Profile
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
Insight pushes ahead with plans to re-plumb repo
Investment manager says non-bank repo now makes up tenth of its book
Ex-Fed trader Coffey on macro risks and VAR
Myopic models are creating feedback loops, warns founder of new macro firm Avoca
UBS AM plans new generation of quant tools for stock pickers
Bryan Cross thinks ‘man plus machine’ investing will flourish
Swift’s CRO on Bangladesh Bank heist, cyber risk and DLT
Quraishi lays out Swift’s approach to members’ security, and technological risks and opportunities
CLS’s Nagia on overcoming the challenges of forex clearing
As CLS expands into cleared derivatives, its CRO must navigate uncharted risk territory
State Street uncovers a bond liquidity mystery
Bigger trades are cheaper, research finds – and investor analytics head, Mark McKeon, knows why
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
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
Q&A: CFTC’s Quintenz weighs swap dealer threshold impact
Activity-based threshold could be ‘disincentivising’ dealers, says commissioner
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
SGX commodities head: China mustn't meddle with prices
Singapore Exchange’s Chin says internationalisation will necessitate new products and change pricing
UC’s Bookstaber urges use of agent-based models
Pension fund’s CRO says buy side should go beyond stress tests and try to model systemic risk