Investment flow tracking is next 'frontier' in unlocking alpha
Risk Live: Flows impact asset prices more than widely believed and may be more predictable – quants
Source: risk.net
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Quantum computing experts voice explainability fears - WatersTechnology.com
Big speed-ups for quantum-powered models could prompt bigger questions from regulators.
Source: waterstechnology.com
Quantum computing experts voice explainability fears
Risk.net Risk Live: big speed-ups for quantum-powered models could prompt bigger questions from regulators Print this page Regulators and model risk managers have been kept busy in recent years by rapid advances in machine learning techniques that power banks’ modelling of everything from interest rates to customer fraud. If quantum computing continues its rapid march towards commercial viability, they might be about to get a whole lot busier. Speaking yesterday to a panel of experts at Risk Live, Lee Braine, director of research and engineering at Barclays, asked whether ban...
Source: risk.net
Risk Live playback: Citi's Andrew Morton on rates markets
Risk.net Risk Live playback: Citi’s Andrew Morton on rates markets Citi’s co-head of markets tips EU bonds to rival USTs, and backs batch auctions as alternative to Clobs Risk staff It’s tough to make predictions, especially about the future of interest rate markets. Andrew Morton, global co-head of markets and securities services at Citi, was willing to give it a try in this Risk Live presentation. Global interest rate markets have confounded expectations over the past decade. After the 2008 financial crisis, the conventional wisdom was that primary dealers would be pushed to the si...
Source: risk.net
Covid-19 prompts buy-side rethink on stress tests and risk integration
Covid-19 prompts buy-side rethink on stress tests and risk integration 17 Feb 2021 The panel Pascal Traccucci, Global Head of Risk, La Française Asset Management Christopher Reeve, Director of Risk, Aspect Capital Moderator: Julien Jarmoszko, Management Consultant Boryana Racheva-Iotova, FactSet The global Covid-19 pandemic is changing the risk management vocabulary and toolkit for investors of all stripes. With the outbreak’s early months rocking markets to their core, the world’s largest asset managers and institutional investors saw their investment processes and risk frameworks test...
Source: risk.net