SimCorp has sought to better prepare clients for increased market volatility with an update to its Axioma Worldwide Equity Factor Risk Model, which is designed to help managers identify risks in their portfolios.
Among its improvements is the introduction of a Non-Linear Residual Factor, which uses machine learning to identify hidden factor correlations that can’t be detected by standard, linear models.
Date: 10 December 2026 Time: 10:00am ET / 3:00pm London / 4:00pm CET Duration: 50 minutes Financial institutions hold some of the richest data in any industry, but much of it is hard to find, hard to trust and slow to reach the teams that need it. As they scale their AI and analytics programmes,...
Financial institutions have begun deploying Model Context Protocols (MCPs) as they have expanded the use of artificial intelligence applications and agents. The technology developed by Anthropic is an open-source contextual layer that helps coordinate models and data, enabling AI applications to connect with a multitude of other platforms and processes. In the first of a...
Our TradingTech Summit in New York is aimed at senior-level decision makers in trading technology, electronic execution, trading architecture and offers a day packed with insight from practitioners and from innovative suppliers happy to share their experiences in dealing with the enterprise challenges facing our marketplace.
AI adoption in capital markets has moved into a more disciplined phase. The priority is now controlled deployment: where AI can be used safely, where it can deliver measurable value, and how outputs can be governed, monitored and evidenced. The 2026 edition of the AI in Capital Markets Handbook examines how AI is being applied...