Risk management
LSEG Risk Intelligence: category leader in Chartis Watchlist and Adverse Media Monitoring Solutions in 2024
This white paper highlights LSEG Risk Intelligence’s category-leadership position in Chartis' quadrants. This placement is reflective of both its established industry position and its continual innovation.
August’s volatility thunderbolt rattles risk managers
Investment firms mull changes to value-at-risk models after never-before-seen spike in volatility index
EquityClear’s IM concentration hits record high
Membership dwindles as LCH SA continues to wind down service
Integrating climate into market and credit risk frameworks: what’s next?
A webinar on climate risk, discussing how and why it needs to be integrated into short-term risk assessments
Ruled out: can regulators settle the pre-hedging debate?
Market participants are at odds over the practice and whether regulation or principles can settle the score
Only human: the secret of reliable LLM workflows
Examining the strengths and limitations of LLMs and insights into how to integrate them into business workflows
Machine learning prediction of loss given default in government-sponsored enterprise residential mortgages
The authors apply machine learning techniques to Loss Given Default estimation, identifying key variables in LGD prediction and evaluating the performance of various models.
Backtesting correlated quantities
A technique to decorrelate samples and reach higher discriminatory power is presented
Banks must close the loop on counterparty credit risk
Following a series of market and industry credit risk events, regulatory scrutiny of counterparty credit risk management practices is increasing. Now, more than ever, banks must ensure they are optimising their approaches to credit risk mitigation
More disclosure touted to temper pre-hedging ills
Transparency could help investors choose a dealer, but will they use the disclosures?
Life and pensions ALM system of the year: Conning
Conning proved to be a standout vendor in the life insurance and pensions space and secured the Life and pensions ALM system of the year award at the Risk Technology Awards 2024
Iosco delays pre-hedging consultation to November
Review into controversial practice splits industry
How is risk culture conceptualized in organizations? The pan-industry risk culture (PIRC) model
This paper puts forward a pan-industry risk culture as a framework through which to proactively manage risk culture.
People: SocGen’s Farah replaces Salorio, Deutsche makes credit hire, and more
Latest job changes across the industry
On geopolitical risk, G-Sibs choose their battles
Conflicts – both existing and threatened – raise concern among banks, but many are still grappling to weave the risk into their frameworks
AI in banking risk management: exploring latest trends and use cases
The financial sector is abuzz with the potential of GenAI to revolutionise risk management. This Risk.net special report dives into some of the latest trends and use cases transforming this critical function for banks
For G-Sibs managing cyber outages, confidence makes the difference
IT disruption drops among top G-Sib concerns this year, as banks revamp models and retool risk indicators
Consolidating risk management and compliance silos in financial services
This white paper explores the key challenges and priorities for firms looking to unify risk management and compliance applications via a single enterprise-wide platform
Consolidating risk management and compliance silos in financial services
For years, financial institutions have implemented disparate risk management and compliance applications to meet the latest regulatory requirements and reduce operational risk.
The challenges of standardised credit risk assessments for banks under Basel III
In this white paper, S&P Global Market Intelligence addresses the challenges of the standardised credit risk assessment (SCRA) approach for bank exposures under Basel III, including changes to risk-weighted assets and SCRA implementation.
Model risk mitigation for pricing services: from the model owner’s lens
Financial markets rely heavily on quantitative models for decision-making, making effective model risk management crucial. Attika Raj, senior specialist, complex securities pricing at LSEG Data & Analytics, emphasises the importance of the first line of…
Op Risk Benchmarking 2024: the G-Sibs
Eleven large banks feature in round II, with new data points on first-line risk teams, taxonomies and AI adoption
New data techniques to turbocharge risk management
Risk management and data management have become central to the broader digitalisation efforts of financial institutions. A robust data strategy has an important role in supporting and enhancing risk management efforts
Adopt hybrid cloud to resolve the false dilemma between resilience and modernisation in banking
This study explores the challenges banks in Asia-Pacific face in enhancing operational resilience, and how they plan to leverage data and hybrid cloud in building operational resilience