7 days in 60 seconds
Autocallables, Mifexit and the value of HFT
The week on Risk.net, September 19-25, 2020
SOFR discounting, Covid and scenario crowdsourcing
The week on Risk.net, September 12–18, 2020
Swap termination, SA-CCR and the AFM’s push for fair treatment
The week on Risk.net, September 5-11, 2020
Swap stays, FX clearing, and the value of real options
The week on Risk.net, August 29 - September 4, 2020
CVA problems, CCP resolution and digital tokens
The week on Risk.net, August 22-28, 2020
Stablecoins, term Sonia and skin in the game
The week on Risk.net, August 15-21, 2020
Stress testing, home working and the move to €STR
The week on Risk.net, August 8–14, 2020
Covid liquidity, block trades and Fed op risk
The week on Risk.net, August 1-7, 2020
Mifid swaps, VAR and buy-side Covid lessons
The week on Risk.net, July 25–31, 2020
Climate risk, ethics, and mega-bankruptcies
The week on Risk.net, July 18-24, 2020
Collar financing, low op risk losses and ESG data
The week on Risk.net, July 11-17, 2020
Covid capital, SA-CCR and problems with post-Libor protocol
The week on Risk.net, July 4-10, 2020
Behavioural finance, alt data and risk-free rate problems
The week on Risk.net, June 27–July 3, 2020
Libor switch, US capital problems and operating in lockdown
The week on Risk.net, June 20-26, 2020
SOFR, credit quality and scenario construction
The week on Risk.net, June 13-19, 2020
CECL problems, Libor and capital relief
The week on Risk.net, June 6-12, 2020
Market risk capital, FRTB and mental health risk
The week on Risk.net, May 30-June 5, 2020
Climate charges, CCP contagion and the post-Libor world
The week on Risk.net, May 23-29, 2020
Oil price models, IM changes and VAR caps
The week on Risk.net, May 16-22, 2020
Capital buffers, settlement fails and crowd modelling
The week on Risk.net, May 9–15, 2020
Virus modelling, money laundering and tail beta
The week on Risk.net, May 2-8, 2020
Ronin, the survival of Libor and synthetic data
The week on Risk.net, April 25-May 1, 2020
Capital relief, FRTB and negative oil
The week on Risk.net, April 18-24, 2020
Virus risk, pandemic modelling and the challenge for AI
The week on Risk.net, April 10–17, 2020