Banks
No escape from climate change tail risks
Harsh decisions need to be made on the future of energy financing now, before we run out of time
Bank risk committees: desperately seeking risk managers
Most boards still lack career risk specialists despite tighter governance requirements
Large non-systemic US banks call for tailored liquidity rules
Two banks urge lawmakers to provide LCR relief because they do not fall into G-Sib category
Japanese cross-border claims on European countries hit all-time high
Loans to entities in developed European countries outpace those to other western nations in Q1 2018
Asia Risk Interdealer Rankings 2018: The winners
Societe Generale and BGC top the tables
Mark Yallop on conflicts in fixed income
Banks and their clients need protocol on information sharing, says FMSB chair
Actionable data breach insights from op risk modelling
Thomas Lee, chief executive at VivoSecurity, and Martin Liljeblad, operational risk manager at MUFG Americas, examine how a data breach cost model can replace an advanced measurement approach in a structured scenario
IBM and Promontory on stress testing – A valuable exercise making its way in the world of regtech
Sponsored video: Peter Curley and Curt Burmeister, IBM Watson Financial Services
Rethinking XVA sensitivities – Making them universally achievable
Content provided by IBM
Regulatory and economic pressures argue for banks to embrace new approaches to technology
Video Q&A: Neil Dodgson, IBM Watson Financial Services
CME has chance to rule US rates after Nex deal
Market expects exchange to unite bond, repo, futures and swaps clearing – eroding grip of banks and DTCC
Safeguarding liquidity in a changing environment
Nick Gant, head of fixed income prime brokerage for Europe, the Middle East, Africa and Asia-Pacific at Societe Generale Prime Services, discusses banks’ evolving responsibilities for providing liquidity in a post-financial crisis environment in which…
On the offensive – Seeking a new edge, buy-side invests in portfolio and risk analytics
A fast-moving, headstrong hedge fund – hit by rare losses after a black swan event touched on an overweight country exposure – ponders adding fresh quantitative expertise. Much to traders’ chagrin, the chief investment officer and chief operating officer…
Mattatia heads to BNPP amid SG departures
Derivatives structurer to resurface at Paris rival; Quessette becomes latest to leave SG
The CoCVaR approach: systemic risk contribution measurement
In this paper, the authors propose a measure for systemic risk, CoCVaR, the conditional value-at-risk (CVaR) of the financial system conditional on an institution being in financial distress.
Monitoring transmission of systemic risk: application of partial least squares structural equation modeling in financial stress testing
This paper illustrates how the transmission of systemic risk from shadow banking to the regulated banking sector can be modeled using partial least squares structural equation modeling in an effort to help regulators better monitor and manage contagion.
The rapid evolution of compression: Keeping pace with optimisation activity
Sponsored forum: Capitalab
Sponsored video: Thomas Lee, Vivo Security
Thomas Lee, chief executive and co-founder of Vivo Security – a start-up firm based in Silicon Valley and sponsors at OpRisk North America – talks about how special the banking industry is to Vivo Security and why its approach to model risk management…
Regtech – Enabler of the shift from compliance to performance
Survey report & white paper | Moody's Analytics