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Posted on March 1, 2019

The disputed terrain of model risk scoring

If you’re not managing, or AT LEAST thinking about how model risk affects your portfolio risk, you’re asking for just as much pain as if More...…
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Posted on March 1, 2019

Dow Jones risk screening watchlist exposed on misconfigured AWS server

Oops. DOH! Another day, another data exposure on a misconfigured Amazon Web Services Inc. server instance. The latest one, however, involved an especially high-profile company: More...…
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Posted on March 1, 2019March 1, 2019

Fast stochastic forward sensitivities in Monte Carlo simulations using stochastic automatic differentiation (with applications to initial margin valuation adjustments)

Decrease your risk by being informed. This may be great sleepytime reading (better yet, a way to defeat insomnia), but it’s important to never rest More...…
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Posted on March 1, 2019March 1, 2019

Beware Of Hype On Quality ETFs

Around and around we go… “you might consider this, but you should also consider that…” Isn’t this what portfolio management is always about? Anyway, here More...…
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Posted on February 22, 2019

Regulations, Cybersecurity Are Biggest Risks For Financial Services: Survey

As time goes on, we humans tend to get smarter. Business is no different in that regard. Solutions like Red Swan –which remove model risk More...…
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Posted on February 22, 2019

Natixis creates model to ‘learn’ how factors interact

Some of the big brains have taken another crack at decoding the chess-match that is the market, and the instruments we use. Hey, we can More...…
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Posted on February 21, 2019February 22, 2019

Worried About a Recession? Watch These 5 Indicators

This article has a stupid title, but good advice from your peers… We asked three equity strategists and two top bond managers to give us More...…
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Posted on February 19, 2019February 22, 2019

JPMorgan balances risk and reward with AI model checker

Your models are the core of your portfolio’s accuracy and performance. You absolutely can not make informed decisions without real and accurate information. What if More...…
Posted on February 8, 2019

Calling out autocallable pricing

An interesting primer on the topsy-turvy world of bilocality, and a lesson about always scrutinizing your process for unintended bias which could drastically affect outcomes. More...…
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Posted on February 8, 2019

Modelling interrelated shocks will improve stress tests – research

Asking regulators to understand the effect of their own intervention? Scandalous! Regulators should scrap standard stress scenarios in favour of a set of tests that More...…
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Recent Articles

  • The disputed terrain of model risk scoring
  • Dow Jones risk screening watchlist exposed on misconfigured AWS server
  • Fast stochastic forward sensitivities in Monte Carlo simulations using stochastic automatic differentiation (with applications to initial margin valuation adjustments)
  • Beware Of Hype On Quality ETFs
  • Regulations, Cybersecurity Are Biggest Risks For Financial Services: Survey
  • Natixis creates model to ‘learn’ how factors interact
  • Worried About a Recession? Watch These 5 Indicators
  • JPMorgan balances risk and reward with AI model checker
  • Calling out autocallable pricing
  • Modelling interrelated shocks will improve stress tests – research

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