Artificial intelligence
‘Quantamental’ approach convinces Morgan Creek CEO
Proponent of big-picture investing sees growing role for machines, but with caveats
Treasurers turn to AI in bid for sharper forecasting
Wider automation could usher in future of ‘hands-free hedging’, but obstacles lurk in data standards and sharing
Exploring new investment prospects in volatile markets
Custom and traditional proprietary indexes have been growing in popularity and actively transforming the investment landscape. Financial products linked to indexes are thriving, enabling more efficient access to the market, whether it is equity, bonds or…
Singapore banks tighten ML governance amid regulatory scrutiny
DBS, StanChart and Deutsche build model inventories and draw up standards around use cases
No silver bullet for AI explainability
No single approach to interpreting a neural network’s outputs is perfect, so it’s better to use them all
Ripping up the old asset class labels
Outmoded classifications of securities may be concealing market risk. AI has a better idea
Disruption, CCP default and the latest Libor problem
The week on Risk.net, January 18–24, 2020
Bank disruptors: how tech joint ventures help Nomura’s bottom line
Nomura is developing new software services to supplement trading profits
Bank disruptors: SocGen’s call to start-ups
Fintechs and ‘intrapreneurs’ are leading Societe Generale’s digital transformation
Haitong taps NLP to inform collateral coverage
Hong Kong broker scours news and blogs in bid for better corporate signals in China’s opaque markets
Bank disruptors: tread carefully and bend things
How BofA, SocGen, JP Morgan, Nomura, UBS and others are disrupting themselves
Bank disruptors: Barclays finds blockchain nirvana
USC could transform financial markets. But first, backers must prove it is secure
Ex-Credit Suisse quants embrace machine learning
Founders of XAI Asset Management grapple with unsupervised learning and the problems of explainability
Private equity investors see savings in AI
Unigestion, Schroders using machine learning to avoid ‘obvious losers’ among private equity firms
Review of 2019: shaken, not stirred
The market survived a cocktail of hits. But is a hangover on the way?
Quant funds look to AI to master correlations
Machine learning shows promise in grouping assets better, predicting regime shifts
The problem with GRC
Boards may care more about products and profits than governance, risk and compliance (GRC). But without an effective GRC programme, the fun soon stops when trouble calls, says Michael Gibbs, chief executive of SureStep Risk + Analytics
Asia lenders usher in year of the virtual bank
The surge in online banking is informing risk technologies in traditional banks
Buy-side risk manager of the year: Vanguard
Risk Awards 2020: Fund giant gave more risk work to machines this year - from duration hedging to op risk
Currencies flow market-maker of the year: Credit Suisse
Risk Awards 2020: Swiss bank shows block trading can still compete in the age of the algo
Law firm of the year: Allen & Overy
Risk Awards 2020: Not just "stodgy lawyers", fintech incubator gives A&O a headstart on automation