FRTB-IMA product
of the year
Murex
Best use of machine learning/AI: CompatibL
Podcast: Lyashenko, Mercurio and Sokol’s adventures in autoencoding
Modelling multiple yield curves is no easy task. Most fixed income instruments have numerous term structures, each with 10–15 maturities, that share a hard-to-model, non-linear co-dependence structure. In this podcast, a trio of senior quants explain how autoencoders can reduce dimensionality in yield curves
CompatibL’s ground-breaking use of LLMs for automated trade entry earned the company Best use of machine learning/AI award at the Risk Markets Technology Awards 2025, redefining speed and reliability in what-if analytics
Building reliable and successful LLM-based workflows
This report delves into the nuanced deployment of LLMs in the financial sector, exploring their application in day-to-day operations, model governance, and the challenges of implementation
LLM integration:
Special report
Only human: the secret of reliable LLM workflows
Financial firms are experimenting with AI and LLMs in their quest to drive efficiencies, improve decision-making and manage risk more effectively. This article explores research that informed a Risk Live Europe session, which was run by Alexander Sokol, executive chairman and head of quant research at CompatibL. It examines the strengths and limitations of LLMs and offers insights on how to effectively integrate them into business workflows
Best use of
machine learning/AI
CompatibL
LLM integration: Special report
This series explores CompatibL’s work at the intersection of artificial intelligence and finance – from deploying large language models (LLMs) for trade automation and document analysis to designing workflows that address reliability, oversight and bias. It also introduces new approaches to yield curve modelling using autoencoders, offering more nuanced, data-driven insights for pricing and risk. Across use cases, CompatibL combines machine learning with domain expertise and regulatory awareness, focusing on real-world implementation over idealised benchmarks.
Aggregated within this presentation, these CompatibL editorial assets provide a practical view of how AI is being tailored for transparency, control and performance in financial services.
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Building reliable
and successful
LLM-based workflows
How AI is reshaping analytics, compliance and modelling in finance
How AI is reshaping analytics, compliance and modelling in finance
How AI is reshaping analytics, compliance and modelling in finance
CompatibL’s AI for model governance
with CompatibL on LinkedIn