MENU- Brooklyn’s robot analyst cuts costs by four-fifths
- ANZ takes A$20bn RWA add-on from capital floor
- Life and pensions ALM system of the year: Conning
- Risk Technology Awards 2024: AI hopes and holdups
- US Bancorp ever more reliant on LCR relief
- Dealer relief at delays to Refinitiv Matching’s tech migration
- Rates traders brace for jobs data after August steepener payday
- Nykredit reclassifies Dkr70bn of credit risk to A-IRB
- The post-Archegos risk model rebuild begins…slowly
- New CRE model adds $1.8bn to UBS’s RWAs
- Jane Street ups its game in FX market-making
- The impact of deterioration in rating-model discriminatory power on expected losses
- Consumer credit card payment dynamics over the economic cycle
- Unaligned exchange traded funds: risk-adjusted performance and market-timing skills
- Growing up and not settling down
- Let’s grow the third-party risk playbook – CME security chief
- Deutsche curbs CVA charges to record low
- Kernel-based estimation of spectral risk measures
- Analyzing market sentiment based on the option-implied distribution of stock returns
- Fed hikes stress capital buffers for 18 US banks
