Data
OCC’s security chief on generative AI with guardrails
Clearing house looks to scale technology across risk and data operations – but safety is still the watchword
Adapting FRTB strategies across Apac markets
As Apac banks face FRTB deadlines, MSCI explores the insights from early adopters that can help them align with requirements
Inside the company that helped build China’s equity options market
Fintech firm Bachelier Technology on the challenges of creating a trading platform for China’s unique OTC derivatives market
Configuration and control: next-level risk analytics for alternative assets
The evolving needs of traditional and alternative asset industries
Start planning for post-quantum risks now
Next-gen quantum computers will require all financial firms to replace the cryptography that underpins cyber defences, writes fintech expert
Regis-TR and the Emir Refit blame game
Reporting overhaul was marred by problems at repositories, prompting calls to stagger future go-live dates
Revolutionising compliance: next-gen technology for new-age regulation
A whitepaper exploring prevailing compliance challenges and the implications of regulatory changes on data and reporting technology
Doubts raised over new FX platform disclosures
New disclosure sheet template will require platforms to outline how they charge for data
Revolutionising credit surveillance: part two
Does GenAI live up to the hype? How prioritising AI and digitisation projects reveals data as the power behind AI initiatives
Soft information in financial distress prediction: evidence of textual features in annual reports from Chinese listed companies
The authors use textual data in a model to predict financial distress, demonstrating that this can enhance prediction outcome versus traditional financial data alone.
Assessing the efficiency of pure-play internet banks in South Korea, Japan and China with data envelopment analysis
The authors investigate the efficiency of pure-play internet banks in China, Japan and South Korea, recommending they focus on the management of noninterest expenses and income to ensure stable profts.
Pricing and reference data in the cloud: fuelling opportunity today
A cloud-based security master can transform data management, analytics, automation and innovation across the enterprise
A method of classifying imbalanced credit data based on the AC-CTGAN hybrid sampling algorithm
The authors put forward a novel method with which to identify risk in consumer credit data and demonstrate its enhanced generalization ability compared to commonly used methods.
EU trade repository matching disrupted by Emir overhaul
Some say problem affecting derivatives reporting has been resolved, but others find it persists
Revolutionising financial data with large language models
With the integration of LLMs, LSEG is reshaping data analytics, utilisation and management
Should trend followers lower their horizons?
August’s volatility blip benefited hedge funds that use short-term trend signals
BNP Paribas exec fears data drought from market’s IMA cuts
Vendors may not step up with critical inputs to support internal models under FRTB
Forward thinking: banks adapt P&L markout tools for FX forwards
Dealers modify market impact measurement to get better handle on profitability – and client value
Climate stress tests are cold comfort for banks
Flaws in regulators’ methodology for gauging financial impact of climate change undermine transition efforts, argues modelling expert
Banks must loosen up on ChatGPT use – risk chiefs
Risk Live: ’Shadow use’ and inability to attract new hires mean restricting access to GPTs is untenable
Dutch regulator in new push on algo manipulation
AFM teams up with Oxford Uni academics to develop data models that will identify “harmful” activity in automated trading