Financial markets
D-day for the rates market: solving the outstanding issues in US Libor transition
The next months will determine how rates markets cope with the death of Libor. With transition efforts approaching D-day, experts discuss the issues facing the market, the progress made so far and the outstanding issues facing the ‘new look’ rates market…
Counting down to dollar Libor transition
In a Risk.net webinar, experts discussed the impact of market volatility on Libor transition, the availability of term SOFR, developments in non-linear markets and management of forthcoming CCP conversions
Stemming the tide of rising FX settlement risk
As the trading of emerging markets currencies gathers pace and broader uncertainty sweeps across financial markets, CLS is exploring alternative services designed to mitigate settlement risk for the FX market
An uphill climb to T+1 settlement
The SEC is pushing an aggressive schedule for faster settlement of equities and corporate bonds
Can algos collude? Quants are finding out
Oxford-Man Institute is among those asking: could algorithms gang up and squeeze customers?
FTX’s Mifid licence exposes Europe’s regulatory gaps
Could Cyprus have spotted the warning signs before handing FTX the keys to European customers?
GFMA mulls FX determinations committee
Creation of CDS-style board is one option on the table for managing forex market disruption events
No link between geopolitical risk signals and returns – hedge fund
Gauges of geopolitical risk are better at predicting volatility than equity returns, research from XAI finds
Risk modelling: Covid’s impact on US housing and mortgages
The Covid-19 pandemic has reshaped consumer behaviour to an extent surpassing the impact of the global financial crisis that began in 2007–08. This fact, combined with drastic policy changes by the US federal government, has effects on financial markets…
Rethinking regulation of the modern financial system
Rules must address uncertainty and risks, and not be too complex, says Bank of Italy's Trapanese
People moves: JPM’s quant shuffle, NatWest hires Solanki, and more
Latest job changes across the industry
The future is now: how data science is revolutionising risk management and finance
This webinar explores how your organisation can move beyond legacy technology, better meet investor demands and remain competitive by embracing the future of finance.
Asia moves: Citi and HSBC make senior hires, and more
Latest job news from across the industry
Conduct risk: be proactive, stay ahead
As concerns around conduct risk abound, firms need to arm up and tighten surveillance to stay ahead. Lee Garf, general manager at NICE Actimize, explains why market abuse remains the biggest risk to financial markets firms today
Automated market-making for fiat currencies
A framework to exchange fiat currencies on-chain consistently with off-chain prices is presented
Trumid, SGX Asia bonds JV faces uncertain future
Costly delays to launch of exchange sees backers slash headcount
On Russia, finance needs to find its moral compass
The looming risk of big write-offs should prompt investor rethink
UK cross-border review feels Brexit strain
Growing signs that overseas persons exclusion will fall foul of rivalry between UK and EU
Tradeweb’s head of Asia reflects on the firm's year of connecting China’s investor community with global financial markets
James Sun, industry veteran and Tradeweb's head of Asia, talks about the firm's 2021 Asia-Pacific highlights, including the evolution of mainland China’s financial markets and how Bond Connect’s Southbound channel is streamlining Chinese investors’…
Libor countdown clinic #2
There is still a lot to do ahead of the Libor cessation deadline, and predicting the story’s closing chapter is not easy. This webinar explores what is left to prepare, who’s ahead, what they’ve done and how they’ve done it.
Reinvestigating international crude oil market risk spillovers
This paper develops a copula-GARCH-MIDAS model to estimate the joint probability distribution of multivariate variables, and then derives CoVaR-type risk measures.
Cryptocurrency versus other financial instruments: how a small market affects a large market
This study analyzes the impact of cryptocurrencies on the function and position of financial markets.
Technology vendor of the year: NICE Actimize
Asia Risk Awards 2021
House of the year, Australia: ANZ Bank
Asia Risk Awards 2021