Data
Price sensitive: maximising value from IPV data and valuation control
A webinar assessing the changing demands of IPV and valuation control as part of a robust risk management strategy, and how banks can ensure data quality and compliance in the future
FXSpotStream looks to growth products beyond spot
New chief exec Jeff Ward highlights NDFs and FX swaps as next boom area for the venue
Execs can game sentiment engines, but can they fool LLMs?
Quants are firing up large language models to cut through corporate blather
Default prediction based on a locally weighted dynamic ensemble model for imbalanced data
The authors put forward a locally weighted dynamic ensemble model which can predict financial institutions' default statues five years ahed.
How banks are adapting to all-powerful pod funds
Growth of multi-manager funds such as Citadel, Millennium and Balyasny has forced dealers to switch tactics in attempt to preserve profits
Harsh judgements: why Stateside lenders are upping the Q-factor
As CRE stalls, qualitative adjustments are forming a larger part of US banks’ credit risk allowances
Why Canada is giving FRTB internal models the cold shoulder
“Crazy” cost of tech upgrades among reasons why banks snub own models to calculate market risk capital
Joining the dots: banks leverage tech advancements for the future of regulatory reporting
The continued evolution of regulatory frameworks is creating mounting challenges for capital markets firms in achieving comprehensive and cost-effectiveawa compliance reporting. Regnology discusses how firms are starting to use a synthesis of emerging…
Real-time and historical market data: priorities, preferences and the cloud
This paper, commissioned by LSEG, focuses on firms’ current market data priorities, the asset classes and geographies they are looking to focus on in the near future, and the benefits they can expect by moving their historical market data storage and…
Tall order: why a unified op risk taxonomy is still elusive
Banks vary in how they classify operational risk losses – and regulators are in no rush to change the status quo
How AI can give banks an edge in bond trading
Machine learning expert Terry Benzschawel explains that bots are available to help dealers manage inventory and model markets
In search of clean data: firms navigate data challenges as LLM adoption flourishes
This WatersTechnology rapid read report explores the transformative potential of LLMs in financial services, offering insights into the evolution, challenges and positive impacts on decision-making processes in capital markets
Information security: too important to leave to the experts?
Holding a trove of sensitive data, FMIs seek greater safety through shared oversight and smarter reporting
BoE edges closer on FX settlement risk clarity
Central bank’s FX head says new survey will help to identify where risks may lie
Strategies for effective real-time data capture and robust risk management
Risk management systems, processes and real-time data aggregation techniques are rapidly evolving across financial institutions against a backdrop of high market volatility and rapid technological development
Repo clearing could spur CDM adoption – Barclays
UK bank’s tech group believes repo market is primed for new data standards
Leading-edge LLM approaches: predictive analytics for M&A targets
Utilising LLMs, LSEG’s StarMine Mergers and Acquisitions Target Model is transforming the landscape for M&A target predictions. LSEG’s Nelson Chin and Richard Goldman discuss the company’s ongoing innovation in data analytics
Degree of influence 2023: Quants thrive on volatility
Climate, crypto and market impact also featured among the top research topics in 2023
AI model uses quantum maths to learn like a human
Could the next big breakthrough in machine learning come from the world of finance?
Better tech brings threat of two-speed trading in fixed income
Smaller asset managers may get left behind as automation allows the big players to prosper
Can machine learning help predict recessions? Not really
Artificial intelligence models stumble on noisy data and lack of interpretability
FRTB managers face hard facts about risk factors
There are ways to reduce the capital charges caused by NMRFs, but they come at a price
Achieving net zero with carbon offsets: best practices and what to avoid
A survey by Risk.net and ION Commodities found that firms are wary of using carbon offsets in their net-zero strategies. While this is understandable, given the reputational risk of many offset projects, it is likely to be extremely difficult and more…
EU and UK to rework flawed identifiers for swaps transparency
European Commission and FCA both plan to consult on Mifir replacement for unpopular Isins