Data
Required margin by FCMs hit all-time high
JP Morgan reported the largest monthly increase across the 48 reporting firms
Risk Awards 2022 winner's interview: TP ICAP
Zoi Fletcher talks to Don McClumpha, chief executive of global broking for Europe, the Middle East and Africa at TP ICAP, about the firm’s win in the OTC trading platform of the year category in the Risk Awards 2022
Earnings call analysis 2.0 goes beyond good and bad words
Quants develop new ways to extract signals from media-savvy chief executives and their financial statements
Banks: sanctions evasion driving rise in money laundering risk
Attempts by oligarchs to siphon cash out of Russia sparks heightened scrutiny of AML alerts
Top 10 op risks 2022: geopolitical risk takes centre stage
Ukraine invasion, western sanctions and Russian response seen driving big rise in cyber and supply chain risks
The evolution of Intesa Sanpaolo’s credit portfolio management practice
In this podcast, Zoi Fletcher speaks to Elisabetta Bernardini and Biagio Giacalone about the new approaches Intesa Sanpaolo has developed to credit portfolio management.
Banks strive for machine learning at quantum speed
Embryonic work on quantum neural networks raises hope of faster, more accurate models
The relentless rise of real-time data
Rob Lane, head of real-time feeds at Refinitiv, discusses the changing data needs of banks and buy-side firms and how the cloud is helping improve access to a key source of competitive advantage
Benhart: banks should start revising for OCC’s climate exams
US agency’s climate chief says firms will need more data from clients if they’re to make the grade
Derivatives house of the year: JP Morgan
Risk Awards 2022: Big bet on AI is delivering results
Adia wealth fund is building supergroup of quant investing
Abu Dhabi Investment Authority wants to turn systematic investing into a ‘good science’
Shell-company registry might not halt US dirty money, say experts
Observers raise questions over verifying beneficial owner info on proposed FinCEN database
A structural credit risk model based on purchase order information
This paper proposes a credit risk model based on purchase order information to address the deficiencies of monitoring methods that use only financial statements.
Dynamically controlled kernel estimation
An accurate data-driven and model-agnostic method to compute conditional expectations is presented
Leveraging a hybrid cloud for better decision‑making
At a Risk.net webinar in association with open-source solutions provider Red Hat and analytics services provider SAS, panellists discussed how financial institutions can leverage the hybrid cloud to analyse data, reach trustworthy decisions and maximise…
Data to anchor a new age of risk management
The growth of artificial intelligence and real-time compliance drives new requirements in data and analytics
Nonlinear risk decomposition for any type of fund
A risk decomposition by fund manager, factor or instrument is proposed
Clouding the issue: blurred lines divide banks and servicers
Banks clash with big three cloud service providers over data security and configuration errors
SMFG reports highest power sector emissions intensity
Across all systemic banks, only eight dealers disclose their GHG emissions for this field
China regulation: the path clears slowly
Co-ordination among Chinese regulators has improved, but new data law shows continued tensions
Covariance estimation for risk-based portfolio optimization: an integrated approach
This paper presents a stochastic optimization framework for integrating time-varying factor covariance models in a risk-based portfolio optimization setting.
Systemic banks: black boxes on green issues
Less talk and more action needed around climate disclosures linked to carbon emissions