Talking Heads 2023: A turf war in credit markets
Banks are looking to reclaim territory they previously ceded to market-makers and private funds
Source: risk.net
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FX-style crypto platforms could bridge gap with TradFi
Emergence of execution-only ECNs, prime brokers and clearing houses brings new confidence in crypto
United Kingdom General United Kingdom Exchange Commission Intercontinental Exchange Broad Partners Whidden Road
Source: risk.net
How a machine learning model closed a hidden FX arbitrage gap
MUFG Securities quant uses variational inference to control the mid volatility of options
Source: risk.net
The AOCI elephant in the DFAST room
After March’s banking crisis, Fed stress tests should adopt harsher and wider ranging rate scenarios
Source: risk.net
Backtesting expected shortfall: mission accomplished?
A rigorous backtest for ES cannot exist, but a good approximation might do the job
Source: risk.net
A three-point turn in derivative design
Citibank quant’s triangle method allows information geometry to be applied to hedge structuring
Source: risk.net
In bank runs and market crashes, it matters how ideas 'catch'
Contagion episodes show importance of network effects in finance
Source: risk.net
Hear no EVE, see no EVE - Risk.net
The Fed chastised SVB for poor rate-risk monitoring, but most US banks’ disclosures remain focused on earnings alone
Silicon Valley Bank Exchange Commission Federal Reserve Basel Committee On Banking Supervision Office Of The Comptroller Basel Committee
Source: risk.net
Challenged single-name CDS market takes optimistic turn
Trading has boomed despite recent criticism, but can the market regain its former strength?
Andrea Enria European Central Bank Deutsche Bank Derivatives Association Clearing Corporation International Swaps
Source: risk.net
Download these beautiful Van Gogh-inspired wallpapers for your iPhone, iPad, and Mac
Basic Apple Guy shared Van Gogh-inspired wallpapers that will look just right on your iPhone, iPad, and Mac. Here they are.
Source: bgr.com