Data
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.
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
Revolutionising financial data with large language models
With the integration of LLMs, LSEG is reshaping data analytics, utilisation and management. Powered by LSEG’s extensive data, these LLMs offer transformative applications for investment professionals
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
Energy Risk Asia Awards 2024: The winners
Winning firms adapt to change with exemplary risk management skills
Supervisors use generative AI to tame ‘chaotic’ data
Officials merge credit databases with unstructured reports to sharpen bank oversight, explains Banco de España ex-deputy
Managed services under the spotlight
A report focusing on the advantages and possible drawbacks of taking on managed services, and outlining LSEG’s managed services strategy
From chaos to clarity: the role of clean data in banks’ digital journeys
In a Risk Live Europe panel session sponsored by Numerix, experts explored the role that clean and accurate data plays in digital transformation. Here we examine the main themes arising from the discussion
FX data champion outlines transparency push
Stuart Simmons, new head of GFXC working group, wants trading platforms to come clean on how they use client data
Banks fret over vendor contracts as Dora deadline looms
Thousands of vendor contracts will need repapering to comply with EU’s new digital resilience rules
Tired of fat-finger blunders, G-Sibs turn to robots for help
Big banks speed up shift towards control automation and AI adoption to counter costly human errors, Benchmarking survey finds
Corporate ‘greenium’ reveals effect of ESG rules on returns
Analysis of sustainable products shows how SFDR has caused a shift in investor behaviour, writes economist
Déjà vu for common domain model
Piecemeal progress on ambitious derivatives data standard raises questions over business case
Information security: mind the first-line gap
G-Sibs’ second-line cyber teams still growing, survey shows; others are overhauling KRIs and switching vendors
Consolidating risk management and compliance silos in financial services
This white paper explores the key challenges and priorities for firms looking to unify risk management and compliance applications via a single enterprise-wide platform
Rates markets rattled as tech outage hits broker pricing feeds
Dealers widened spreads and pulled live curves after TP Icap’s pricing feeds went offline