Libor reform for euro, sterling, US dollar and yen – a Risk.net global webinar series The race to replace Libor is a global challenge, with a lot of local flavour. Each of …

Sessions include recent trends in machine learning application to quant finance, model risk, portfolio construction and location intelligence

Learn how the transition from IBOR to Risk Free Rates is affecting leading financial services firms. Covering essential basis of the changes around risk management, hedge accounting, modelling the op…

This two day training course will examine the key elements of an operational risk management framework and provide guidance on how these elements can be built upon to achieve a more comprehensive and…

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Energy Risk Asia Awards 2019 submissions are now open! Submission period ends on 30 August 2019. The Energy Risk Asia Awards recognises excellence across Asian commodities market as well as providing…

Being recognised at the Hedge Funds Review European Performance Awards 2019 is the high point of any single manager or fund of hedge fund operating in Europe. The awards are recognised as the most pr…

The Risk Awards are the longest-running awards of their kind and are widely recognised as the most prestigious for firms and individuals in our markets.

The Markets Technology Awards focus on market risk, trading and investment risk technology – they are presented in November, as part of our Risk Awards ceremony.

Take a look at the wide variety of events and training on offer.

This white paper aims to understand whether and how banks are approaching the assessment of their Credit Spread Risk in the Banking Book (CSRBB), and to identify best practices in preparation for com…

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Eurex to launch cross-currency swap clearing within weeks

Aussie regulator signals tougher misconduct stance

Credit data: Italian banks find themselves at a crossroads

Op risk data: Sanctions-busting fines cost banks $20bn

Isda to finalise spread mechanism for Libor fallback

Volume-starved SOFR leaves quant hankering for data

FCA urges dealers to quote Sonia swaps on Clobs

Deutsche opens bidding for interest rate derivatives

Tradeweb reveals package trading for swaps and bonds

EU seeks to offer reassurance on Brexit clearing exemption

FCA urges dealers to quote Sonia swaps on Clobs

Watchdogs ask EC to delay repo haircut floors. Will it?

FCA chief calls for EU to extend Brexit clearing exemption

Industry expects US FRTB proposals by year-end

Volume-starved SOFR leaves quant hankering for data

Some quant shops doomed to struggle Lpez de Prado

Neuberger sidesteps option gap risk using AI and credit card data

Tradeweb reveals package trading for swaps and bonds

Watchdogs ask EC to delay repo haircut floors. Will it?

Fed fund and repo borrowings top $1trn at big banks in Q2

Off-balance-sheet exposures at US systemic banks jump $67bn

SOFR futures volumes surge as overnight repo rates spike

RNIV charges account for big chunk of Swiss banks capital

Backtesting expected shortfall: mission accomplished?

Levelling the playing field of the FRTBs forex rules

Podcast: Acerbi on backtesting ES and FRTBs patchwork rules

Podcast: McClelland on why you need a good MVA model

The Handbook of Corporate Financial Risk Management (2nd Edition)

Edited by Emma McWilliam, Matt Thomas and Howie Timothy

A new approach to evaluating the cost-efficiency of complex hedging strategies: an application to electricity pricevolume quanto contracts

Model risk management: from epistemology to corporate governance

Nonparametric tests for jump detection via false discovery rate control: a Monte Carlo study

Managing supply chain risk through take-or-pay gas contracts in the presence of buyers storage facilities

On probability of default and its relation to observed default frequency and a common factor

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Credit Suisse has hired Tim Sweeting to its asset management group in Europe. Sweeting becomes head of institutional distribution for absolute return strategies.

Based in London, he joins from Deutsche Banks hedge fund group DB Absolute Return Strategies, where he was head of sales for Europe and the Middle East.

Sweeting has more than 20 years of experience in the financial markets, having also worked at hedge fund UBS OConnor as head of European and Middle East sales and marketing, and in

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People moves: Deutsche hires new treasury unit head; markets role for Barclays Pecot; Penney leaves HSBC, and more

Asia moves: Barclays picks Pecot as markets head, new Australia CEO for Credit Suisse, and more

People moves: Ritchie steps down at Deutsche; Lynch takes Emea role at TP Icap, and more

Connectivity  Standards set to enhance collateral management

Risk Technology Awards 2019: Making machines more helpful

People moves: CRO role for SGs Ricke, Barclays continues hiring spree, new SwapClear head, and more

Transitioning to alternative rates  The countdown is on

Deutsche opens bidding for interest rate derivatives

Some quant shops doomed to struggle Lpez de Prado

Watchdogs ask EC to delay repo haircut floors. Will it?

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