Opinion
Time to put real problems to the quantum machines
There is a lot to learn before quantum computers can be applied to specific financial problems
Stock-pickers take note: the quants are coming
Quant funds are turning their hand to fundamental investing
Outsourcers, IM delay and machine learning
The week on Risk.net, May 25–31, 2019
Operational resilience means learning from failure
Firms and regulators could share data on mistakes, says Garp’s Jo Paisley
Alternative risk premia breaks through in Asia
Asian home bias and opportunity to exploit mispricing of assets among factors boosting strategies
FRTB, volatility scaling and swaps under SOFR
The week on Risk.net, May 18–24, 2019
Can bankers stop the trading book killer?
FRTB won’t obliterate your whole markets business any more, just some very specific parts
Mifid, initial margin and machine learning
The week on Risk.net, May 11–17, 2019
Not random, and not a forest: black-box ML turns white
Bayesian analysis can replace forest with a single, powerful tree, writes UBS’s Giuseppe Nuti
Burden of implementing US sanctions now firmly on energy firms
Energy firms must now screen operations of every vessel they deal with, writes maritime data expert
Fast VAR, CDS margins and Citi’s return to FX prime
The week on Risk.net, May 4–10, 2019
Whose leverage ratio is it anyway?
Basel's capital backstop has been distorted out of shape by supervisory meddling
Citi scrape could change FXPB skyline
FXPB business is in the throes of profound changes – and CCPs could benefit
Swaps data: IM grows in listed and OTC markets
Data shows fourth-quarter jump in IM across all product groups and after-effects of Nasdaq losses
Op risk data: Chinese regulators levy record fines
Also: top losses feature two frauds at Russia banks and AML provisions at Nordea. Data by ORX News
Counterparty risk, EU securitisation and Emir problems
The week on Risk.net, April 27–May 3, 2019
Credit data: worrying trends in sovereign risk
All signs point to a more volatile environment for sovereign credit risk
EU’s new securitisation market stumbles at the starting gate
Lack of single supervisory authority is hampering EU efforts to create new markets
SA-CCR may need more fundamental fixes
Quants propose tweaks to improve Basel counterparty credit risk framework
Digital forex, GDPR and US structured products
The week on Risk.net, April 20–26, 2019
Fixing floaters: how the 10y10y rate can save FRNs
Experts from Crédit Agricole’s rates team explain how use of a forward euro fixing can bring positive carry and improve coupons
Privacy, CCP risk and securitisation doubt
The week on Risk.net, April 13–19, 2019
Sovereign swaps users should learn from Italy’s mistakes
Posting collateral is a cost debt offices must embrace, argues Stefania Perrucci
Baselines for applying machine learning to investing
Techniques that worked in the natural sciences may not translate well to financial markets