Data
Navigating the complex world of equity options data
In an exclusive Risk.net webinar, convened in collaboration with Cboe Global Markets, experts discussed the expanding world of equity options data, the rise of retail investment within it, and the technological challenges and opportunities associated…
As interest rates surge, bankers fret over last year’s models
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From the stock cumulative distribution function an arbitrage-free volatility surface is derived
European banks set for 17.5% capital hike under Basel III
Output floor could account for almost half the increase in Tier 1 capital requirements by 2028
Navigating the increasingly complex world of equity options data
With market volatility and retail participation impacting quoting activity on the Options Price Reporting Authority, asset and portfolio managers are struggling to identify the real price of instruments, aggregate data in real time and run-risk…
ALM solution of the year: Moody’s Analytics
Asia Risk Awards 2022
Decision science: from automation to optimisation
The full benefits of investing in a digital approach to credit decisioning are yet to be unleashed, despite advancements in automation and analytics at banks
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Asia Risk Awards 2022
Market data vendor of the year: ICE Data Services
Asia Risk Awards 2022
Risk data repository of the year: Moody’s Analytics
Asia Risk Awards 2022
GFXC set to focus on FX market data access
Costs of data needed for buy-side benchmarking exercises under spotlight
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Speed of recovery reflects structural and technical changes in US high yield
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Dual machine-executable rules are set to create choice – and maybe bifurcation – for swaps reporting
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Semi-analytic conditional expectations
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Coded swaps reporting plan delights some, but not all
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Lack of data strategy could cause costly mistakes
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