White papers

Anticipate crises in investment strategies using Causal AI to build custom risk indicators for your portfolio

Whitepaper – Anticipate crises in investment strategies: using Causal AI to build custom risk indicators for your portfolio

Anticipate crises in investment strategies: using Causal AI to build custom risk indicators for your portfolio Download our whitepaper La plateforme No Code SCALNYX basée sur l’IA causale pour l’analyse prédictive apprend un univers d’actifs avec un nombre considérable de facteurs en temps réel pour trouver des liens de cause à effet explicites et des …

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Study on Management of Non-Modelable Risk Factors (NMRF) via machine learning

The fundamental review of the trading book (FRTB) drawn up by the Basel Committee (Basel Committee on Banking Supervision) imposes a series of requirements which will come into force in January 2022. One of the main innovations defined by FRTB concerns the introduction of the concept of non-modellable risk factors (NMRF), which requires the holding …

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