Financial institution
Just solve it: a simple method to improve the design and performance of liquidity-saving mechanisms
The authors put forward a novel LSM algorithm and compare its performance with two of the best known offsetting algorithms.
Citrix Bleed hacks flag IT asset inventory shortfalls
To know what needs urgent patching, global banks first need to know what software they have
Trends in regulatory enforcement in the age of compliance angst
Legal and compliance experts discuss the changing shape of regulatory enforcement and how financial institutions are adapting to a shift in approach
How higher interest rates are affecting bank liquidity
A panel of industry experts discusses the challenges posed to banks’ capital and liquidity by a persistently higher interest rate environment. They also share insights on adapting their liquidity risk management strategies, tools and technologies for a…
Nonbanking financial institutions and sustainability issues: empirical evidence on the impact of environmental, social and governance scores on market performance
The authors investigate relationships between environmental, social and governance scores and market-to-book ratios using data from North American and European nonbanking financial institutions.
FRAML solutions 2023: market and vendor landscape
As concerns around financial crime escalate, financial institutions and regulators are placing greater emphasis on combined FRAML solutions. For financial institutions the benefits of an integrated FRAML platform include improved capabilities,…
Close to home: the value of localisation in fighting financial crime
The speed of onboarding, releasing payment, authorising loans and providing key banking services is critical to a financial institution’s competitiveness and bottom line. Being able to conduct proper, meaningful due diligence checks is vital
China equity for global investors: reopen, recover, re-enter
At a panel session convened at Risk.net’s ETF & Indexing Forum in Hong Kong, experts from FTSE Russell, Citi, BlackRock and CSOP Asset Management discussed the latest investment trends and challenges, and the opportunities afforded by China A-shares…
Could excessive regulation make bank stocks uninvestable?
JP Morgan's EMEA CFO says capital requirements will mean banks lose business to non-banks
Q&A: The evolution of climate risk assessment
Prerna Divecha of S&P Global Market Intelligence discusses the changing requirements for financial institutions in developing a robust and comprehensive view of climate risk
Transmission of cyber risk through the Canadian wholesale payment system
The authors investigate how a paralyzing cyber attack on one or more banks would spread to other banks through the Canadian wholesale payment system and simulate various scenarios, evaluating the total disruption to the payment system.
A new automated model validation tool for financial institutions
The authors put forward a novel automated validation tool, based on US Federal Reserve and Office of the Comptroller of the Currency regulatory guidance, which is used to to validate predictive models for financial organizations.
US banks offload FHLB advances after record glut in Q1
First Citizens leads shift, Regions bucks trend
AOCI reinclusion would push 10 US banks below capital requirements
KeyCorp, Truist and UBS Americas the worst affected by removal of paper-loss waiver
First Republic taps Fed facilities in effort to plug funding hole
Discount window and BTFP provide temporary relief as deposits slump $72bn in Q1
Schwab turns to costly FHLB advances as deposits drop
Bank draws $45.6 billion in facilities carrying four times the interest rate paid on deposits
Shadow banks grew net repo claims to record $2.1trn in 2021 – FSB
Non-bank intermediaries, led by money market funds, tapped Fed’s reverse repo window as rates began their ascent
Policy-makers must keep the heat on climate transition
As the financial industry shows signs of climate fatigue, regulators need to pick up the slack
A chilly reception for climate risk capital
Bankers don’t believe climate-adjusted risk-weights will enter EU prudential framework – not for now, at least
Uncertainty over ECB’s TPI muddies monetary and fiscal impact
Analysts say anti-fragmentation tool exposes long-standing flaws in EU fiscal framework
Rethinking regulation of the modern financial system
Rules must address uncertainty and risks, and not be too complex, says Bank of Italy's Trapanese