Opinion
Risktech start-ups: survival of the fittest?
A new breed of vendors could change the face of risk management, if they can hang around long enough
Risktech start-ups, market making and poor Mifid II data
The week on Risk.net, August 4–10
Offshore Eonia? A weird idea for weird times
As pressure builds in the search for a new rate, some non-EU banks are looking at ways of keeping the existing one alive
To Hull and back: a 20-year hiatus in bank e-trading plans
In the 1990s, banks tried to buy automated trading expertise; now, after a long break, they’re trying to build it
Op risk data: South Africa’s VBS Bank in $100m fraud loss
Top five events also include John Hancock, Deutsche Bank settlements. Plus PPI roundup. Data by ORX News
Brexit, EU regulation and a new benchmark
The week on Risk.net, July 28-August 3, 2018
Clearing up Deutsche’s swaps ‘shift’
Reported move of euro business is not as straightforward – or as dramatic – as it seemed
Credit data: Trump tax cuts have not hurt US states
Tax package is double-edged sword for US states, but credit has strengthened over past year
Swaps data: OTC margin up; futures margin down
Swaps initial margin jumps 22% year-on-year, against surprise fall in futures margin, writes Amir Khwaja of Clarus FT
How old calibration techniques can be applied to exotics pricing
SocGen quants propose technique to more accurately calibrate exotic options
Machine learning, leverage ratios and a transatlantic dispute
The week on Risk.net, July 21-27, 2018
Regulatory arbitrage: a crime, or a warning?
It could be unwise to ignore disproportionate regulatory impacts on specific business lines
Asia balks at swallowing Mifid whole
Local regulators are right to cherry-pick elements of Europe’s new regime for their own versions
Short term, LNG view
Excitement over fast-growing LNG markets shouldn't blind us to the potential risks
EU must think big to overcome Brexit’s impact on markets
Post-trade reforms offer lessons for Capital Markets Union project, writes EU lawmaker Kay Swinburne
Rapid changes to UK power as gates open for smart consumers
Elexon’s proposed changes to the UK’s Balancing and Settlement Code will have a huge impact on forecasting, says expert
SOFR, leverage and life after London
The week on Risk.net, July 14-20, 2018
Why robo-advisers need artificial stupidity
Smarter algorithms can’t stop us making bad investment decisions – yet, writes Andrew Lo
Digital offices, Brexit swaptions and forex derivatives
The week on Risk.net, July 7-13, 2018
A real-life stress test for CCP margin
Thanks to standardised reporting, we can track how clearing houses’ risk profiles have changed over time
‘People who bought this swap also bought Apple’
Dealers hope personalisation algos will help them cut sales costs, but data gaps could be a problem
Swaps data: the big get bigger in cleared swaps
First half of 2018 sees strong growth in cleared OTC derivatives volumes, writes Amir Khwaja of Clarus FT
Credit data: default risk still growing for Italy’s banks
Despite a drop in the bad loan ratio, default estimates continue to rise, writes David Carruthers of Credit Benchmark
Data mining, machine learning and rival discount rates
The week on Risk.net, June 30-July 6, 2018