Your essential Python toolkit for machine learning implementation

Over three days this course will provide in-depth training on all aspects of the revised FISD/FIA examination syllabus, providing attendees with a comprehensive understanding of the technical and adm…

A deep-dive into interest rate derivatives, credit derivatives, asset-backed securities, pricing models and hedging techniques.

This training course will address in-depth the opportunities and limitations of machine learning in quantitative finance with practical guidance from a variety of expert tutors.

View our latest in market leading training courses, both public and in-house.

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.

Hosted by , these awards honour excellence in op risk management, regulation and risk management service provision.

Hosted by , these awards bring together recognition of the leading vendor solutions for credit, operational and enterprise-wide risk management.

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

Risk.net partnered with specialists NICE Actimize to survey senior financial crime executives in banks and other financial services firms to assess the efficiency of current resources, processes and …

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…

Search and download thousands of white papers, case studies and reports from our sister site, Risk Library

You are currently accessing Risk.net via your Enterprise account.

If you already have an account please use the link below tosign in.

If you have any problems with your access or would like to request an individual access account please contact our customer service team.

You are currently accessing Risk.net via your institutional login.

If you already have an account please use the link below tosign in.

If you have any problems with your access, contact our customer services team.

G-Sibs eye simpler market risk calculations in Hong Kong

Climate risk taxonomy close, but still a moving target EC

HSBCs Elhedery: banks must protect whistleblowers

Industry to take up Feds white paper on cyber risk

JP Morgan debuts Nexus spinoff for hedge fund exposure

Sonia-Libor basis narrows after fallback verdict

G-Sibs eye simpler market risk calculations in Hong Kong

The future of compliance Why firms are taking the risk-based approach

EBAs Campa: reduce Pillar 2 charges to offset output floor

Feds repo operations will not fix rate spikes, dealers say

JP Morgan debuts Nexus spinoff for hedge fund exposure

Quants clone private equity: pale imitation or real deal?

Credit Suisse uses neural nets to call minute-ahead forex

Over four years, US G-Sibs slash securitisation charges

JP Morgan takes axe to tough-to-model trading risks

At US G-Sibs, swap exposures to corporates climb $43bn in Q3

Low investment grade debt a staple of EU insurer portfolios

Quants bring triptych of variables to risk measurement

A triptych approach for reverse stress testing of complex portfolios

Podcast: Mats Kjaer on how trades affect the balance sheet

Game theory plays well for capital management

Credit Risk Measurement and Management: Disruption and Evolution

Edited by Akhtar Siddique, Iftekhar Hasan and David Lynch

Measuring expected shortfall under semi-parametric expected shortfall approaches: a case study of selected Southern European/Mediterranean countries

Crash risk exposure, diversification and cost of equity capital: evidence from a natural experiment in China

Backtesting expected shortfall: a simple recipe?

The impact of enterprise risk management on the performance of companies in transition countries: Serbia case study

Quantification of the estimation risk inherent in loss distribution approach models

You are currently accessing Risk.net via your Enterprise account.

If you already have an account please use the link below tosign in.

If you have any problems with your access or would like to request an individual access account please contact our customer service team.

Robert Vogel is something of an anomaly in the largely quantitative world of convertible arbitrage.

As a partner at Whitebox Advisors and portfolio manager of its Concentrated Convertible Arbitrage Fund, he strives to stand apart from his model-driven peers.

Rather than relying on models to find trades, we look for situations that are not conducive to the quantitative approach of most convertible arbitrage funds, Vogel says.

Vogel tries to limit his reliance on cookie-cutter trades that seek

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact[emailprotected]or view our subscription options here:

You are currently unable to print this content. Please contact[emailprotected]to find out more.

You are currently unable to copy this content. Please contact[emailprotected]to find out more.

Copyright Infopro Digital Limited. All rights reserved.

You may share this content using our article tools. Printing this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions –

If you would like to purchase additional rights please email[emailprotected]

Copyright Infopro Digital Limited. All rights reserved.

You may share this content using our article tools. Copying this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions –

If you would like to purchase additional rights please email[emailprotected]

If you have access via your institution sign in here

Register for a Risk.net trial to access this article. Sign up today and get access to:

Newcomer of the year, Asia: Commonwealth Bank of Australia

House of the year, China: China Minsheng Bank

Custodian of the year: BNP Paribas Securities Services

Derivatives house of the year, Asia ex-Japan: Credit Suisse

Sonia-Libor basis narrows after fallback verdict

Credit Suisse uses neural nets to call minute-ahead forex

Quants clone private equity: pale imitation or real deal?

You need to sign in to use this feature. If you dont have a Risk.net account, please register for a trial.

© Infopro Digital Risk (IP) Limited (2019). All rights reserved. Published by Infopro Digital Services Limited, 133 Houndsditch, London, EC3A 7BX. Companies are registered in England and Wales with company registration numbers 09232733 & 04699701.

You need to sign in to use this feature. If you dont have a Risk.net account, please register for a trial.

To use this feature you will need an individual account. If you have one already please sign in.

Alternatively you can request an individual account here: