Insights

A short recap of QuantMinds International 2024, the world’s largest conference for quantitative finance professionals.

We tested the end-to-end batch calculation for a typical portfolio of trades with fourth generation (4th Gen) AMD EPYC processors. This case study highlights the findings as well as insights gained from testing CompatibL Platform on AMD hardware.

Humans and large language models both produce results that vary from one attempt to the next and sometimes make mistakes. This does not stop us from relying on humans, and it should not stop us from relying on LLMs.

These days, it seems that every vendor with a trading or risk platform has already introduced or plans to introduce AI to enhance their offerings. But what does CompatibL AI offer users that sets it apart from other providers in the space?

Step into the world of innovation and AI in quantitative finance with CompatibL’s Executive Chairman and Head of Quant Research, Alexander Sokol, as he shares insights from the recent QuantMinds—CompatibL hackathon and presents CompatibL’s new AI Co-Pilot in this compelling Q&A interview.

Test your coding and prompt engineering skills at CompatibL’s Hackathon at QuantMinds International 2023, and learn about CompatibL’s latest AI initiatives involving fine-tuned large language models in quantitative finance.

Learn how CompatibL used Open AI’s DaVinci and GPT-4 models in its newest product for model governance to achieve better model documentation with the help of artificial intelligence.

The global rise in interest rates has changed the investment landscape, increasing industry demand for better modeling. Learn how conventional interest rate risk models can be improved with machine learning to perform better in these market conditions.

In this article, we review recent use cases of and challenges for machine learning in capital markets, referencing CompatibL’s innovative Autoencoder Market Models (AEMM) as a practical example of successful usage of the technology.

This article serves as an introduction to Alexander Sokol’s working paper on Autoencoder Market Models for Interest Rates, a new type of interest rate models based on machine learning algorithms called autoencoders.

Managed IT services offer companies within the financial sector the opportunity to outsource their IT operations with fintech innovations, allowing them to focus on their core business. In addition, managed services providers offer extensive resources and expertise to help businesses implement robust security solutions and market leading compliance practices.

Basel IV, also known as Basel 3.1, is one of the hottest topics in the banking industry, and with good reason. Basel IV will increase capital requirements for undercapitalized banks, and the Basel Committee on Banking Supervision (BCBS) has proposed certain measures to fulfill this goal. Basel IV (Basel 3.1) is scheduled to be implemented on January 1, 2023.

Every company has its own unique business needs, creating a challenge for cloud services and solutions providers. In this article we review popular cloud deployment models, explore their advantages and disadvantages, and give advice on how to choose the one that suits your business best.

Financial risks are becoming increasingly complex and volatile, and new risks appear to be emerging faster than ever. Today, financial risk management is not only important but necessary. Learn what financial risk management is, why it is fundamentally important today, and what types of risk management techniques companies are using in 2022.

Slowly yet steadily, banks are adopting multicloud as one of their main approaches to cloud computing. Over the last two years, this has allowed many major financial organizations to ease their compliance and regulatory pressure, and enabled them to meet the growing expectations of their customers. Let’s see what’s behind this success.

Orchestrate and manage: learn how a complete enterprise cloud strategy and a reliable cloud risk platform can help enhance the capabilities of your bank’s digital ecosystem.

In today’s hyperconnected world, the banking industry is undergoing a digital revolution. A unique feature of this revolution is cloud computing, which offers huge potential benefits for the banking industry. Join us as we survey the most popular cloud computing trends in banking for 2022.

American Financial Technology Awards 2021 interview: CompatibL won the Best New Technology Introduced over the Last 12 Months (Trading & Risk) category for its advanced machine learning models—market generators.

These three major trends in risk software architecture will not only continue to change customer behavior but also introduce powerful risk management techniques using deep learning algorithms, advanced analytics, and real-time data processing. The proliferation of these technologies is providing cost-efficient, faster, and more powerful computing and enhanced data storage capabilities, allowing for better risk-based decision-making, reporting, and process integration.

The risk architecture (or risk management architecture) is a crucial element of every financial institution’s risk management system, aimed at supporting its risk management activities and improving risk analysis. In this article, we explore the main enterprise risk architecture issues that arise when moving existing on-premises applications to the cloud, and analyze ways to address them.

Following the company’s bobsguide awards win for the Best Cloud Platform, CompatibL’s Executive Chairman and Head of Quant Research, Alexander Sokol, sat down with bobsguide’s editor, Michael McCaw, to discuss the new cloud computing and machine learning trends behind the rapid transformation of the financial services industry.

We present a Q&A session with Alexander Sokol, CompatibL’s Executive Chairman and Head of Quant Research. The questions covered include how remote working has affected cloud computing during the pandemic, how companies can reduce costs with cloud transition, cloud security risks, and the main cloud migration challenges in the financial sector.

What is model validation and why is it important for model risk management for banks and financial institutions?

The potential for regulatory requirements and reputational issues caused by the coronavirus appears to be speeding up the digital shift.

“The Coronavirus Means Market Turbulence and Weaker Consumer Spending and Investment”. Read more.

As one of the most advanced technologies, the cloud promises to meet challenges faced by the financial sector. Given its volume, variety, and speed, it is the perfect place to store and process data. In addition, cloud transformation offers scalability and cost reduction of cloud computing for business, and many other benefits.

The well thought-out, informative, and topical conference provided delegates with knowledge about the latest developments in supervision, regulation and industry practice.

A minor change in CSA proposed by Leif Andersen, Michael Pykhtin, and Alexander Sokol allows residual counterparty credit risk to be reduced under IM.

Despite regulatory restrictions, use of AAD-based technologies sparks interest of the market players.

Initial margin provides market players with a mechanism to reduce their residual exposure, but its efficiency remains doubtful.