Risk management
NYCB’s borrowing boosted cash reserves by 66% in Q4
Embattled bank bolsters liquidity in anticipation of tighter supervision but sees funding costs climb
Better anti-procyclicality? From a critical assessment of anti-procyclicality tools to regulatory recommendations
The authors carry out quantitative and qualitative analysis of anti-procyclicality tools and suggest policy measures intended to make APC tools more effective.
Investment management ‘one analytics view’ for credit bonds and ESG risk factors
A Chartis and MSCI research report that examines how firms must integrate ESG risk analytics with multiple other performance or risk analytics in credit bond portfolios to obtain a meaningful, quantitative and comprehensive investment view
Navigating technology integration in an altered buy-side risk landscape
Luke Armstrong discusses the expanding role of buy-side risk teams, the comprehensive integration of risk factors and how technology can help risk managers navigate a dynamically shifting risk landscape
The new generation of risk
Riskonnect’s 2023 New generation of risk report reveals that the convergence of new risks is increasing pressure on companies to meaningfully change how they manage threats.
In search of clean data: firms navigate data challenges as LLM adoption flourishes
This WatersTechnology rapid read report explores the transformative potential of LLMs in financial services, offering insights into the evolution, challenges and positive impacts on decision-making processes in capital markets
Diversifying buy-side risk frameworks
This Risk.net paper, sponsored by S&P Global Market Intelligence, outlines the impact of the higher-rate, high-volatility environment on market risk and liquidity risk, and the emerging importance of climate risk.
Tackling credit risk in turbulent times
In September and October, Risk.net surveyed 58 chief risk officers from a mixture of banks and insurers across the Asia-Pacific region on the credit risks they face in the current environment and how they manage them.
Op Risk Benchmarking, round III: the FMIs
Decade of change has seen exchanges and CCPs grow in size and importance, dragging their management of op risk into the regulatory spotlight
New challenges for fuel companies in a changing biofuels market
The market for biofuels is undergoing transformative change, driven by ambitious regulation and rising demand from corporates looking to decarbonise to hit net-zero pledges.
NSCC had top margin breach of $1.2bn in Q3
Margin shortfall is largest on record for the CCP and bucks wider trend across global clearing houses
Strategies for effective real-time data capture and robust risk management
Risk management systems, processes and real-time data aggregation techniques are rapidly evolving across financial institutions against a backdrop of high market volatility and rapid technological development
Interest rate and liquidity risk special report 2023
This special report explores the ongoing impact of higher interest rates on bank capital and liquidity, and the steps they are taking to shore up their liquidity risk management practices in the current environment.
Markets Technology Awards 2024 winners' review
Vendors spy opportunity in demystifying and democratising – opening up markets and methods to new users
How corporates are tooling up for FX risk
Unstable markets have forced corporate treasurers to adopt whizzier methods for managing currency exposures
Peak-to-valley drawdowns: insights into extreme path-dependent market risk
The authors investigate risk in relation to peak-to-valley market drawdowns and aim to gain insights into the drawdown behaviour of asset classes across time intervals.
Party’s over as more banks drop internal models for market risk
At least three systemic banks in Europe intend to ditch IMA for capital requirements
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,…
AI in risk management: one giant leap forward or a risk too far?
As technology advances at lightning speed, AI brings its own, not inconsiderable, risks. How, then, are today’s risk managers using AI tools to their best advantage – and what threats do they face along the way? In a Risk.net webinar, sponsored by FIS,…
Exchange rate risk management for contractors within a hybrid payment scheme: a case study in Punta del Este, Uruguay
The author proposes methods for how contractors may attempt to mitigate exchange rate risks in hybrid payment systems and validates these with empirical data from a hypothetical project.
Managing credit risk in uncertain environments
Following three years of disruption caused by the Covid-19 pandemic, senior risk managers, risk management consultants and CROs from the banking and insurance industries gathered in Singapore for Asia Risk’s CRO Club roundtable
Legal risk management in the Polish banking sector
We carry out a review of the management of legal risk in Polish banks and use empirical research to demonstrate how these risks are managed.
Revolutionising liquidity management: harnessing operational intelligence for real‑time insights and risk mitigation
Pierre Gaudin, head of business development at ActiveViam, explains the importance of fast, in-memory data analysis functions in allowing firms to consistently provide senior decision-makers with actionable insights
Crypto: too important to ignore
This WatersTechnology rapid read survey report examines the crypto finance priorities of institutional investors, how far along they are on their crypto journeys, the challenges in entering and participating in this market, and what they value most when…