid-19 volatility, writes Amir Khwaja of ClarusFT
Lessons from the past – Utilising historical data and technology to assess market volatility
Financial services are increasingly looking at insights from historical data to improve their data-driven decision-making. From evaluating alternative datasets on the back of quantitative analysis and trading strategies, to risk management and compliance…
Q&A: Ron Dembo on crowd-spotting black swans
Veteran quant argues large groups are better at gauging extreme uncertainty than small teams of experts
Operational risk – Unleashing the power of AI to mitigate financial crime and manage conduct risk
Big data, data mining, machine learning and artificial intelligence have revolutionised how industry manages and mitigates risk. In light of the Covid-19 pandemic, what impact has this had on financial crime, what risks does remote working pose and how…
Machine learning in fraud analytics to combat financial crime – Getting it right
Risk and compliance professionals gathered for a Risk.net webinar in association with NICE Actimize to consider the challenges and opportunities of successfully harnessing artificial intelligence in the fight against financial criminals
Banks stride towards BCBS 239 implementation
No G-Sib was non-compliant with any key data management principles
To model the real world, quants turn to synthetic data
Future financial models will be built using artificially generated data
Statisticians grapple with inflation impact of Covid-19
Collecting reliable inflation figures during lockdown is not straightforward
Global macro views combine with quantitative models to produce consistent returns
The team behind River and Mercantile Group’s global macro strategy team operates under two key principles: that macro is the most important aspect of any investment decision and that decision-making should incorporate both systematic and discretionary…
Managing a derivatives portfolio through turbulent markets
Steering a portfolio of non-linear derivatives, such as options and more exotic products, is challenging at the best of times. Market risks change as markets move and time passes, risks offset in complex ways and proxy hedging is common. In this feature,…
Counterparty credit risk – Why data is only valuable in context
Paul Whitmore, global head of counterparty risk solutions at Fitch Solutions, explains how qualitative data can add colour and insight to quantitative metrics for assessing the creditworthiness of counterparty banks
Implementing Basel IV in Asia-Pacific – Mapping out the next steps
This webinar explores the current pain points and provides insights on Basel IV implementation in Apac, addressing the most common challenges and what it takes to transform to a Basel IV-compliant financial institution
Repo rules caught in Covid’s concertina effect
Pandemic jeopardises phased rollout of Europe’s SFTR regime, raising fears of chaotic ‘big bang’ start
Building a holistic GRC framework in fragmented Asia-Pacific markets
This webinar explores best practices in meeting regulatory and data governance requirements in fragmented markets
To handle Covid-19 we need better data
Winton’s David Harding says unconscious bias in test data means epidemic is poorly understood
Machine learning in fraud analytics – Getting it right
Over the past couple of years, financial institutions have made significant achievements in the fight against fraud by embracing machine learning analytics and advanced artificial intelligence
Global investing under water? – Climate change could leave equities exposed
As impending global changes brought about by climate change loom, one issue in particular threatens to cause massive losses to institutional investors – rising sea levels. David Lunsford and Boris Prahl, of MSCI, explore where, despite the efforts of…
Credit risk – Building on a foundation of quality data
Credit risk analysts at emerging market banks not only need high-quality data, but also the necessary tools to manage it. Improving consistency and reducing the risk of errors in credit risk data create more time to concentrate on the core activity of…
Podcast: Horvath and Lee on market generator models
Quants explain the application of the latest techniques
At Numerai, real-world figures need not apply
AI hedge fund CEO sees the light in black-box technology
Growing sanctions raise compliance risk for energy firms
Sanctions increase risk for energy firms as regulators step up enforcement, writes maritime data expert
