Profile
Finally, a professional group for model-risk managers
As models of all stripes crowd into finance, the people who screen them form an association
Factor funds ‘do right things for wrong reasons’ – Intech
Firm says conventional investing wisdom is missing out on alpha
Q&A: CFTC’s Giancarlo on the race to overhaul cross-border rules
New Sef rules imminent, but deference to foreign regulators may not be completed by 2020
SunTrust’s ‘swim lanes’ keep exposures in line
Bank has five bands of risk – a granular approach it says makes it easier to control exposures
Kyte follows broker herd to Europe as Brexit looms
OTF provider lines up contingency plan to transfer London business to Paris entity
PNC’s risk chief on life as an in-betweener
Regulatory relief has bypassed the 'super-regionals', says CRO
UBS’s CRO on the hunt for hidden risks
Swiss bank has rung the changes in its attempt to catch hard-to-measure risks, but “you are never safe”, warns Christian Bluhm
AllianceBernstein digs into its own data, looking for alpha
Firm combs through information about its portfolio managers for signs of bias and bad habits
BlueMountain hunts for mispricings in rates markets
As QE rolls off, Colin Teichholtz sees rich pickings for relative-value fixed-income strategies
Hosting the world: HKMA on cross-border bank resolution
Hong Kong regulator supports 75% internal TLAC to boost international co-operation
Life after London: AMF urges revived capital markets union
French regulator wants supervisory convergence, examines Mifid II impact on market transparency
Ping An unit prepares factor investing foray
Insurance giant’s asset management arm turns to alternative risk premia as fundamental returns in emerging markets begin to shrink
JP Morgan data scientist on mining and machine learning
Asset management arm looks to trawl internal data for investment edge
Gottex chief on expansion plans amid industry disruption
With brokers facing headwinds, Swiss firm doubles down on Scandi niche
Mark Yallop on conflicts in fixed income
Banks and their clients need protocol on information sharing, says FMSB chair
ECB’s Angeloni: bullish on Brexit, wary on regulatory reform
Relocations from UK will boost EU capital markets; but CRR needs to remove national barriers
Citi’s CRO on the importance of risk sensitivity
Brad Hu talks modelling, CECL and setting risk culture
OCC’s Morrison on combating the cyber threat to clearing
Cyber security chief eyes analytics and machine learning to help anticipate – and defend against – breaches
Isda chair on the swaps market’s power shift
A decade ago, dealers held 18 of 19 board seats – but crisis has forced trade body to change
Ryan Labs harvests ‘flight-to-quality premium’
Defensive risk premia strategy buys ultra-long-dated Treasury futures when markets panic
Maybank takes to the dark web to tackle hackers
Bank’s CRO and CTO discuss front-foot approach to cyber threats
Scotiabank’s Daniel Moore on the evolution of the CRO
Data and technology will help risk managers improve risk-adjusted returns
From Lehman to rupee crashes: India’s CCP chief on market stress
Risk chief sets about bolstering CCIL’s risk modelling, lookback periods, and portfolio compression
Ex-F1 strategist in driving seat at Schroders data unit
Mark Ainsworth on “turning data into alpha” at fundamental asset manager