Profile
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
Bank of the West’s Pollino on being loud about insider fraud
Cyber-security officer applies ‘broken windows’ theory to financial fraud prevention
BNY Mellon’s Neal on funding, liquidity and collateral
Markets head Michelle Neal says firm has “big responsibility” after JP Morgan’s tri-party repo exit
Malaysian central bank strengthens onshore hedging
Bank Negara is complementing last year's NDF restrictions with a more open onshore market
Why Robert Almgren no longer trades using Almgren-Chriss
Co-author of popular model says market nuances are critical in optimal execution
Corlytics: data reveals least-predictable regulators
Regtech start-up says NY watchdog’s record has prompted banks to retreat
Nex Group’s Knott untangles banks’ trade challenges
Post-trade business reorganises with a focus on cost-cutting and simplification