FNA Talks: Our innovative podcast series created to provide you with indispensable advice on the latest trends and opportunities in Intraday Liquidity, Advanced Analytics, Suptech and Regtech.

Launched in May 2020, the series has featured insights from a range of industry experts, from prominent international bankers to Fintech specialists. Get ahead of 2021 and catch up on our podcasts below:

May 2020. Speaker: Kimmo Soramäki (FNA).

PODCAST: Financial Cartography in RegTech & SupTech during COVID-19 and beyond

June 2020. Speaker: Daniel Heller (Fnality International).

PODCAST: Five Digital Currency Questions for 2020 – Part 1

PODCAST: Five Digital Currency Questions for 2020 – Part 2

July 2020: Speaker: John Hagon (CLS).

PODCAST: Maintaining Resilience during Systemic Disruptions: A User Guide for FMIs and Overseers – Part 1

PODCAST: Maintaining Resilience during Systemic Disruptions: A User Guide for FMIs and Overseers – Part 2

August 2020. Speaker: Nam-Luc Tran (SWIFT).

PODCAST: It’s all about data – using advanced analytics as an investigative tool

October 2020. Speaker: Jesse Drennan (HSBC).

PODCAST: Intraday Liquidity Management in Banking – Key Trends and New Opportunities

November 2020. Speaker: Tucker Dona (Baton Systems).

PODCAST: Intraday Liquidity Management in Banking – Technology Landscape in Focus

More News

What is Suptech Analytics?

Author: Will Towning, Central Banks and Academia Programme Manager   What is Suptech Analytics?   Suptech is the application of innovative supervisory technology by central banks and financial authorities. It has traditionally focused on helping authorities collect and manage data more effectively, as well as digitise and automate certain processes. Such early iterations mostly support […]

FNA Talks Data Science in Economics and Finance with the Bank of England

FNA Talks Data Science in Economics and Finance with the Bank of England    Adrian Waddy, Data Consultant at Australian Prudential Regulation Authority and Developer at the Bank of England, joins host Adam Csabay to discuss his contribution to the Risk books publication, Data Science in Economics and Finance for Decision-makers. Adrian’s chapter, Implementing Big […]

Reconstructing and Stress Testing Credit Networks

By Amanah Ramadiah, Fabio Caccioli, Daniel Fricke Financial networks are an essential source of systemic risk. Unfortunately, detailed data on (direct and indirect) interactions between individual financial institutions is often unavailable, and the only the total aggregate position is known. To conduct a stress test, one must resort to network reconstruction methods to infer the […]
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