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Boosting the ESG exposure of a low‑risk portfolio

Nikolay Radev, senior quantitative researcher at FactSet, discusses the limitations of previous environmental, social and governance (ESG) measurement, and proposes a new approach to optimising ESG exposure in minimum tail-risk (MTR) portfolio…

The JSE’s leading role in sustainability disclosures

The global landscape for sustainability standards and frameworks is evolving so rapidly that stock exchanges are becoming vital partners in helping companies navigate the complexities around disclosures on environmental, social and governance (ESG)…

Thriving in the new resilience normal

While the Covid-19 pandemic may be largely behind us, new challenges emerge as firms renavigate and optimise operations in the ‘new normal’. Today the focus has shifted to making operational resilience scalable and sustainable. In a Risk.net panel…

Project finance risk methodologies

Federico Tacchetto, senior manager at Prometeia, describes how to calculate risk parameters for project finance exposures. Based on a simulation approach of the cashflows, it is assessed whether the generated net revenue will be sufficient to repay the…

FRTB: a question of strategy for US banks

Standardised model or internal model? Short-term fixes or longer-term gains? This Risk.net white paper explores the key decisions facing US banks as they look to future-proof their FRTB implementations.

QIS offering and defensive strategies on the Raven indexes

After the quantitative investment strategies (QIS) sector saw big drawdowns in assets under management during 2020, Bank of America saw an opportunity to build out its QIS offering and defensive strategies based on over-the-counter rate volatility…

Turbulent markets put focus on evaluated pricing

Jayme Fagas, global head of valuations and transparency services at Refinitiv, explores why, in such an environment, firms need to have the right evaluated pricing to ensure they are pricing their portfolios at fair value levels and complying with…

Conduct risk: be proactive, stay ahead

As concerns around conduct risk abound, firms need to arm up and tighten surveillance to stay ahead. Lee Garf, general manager at NICE Actimize, explains why market abuse remains the biggest risk to financial markets firms today

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