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Regulating interest rate risk

Over the past decade, regulators have introduced stress tests, liquidity and funding standards – and overhauled rules specifically on IRRBB – that have all had some bearing on the current crisis. But they haven’t yet been implemented fully, or equally,…

Banks in crisis

The peak of the global financial crisis arrived in 2008 with the collapse of Bear Stearns and Lehman Brothers, and a raft of bailouts. However, it had already been rumbling on for a year at that point, blowing holes in bank funding models and capital…

Market liquidity risk product of the year: Bloomberg

Accurately quantifying liquidity risk remains a significant challenge across the financial industry. As regulators increasingly focus on market liquidity and liquidity risk frameworks, the ability to generate accurate and defendable metrics is paramount

Best UMR: Adenza

Adenza has won the Best UMR award for its end-to-end collateral management and margin solution, Calypso

Market scenario generator of the year: Conning

Conning’s GEMS economic scenario generator allows financial services firms to test business models and investment strategies against a wide variety of economic conditions for portfolio and risk management

Maximising value from ESG data

Bloomberg’s Brad Foster discusses the latest trends in environmental, social and corporate governance (ESG) data usage by capital markets firms

ESG strategies: special report 2021

This Risk.net special report comprises a series of articles that reflect on the latest initiatives for consistent standardised global frameworks for measuring ESG, consider the methodologies investors are using to make measurable progress for people and…

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