The future of Risk
Risk has been at the cutting edge of risk management, derivatives and complex finance since 1987. But we’re not dwelling on the past. By looking continually forward and covering these markets in unparalleled depth, we aim to keep our readers ahead of the game.
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JP Morgan’s CRO on the bank’s six buckets of risk
Risk30: From loan losses to electromagnetic pulses, JPMorgan Chase has a place for it
Quant funds look past the obvious for uses of alternative data
Many systematic investors are sceptical but a few are finding ways to make new data work
Haitong: a spotlight on the regional ambitions of Chinese firms
Risk30: Chinese securities house Haitong is going with the flow
DTCC’s Bodson on blockchain, SDRs and repo clearing
Risk30: swap data reporting will move to a distributed ledger platform in early 2018
PKA’s CIO on risk transfer and factor investing
Risk30: Low volatility aids and hinders Danish fund
Nex’s Spencer on tech, Brexit and the UK’s identity crisis
Risk30: Icap founder fears return of exchange controls under a Labour government
ANZ’s Whelan on China, data science and ROE
Risk30: markets business at ANZ is picking new targets
Fed’s Powell on Libor reform, repo and clearing
Risk30: Market doesn’t need to “clear all US dollars in US and all euros in eurozone” says next Fed chair
Prudential’s Silitch on the blindspots in Basel III
Risk30 profile: Post-crisis reforms have failed to fully address systemic risk, Prudential’s CRO warns
Bridgewater’s Murray on radical transparency and op risk
Risk30 profile: “People think we’re crazy,” says giant fund’s co-CEO of its unique approach to op risk
UBS’s Athanasopoulos on volatility, Mifid and hedging by machine
Risk30 profile: Athanasopoulos sees opportunities to cut hedging costs
The future of risk in 10 interviews: volatility, liquidity and tech
Fed’s Powell, JP Morgan CRO, Bridgewater co-CEO all feature in upcoming profiles
In the balance: global regulation walks a tightrope
FSB evaluation could maintain international standards or accelerate their decline
Regulators struggle to balance global and local
Global banks merit global rules, but local banks can end up as collateral damage
Will private credit go from boom to bust?
It is the acceptable face of shadow banking. But is too much money chasing too few opportunities in private credit?
Updated: Quant Finance Master’s Guide 2017
Welcome to Risk.net’s guide to the world’s leading quantitative finance master’s programmes
Quants head for the shop floor
Demand for technical skills is growing, but roles have changed – and some schools are not keeping up
The quant factory: not muppets, but not perfect
Universities offering quant master’s programmes must adapt to stay relevant, writes UBS’s Gordon Lee
Blockbuster banks eye Netflix success
Incumbents have big ideas – but lots of baggage
Derivatives sales 2.0: banks explore big data
Pressured banks hope new tools and technical nous will give their sales teams an edge
Fintech and wholesale banking: why nothing has changed
Staff turnover, regulation among five factors holding banks back
From swaps to software: rivals eye Goldman and JP tech plans
Goldman Sachs and JP Morgan upending years of bank strategy by making systems available to clients
A not-so-secret recipe for success: Beacon's cloud-based quant platform
Sponsored Q&A: Beacon
Thirty years of Risk magazine
Special features will look at the future of bank technology, quantitative research, risk transfer and regulation