Market data
Opra outages cause consternation in options markets
UBS warned clients they were looking at “bad data” on options screens
Crypto: too important to ignore
This WatersTechnology rapid read survey report examines the crypto finance priorities of institutional investors, how far along they are on their crypto journeys, the challenges in entering and participating in this market, and what they value most when…
The importance of data-driven decision-making in Apac
Embracing data-driven decision-making enabled by digital technologies is crucial for the success of lending institutions in Apac
Apac banks put trust in pre‑trade
Amid tougher trading conditions, Apac banks are making greater use of pre‑trade analytics to inform their strategies and reduce risk. But how successful are these tools?
Navigating IFRS 9: strategies for effective implementation and moving beyond
There has been a constant change within the landscape of financial reporting, and IFRS 9 has been proven to be a critical component.
Shining a light on fixed income
Traditionally, fixed income as an asset class has presented market participants with several challenges due to the over-the-counter (OTC) model by which the bulk of securities are traded. Observable market data, especially for infrequently or thinly…
Using emerging technologies to improve the risk management function
This white paper discusses why capital markets firms need access to the most innovative technologies, real-time analytics, and timely and accurate data for better and faster decision-making in the risk function.
As action time nears, be aware of these three big FRTB issues
This white paper reviews three of the core issues and challenges that demonstrate some of the ways FRTB will impact the capital markets.
Adapting to economic uncertainty: internal audit’s journey
In this report, internal auditors in different sectors have shared their experiences and strategies, providing valuable insights for others facing similar challenges
For the capital markets, every risk playbook needs to implement these six themes
This white paper outlines six risk management themes that we think should be a part of any risk playbook and which can serve financial institutions well in preparation for the uncertain future that lies ahead.
Banks, asset managers look to vendors for T+1 support
This whitepaper focuses on the upcoming move in the US to T+1 (next-day settlement) of broker-dealer-executed trades.
UBS found no advantage in quantum computing – ex data chief
Swiss bank tested various use cases in the trading business before giving up on the technology
The case for modularity and interoperability
This report, produced by WatersTechnology and Broadridge, investigates the extent to which firms have optimized their entire trade lifecycles, the structure, challenges and interoperability of their front-office systems, and what they most value when…
Integrating ECL onto a stress-testing platform: portfolio composition
How to grow a portfolio that is internally consistent with a stress scenario
How Man Numeric found SVB red flags in credit data
Network analysis helps quant shop spot concentration and contagion risks
ESG strategies special report
This Risk.net special report sponsored by SAS features a series of articles that reflect on the latest initiatives for consistent standardised global frameworks for measuring ESG, consider the methodologies investors are using to make measurable progress…
Integrating ECL onto a stress-testing platform: credit risk characteristics
How credit loss in the ECL process can leverage changes in the credit risk profile of a portfolio during a stress scenario
Integrating ECL onto a stress-testing platform: scenarios
Strategies for producing stress-testing ECL values that comply with IFRS 9, as well as CECL standards
Reading between the fines: a deep dive into financial institution penalties in 2022
Fenergo’s latest research report on financial institution penalties in 2022 is available now. Key analysis shows that fine values in Apac were just 0.77% of what they were in 2021
Complying with climate risk framework standards for streamlined processes
Conscious that climate change affects all sectors of the economy, financial institutions are realising the significant impact this will have on their customers and, ultimately, their own profit margins.
Credit risk, data and AI: managing spiralling demands and delivering value
Based on a comprehensive survey of, and conversations with, credit risk professionals globally, this report delves into their challenges they face in trying to source and use forward-looking data.
FX primary venues seek reversal of fortunes
EBS and Refinitiv fight to restore market share – but bilateral trading may be too entrenched, dealers say
Podcast: Leveraging real‑time data feeds for faster business decisions
The markets have been on a very volatile ride in 2022, which makes low-latency data more crucial to the business
Decision science: from automation to optimisation
Despite its benefits, credit decisioning is severely lagging – average ‘time to decision’ for small business and corporate lending at traditional banks is between three and five weeks, while average ‘time to cash’ is nearly three months