Country risk
RBI’s op risk charges climb 22% on input-series update
Recalibration reverses savings from discontinuation of AMA a year earlier
Foreign banks flocked to Treasuries and Fed in Q3
Claims rose at fastest annual pace since early pandemic amid inflation jitters
EU bank credit models neglect peripheral countries
A majority of non-core EU exposures are under the standardised approach
Post-Brexit vote, large US banks have curbed UK exposures
US G-Sibs shed $171 billion of claims on UK private sector between Q1 2016 and Q1 2019
Draghi’s euro-exit redenomination hedge
Marcello Minenna says new ECB policy effectively hedges QE bond purchases
A framework for market, credit and transfer risk aggregation and stress testing
The authors develop a framework that consistently and fully integrates the market, credit and country transfer risks of a general portfolio of financial assets in a multi-period setup.
Managing geopolitical risk in energy markets
Weighing up geopolitical risk
Geopolitical futures: The politics of betting
Using markets to forecast political events may not be as strange an idea as it seemed in July, when a terrorism futures scheme collapsed. But there is still scepticism as to whether such an approach would be ethical or effective.
The politics of betting
Using markets to forecast political events may not be as strange an idea as it seemed in July, when a terrorism futures scheme collapsed. But there is still scepticism as to whether such an approach would be ethical or effective. By Maria Kielmas
BIS to offer derivatives statistics for individual countries
The Bank for International Settlements (BIS) said today that it is expanding its statistics on banks' country risk exposures to include data on derivatives exposures to individual countries.