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قد يعجبك
View everything you need to read about this year’s Risk Awards – announced last night – in one handy place: hubs.li/Q03VXx0d0
risk.net
Risk Awards 2026: The winners - Risk.net
Citi claims top derivatives prize, lifetime award for Dennis McLaughlin, JP Morgan wins equities
Comment: IMA is at risk of becoming divorced from internal risk management, violating a fundamental principle of a sound capital model – the ‘use test’ hubs.li/Q03VXhjc0
risk.net
NMRF framework: does it satisfy the ‘use test’? - Risk.net
Non-modellable risk factors affect risk sensitivity and face practical and calibration difficulties, argue two risk experts
A trader at one large dealer describes Safran as “famously active” in the FX options space, noting that it is “one of the most active vol users in the market” hubs.li/Q03VN0lb0
risk.net
Inside Safran’s $54bn FX options book - Risk.net
French aircraft parts supplier emerges as key exotics player
Dealers say multilateral compression for USD/CNH cross-currency swaps at HKEX OTCC could help relieve growing reg pressures hubs.li/Q03VM_rm0
risk.net
Compression eases capital, risk bottlenecks amid CNH swap boom - Risk.net
Dealers say multilateral compression for yuan cross-currency swaps can increase trading capacity
Steve Wang looks at why CVA RWAs rose so sharply & surpassed market risk RWAs as the driver for changing capital requirements during Covid hubs.li/Q03W2hFz0
risk.net
CVA capital charges – the gorilla in the mist - Risk.net
The behaviour of CVA risk weights at US banks in 2020 hints at the impact of the Basel III endgame
Hedge funds remain cautious on yen interest rates trades hubs.li/Q03W2jS30
risk.net
Hedge funds cut BoJ bets after torrid year in yen rates - Risk.net
Dealers see lighter positioning after shock October election saw more than $300m of losses, compounding April’s pain
XVA Benchmarking study: several large dealers refraining from investment in new optimisation tools due to uncertainty over the final shape of US capital requirements hubs.li/Q03VBYLR0
Comment: IMA is at risk of becoming divorced from internal risk management, violating a fundamental principle of a sound capital model – the ‘use test’ hubs.li/Q03VXhTt0
risk.net
NMRF framework: does it satisfy the ‘use test’? - Risk.net
Non-modellable risk factors affect risk sensitivity and face practical and calibration difficulties, argue two risk experts
Listen now to a conversation with Courant Institute’s Petter Kolm – joint winner of Risk’s buy-side quant award this year. hubs.li/Q03W6NNL0
risk.net
Quantcast Master’s Series: Petter Kolm, Courant Institute - Risk.net
The NYU programme is taught almost exclusively by elite financial industry practitioners
Snowball fight coming up? hubs.li/Q03W69LQ0
risk.net
Growth in China snowball lookalikes sparks questions - Risk.net
New products include tweaks to sidestep restrictions, but some believe they don’t go far enough
FCMs reported their smallest combined capital surplus as a proportion of requirements in more than a decade in September hubs.li/Q03W5WWv0
Tomorrow’s Quants: the “ability to put things in a simple context at the level of the [non-hardcore-quant] listener is super important” – Petter Kolm, Courant Institute, NYU hubs.ly/Q03VWWSQ0
risk.net
Want to be a quant? Here’s how (and how not) to get hired - Risk.net
Stay curious, be a team player, speak well – and don’t be big-headed
Aircraft parts supplier Safran Group has emerged as arguably the biggest corporate user of FX options hubs.li/Q03VMZMS0
risk.net
Inside Safran’s $54bn FX options book - Risk.net
French aircraft parts supplier emerges as key exotics player
US and Qatar threats to limit LNG supply if planned new EU rules are not rolled back is creating uncertainty for energy firms hubs.li/Q03W2lnm0
risk.net
Traders prepare for EU energy rules despite political risk - Risk.net
Exporter pressure on LNG supplies is threatening Europe’s regulatory push, leaving markets uncertain
Hedge funds have reduced their risk in yen interest rates trading after October’s election of Sanae Takaichi led to stop-outs and estimated losses of more than $300 million hubs.li/Q03W2jYz0
risk.net
Hedge funds cut BoJ bets after torrid year in yen rates - Risk.net
Dealers see lighter positioning after shock October election saw more than $300m of losses, compounding April’s pain
Steve Wang looks at why CVA RWAs rose so sharply & surpassed market risk RWAs as the driver for changing capital requirements during Covid hubs.li/Q03W2hnB0
risk.net
CVA capital charges – the gorilla in the mist - Risk.net
The behaviour of CVA risk weights at US banks in 2020 hints at the impact of the Basel III endgame
US systemic dealers held a record $95 billion of OTC derivatives collateral in the form of equities as of end-September hubs.li/Q03W1wF_0
The largest counterparties for complex FX options are typically the leading multi-strategy and macro hedge funds. But there is one corporate whose use of FX options is so extensive that it is connected to most of the top dealers on the Street hubs.li/Q03VMZxy0
risk.net
Inside Safran’s $54bn FX options book - Risk.net
French aircraft parts supplier emerges as key exotics player
Comment: IMA is at risk of becoming divorced from internal risk management, violating a fundamental principle of a sound capital model – the ‘use test’ hubs.li/Q03VXh7S0
risk.net
NMRF framework: does it satisfy the ‘use test’? - Risk.net
Non-modellable risk factors affect risk sensitivity and face practical and calibration difficulties, argue two risk experts
Tomorrow’s Quants: the “ability to put things in a simple context at the level of the [non-hardcore-quant] listener is super important” – Petter Kolm, Courant Institute, NYU hubs.ly/Q03VWVfM0
risk.net
Want to be a quant? Here’s how (and how not) to get hired - Risk.net
Stay curious, be a team player, speak well – and don’t be big-headed
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