Opinion
Asian NDF fixings threat signals yet another deadline drama
Extraterritorial reach is not new to region, but EU Benchmarks Regulation poses real risks
Credit data: ‘dirty diesel’ woes weigh on autoparts firms
Auto supplier default risks have jumped, as environmental concerns hit prospects for diesel vehicles, says David Carruthers of Credit Benchmark
How machine learning could aid interest rate modelling
Standard Chartered quant proposes machine-learning technique to better capture rate dynamics
Energy transition: adapting to the unknown
Uncertainty surrounds the oil industry at every step in the transition to a more diversified energy market, energy experts write
Swaps data: anatomy of a wild week in dollar swaps
Chaotic Italian politics jolted rates markets – including US dollar interest rate swaps, writes Amir Khwaja of Clarus FT
Modelling correlation: from zig-zag to zig-zig
Research is starting to show the stock-bond link in a new light
Replacing too big to fail with too small to survive
Subordinated debt requirement will hit smaller banks hardest
Model risk in the transition to risk-free rates
Transition is an opportunity to reduce multi-rate complexities, say Bakkar and Brigo
Trade data, quantum computing and Libor replacements
The week on Risk.net, May 26-June 1, 2018
Op risk standard will hike capital by 11% – latest data
Rises in capital under SMA will vary depending on regulator treatment, writes op risk expert
AI, funding US subsidiaries and a recipe for bank runs
The week on Risk.net, 19-25 May, 2018
Keeping the lights on
Power companies need to focus on resilient networks
Interbank benchmarks, Brexit and conduct risk in Asia
The week on Risk.net, May 12-18, 2018
CDS spat, CME’s land grab and Mifid problems
The week on Risk.net, May 5-11, 2018
Swaptions CCP basis arrival raises wider valuation questions
Halting rollout of new prices highlights potential weak points in valuing illiquid products
Rolet is right – for now
CME/Nex deal could change the established logic on how to deliver rates market savings
Putting swaptions pricing in the fast lane
Derivatives consultant proposes a model for arbitrage-free pricing
Simple models won’t cut it for systemic risk
Understanding interconnectedness and capturing it within models is a key challenge, say quants
Europe struggles to get a grip on derivatives transparency
Mifid reporting has fallen short of US swaps data, but national regulators are partly to blame
Swaps data: the allure of liquidity
Liquidity in OTC trading concentrates at one venue, or splits across three, writes Amir Khwaja of Clarus FT
Monthly op risk losses: banks count the cost of IT failures
Also: top five loss breakdown led by Wells Fargo’s $1bn fine. Data by ORX News
Mifid transparency, FRTB and alternative data
The week on Risk.net, April 30–May 4, 2018
Credit data: firms with fewer well-paid women are riskier
Gender pay gap disclosures could be a proxy for credit risk, writes David Carruthers of Credit Benchmark
Risk ratings, swaps margin and riding bubbles
The week on Risk.net, 21–27 April, 2018