Opinion
Fixing the roof while the sun – wait, is that rain?
The Fed is split on whether to apply a countercyclical buffer. But so is everyone else
Credit data: China, US corporates feeling trade tensions
Dispute has ended a steady improvement in corporate credit risk
The BoE leverage ratio: welcome relief or regulatory arbitrage?
UK banks are reaping higher capital savings through the BoE's leverage measure
Can robots learn to manage risk?
Will machine learning transform risk management or give birth to a new breed of model risk? Probably both
No forward-looking rates? No problem
A commonly used quant model could be the answer to the replacement of forward-looking Libor
Term RFR, new VAR and the end of venture capital
The week on Risk.net, June 29–July 5, 2019
How to adapt a bank for MPE resolution strategy
Senior SRB official suggests what is needed to prove resolution entities can operate separately
Op risk data: losses decline sharply in first half
Conduct losses account for most of $8.5 billion total. Data by ORX News
Orca, Euribor and SoftBank CDS
The week on Risk.net, June 22-28, 2019
How Amazon and Netflix disrupted value investing
New business models have upset a common metric in the quant strategy
Hong Kong warrants: this time it’s different
With their rise in popularity, warrant issuers must be on their guard at all times
Libor, IM offset and smart contracts
The week on Risk.net, June 15–21, 2019
Lessons from a decade of top 10 op risks
Constants and changes in Risk.net’s annual rankings spotlight common gaps in op risk management
Capital rules, Libor and green markets
The week on Risk.net, June 8–14, 2019
Credit data: more trouble in the oil and gas pipeline
US self-sufficiency in oil could be bad news for shale producers
Swaps data: a new era of competition in interest rate futures
The demise of Libor has set off a battle for market share in futures referencing new risk-free rates
Getting risk models runway ready
Banks struggling with internal model requirements may soon opt for off-the-rack rather than bespoke
Can European banks crack the capital allocation code?
Banks “stuck on the same feedback loop” due to sheer weight of capital rules
Libor leaders: how seven firms are tackling the transition
BMO, Prudential, Associated British Ports, LCH and others reveal their plans to move off troubled benchmark
Forex algos, Emir and quant fundamentalists
The week on Risk.net, June 1-7, 2019
Op risk data: forex rigging fines bloat bank losses
Citi, RBS, JP hit for total €800m in penalties; plus Aussie bank misconduct probe. Data by ORX News