risk-management

Scientific Reports, Published online: 12 September 2026; doi:10.1038/s41598-026-70394-9 Harnessing machine learning and multi-source data fusion for regional geohazard risk assessment of a rapidly urbanizing mountainous region

Three articles ago I wrote that "endogeneity" was the deepest of the three critiques a derivatives-savvy reader made of my crash simulator. Two articles ago I built the margin spiral. Last article I built the dealer short-gamma spiral and ended with: "The last piece is to wire the gamma state into the hazard layer itself — that's V9-P2, and it's next." It's done. This is the closing of that loop.…

Expected shortfall (ES), also known as conditional value-at-risk, is a widely recognized risk measure that complements value-at-risk by capturing tail-related risks more effectively. Compared with quantile regression, which has been extensively developed and applied across disciplines, ES regression remains in its early stage, partly because the traditional empirical risk minimization framework i…

I am trying to decompose Vega PnL into ATM vol, skew, and curvature components. To that end, I am building an SVI model and using the SVI-JW parameterization to attribute Vega PnL via the following formula: $VegaPnL = Vega \times dVol \approx Vega \times (\frac{dVol}{dv_t}dv_t+\frac{dVol}{d\psi_t}d\psi_t + \frac{dVol}{dp_t}dp_t + \frac{dVol}{dc_t}dc_t + \frac{dVol}{d\tilde{v}_{t}}d\tilde{v}_{t})$…

With India’s credit and collections ecosystem entering a critical period of regulatory and technological transformation, the 4th Edition of the Credit & Collections Summit India 2026 Presented by Credgenics is set to bring together the country’s leading credit, risk, collections, Read More ... The post 4th Edition of Credit & Collections Summit India 2026 Set to Bring Together India’s Leading Cre…

Determining your website security audit cost is a critical risk-management step for UK enterprises aiming to protect customer databases in 2026. Data breaches expose companies to hefty fines under compliance rules, alongside severe damage to brand reputation. Regular security audits guard your business against automated botnets and malicious exploit attempts. This guide reviews the budgeting laye…

Financial entity-level sentiment analysis aims to identify sentiment polarity toward specific financial entities in financial texts. This task is challenging because a single sentence may contain multiple entities with opposite sentiment orientations, while financial sentiment is often conveyed through domain-specific and implicit cues, increasing the risk of entity confusion. To address these ch…

I want to understand what exactly Fundamental Review of the Trading Book (FRTB) Standardized Approach (SA) is calculating and how. My current understanding of the Sensitivities-Based Method (SBM) is that we start from a certain expansion of the profit and loss (first order in the risk factor via delta, higher orders in the risk factor via curvature revaluation, and first order in volatility) and …

Nearly two decades after the 2008 crash, the rules governing the world’s banks are being rewritten. But as the US, UK, and EU push to modernize financial regulation, they face a difficult question: Can they boost growth without undermining financial stability? The post Nearly two decades after the global financial crisis, a new regulatory era is dawning appeared first on Atlantic Council .

arXiv:2609.10350v1 Announce Type: cross Abstract: The banking system now depends on a small set of shared artificial intelligence vendors for fraud screening, credit decisioning, anti-money-laundering triage, customer analytics, and internal decision support. This paper studies how a compromise inside one of those vendors can propagate along a chain of operational, informational, and financial li…

In early September 2026, the VIX sat near its five-year calm, while the SKEW index sat near its high — a market both quiet and terrified. That contradiction was the subject of my last article. This one is about something more dangerous than expensive tail insurance: what happens when leverage is hiding in a calm market. Because a crash with leverage isn't an event. It's an engine that runs on its…

Financial institutions are investing heavily in AI, but many are finding that the real challenge is not proving AI can work in a pilot. It is proving that AI can operate reliably, securely, and at scale in production. Part of the problem is that pilots are relatively controlled. Teams can choose the data and narrow the use case while keeping humans closely involved, insulating the AI from much of…

Financial services companies have spent years building security controls and processes around the systems responsible for moving money and keeping customer accounts and services running. Identity and access management (IAM), multi-factor authentication (MFA), network security, vulnerability management, and logging are all familiar parts of that environment. The Digital Operational Resilience Act …

The financial services industry is entering a period where technology, regulation, risk management, and customer expectations are converging at an unprecedented scale. Against this backdrop, Global Fintech Fest 2026 brings together leaders from across the global financial ecosystem to discuss Read More ... The post Global Fintech Fest 2026: Connecting the Future of Finance and Technology first ap…

Your correlation matrix is lying to you. Here's the fix — and it comes from insurance math. In the first article, I built a stock market crash simulator using insurance catastrophe modeling. One layer of that tool changed my thinking more than any other: the vine copula. It's the mathematical answer to a question every investor has felt but few can articulate: Why does my "diversified" portfolio …

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