Risikonachrichten
| Titel | Beschreibung | Quelle | Veröffentlicht |
|---|---|---|---|
| Auto-encoding term-structure models | An arbitrage-free low-dimensionality interest rate model is presented |
https://www.risk.net/cutting-edge/7961251/auto-encoding-term-structure-models | |
| Configuration and control: next-level risk analytics for alternative assets | The evolving needs of traditional and alternative asset industries, including the transformative impact of advanced data analytics and model training within new customisable frameworks |
https://www.risk.net/insight/technology-and-data/7961243/configuration-and-cont… | |
| CCP models vulnerable to Trump risk | Volatility of ‘will he, won’t he’ tariff strategy could confound clearing house risk models |
https://www.risk.net/risk-management/7961240/ccp-models-vulnerable-to-trump-risk | |
| CME-FICC cross-margin extension timeline questioned | SEC changes and queries around margin segregation may make end-2025 deadline unrealistic |
https://www.risk.net/risk-management/7961214/cme-ficc-cross-margin-extension-ti… | |
| Op risk data: Crypto hack bites Bybit; fat-finger flurry at Citi | Also: OKX gets AML scold, UK motor finance fiasco revs up. Data by ORX News |
https://www.risk.net/comment/7961200/op-risk-data-crypto-hack-bites-bybit-fat-f… | |
| PTFs clash with banks over ‘done-away’ US Treasury clearing | Trading firms losing patience with banks’ reluctance to unbundle trading and execution |
https://www.risk.net/risk-management/7961212/ptfs-clash-with-banks-over-done-aw… | |
| Iosco chief defends margin transparency standards | More reporting will improve financial system’s resilience, argues Rodrigo Buenaventura |
https://www.risk.net/risk-management/7961188/iosco-chief-defends-margin-transpa… | |
| Credit loss database reveals holes in Basel’s IRB formula | Researcher has used two decades of data to propose improved internal model methodology |
https://www.risk.net/risk-management/7961168/credit-loss-database-reveals-holes… | |
| Market knee-jerks keep VAR models on their toes | With a return to volatility, increased backtesting exceptions show banks’ algos are stretched |
https://www.risk.net/our-take/7961159/market-knee-jerks-keep-var-models-on-thei… | |
| Why the survival of internal models is vital for financial stability | Risk quants say stampede to standardised approaches heightens herding and systemic risks |
https://www.risk.net/comment/7961154/why-the-survival-of-internal-models-is-vit… |
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