Europe
Lenders favour eurozone non-bank borrowers
Cross-border claims on the euro area grow for the first time since Q2 2016
Basel haircut floors threaten securities financing desks
Banks fear capital hit unless regulators provide exemption for stock borrowing
Cross-border euro lending rebounds in Q3
Intra-euro area cross-border claims accounted for 40% of the annual increase
Banks divided on op risk approaches
EU banks favour standardised approach, North American and Australian lenders the AMA
AI moves into middle office at energy firms
Energy firms explore how artificial intelligence can boost returns
Data mining, machine learning and problems with autocalls
The week on Risk.net, January 19–25, 2019
Overseas lenders back eurozone, shun UK and US
Cross-border loans to eurozone increase $93 billion in third quarter of 2018
Eurostoxx dislocations signal autocall hedging pain
Swings in dividends and volatility reveal year-end stress as European index slump tests “peak vega”
EU parliament OKs no-action powers but leaked doc signals delay
Council note means regulators may not get no-action powers until at least November
Quant Guide 2019: EPFL
Lausanne, Switzerland
Quant Guide 2019: ETH Zurich/University of Zurich
Zurich, Switzerland
Quant Guide 2019: University of Warwick
Warwick Business School, Coventry, UK
Quant Guide 2019: University of Leuven
Leuven, Belgium
Quant Guide 2019: University of York
York, UK
Quant Guide 2019: University of Bologna
Bologna, Italy
Quant Guide 2019: Imperial College London
London, UK
Quant Guide 2019: EISTI
Cergy-Pontoise, France
Quant Guide 2019: Paris-Diderot University
Paris, France
Quant Guide 2019: University of St Gallen
St Gallen, Switzerland
Quant Guide 2019: University of Amsterdam
Amsterdam, Netherlands
Quant Guide 2019: University College London
London, UK
Quant Guide 2019: King’s College London
London, UK
Quant Guide 2019: University of Oxford
Oxford, UK