Risk management
Derivatives house of the year: JP Morgan
Risk Awards 2022: Big bet on AI is delivering results
US dollar Libor transition: a new countdown in motion
With almost all Libor settings discontinued at the end of 2021, Philip Whitehurst, head of service development, rates at LCH, addresses what’s ahead for the final US dollar Libor transition to risk-free rates, what has and hasn’t been achieved so far,…
XVA in Japan: the outlook for 2022
Hiroyuki Yoshizawa, executive director, pricing valuations and reference data at IHS Markit Group Japan explores why financial institutions that were early-accounting CVA adopters are now taking the next steps on their XVA journeys
Outrunning risk with cloud
Supercharged risks are running circles around banking risk models. Here’s how the cloud can keep you one step ahead.
To cloud or not to cloud - Factors influencing decision-making at banks
In a new research report, Audrey Costabile Blater of Aite-Novarica's Capital Markets team shares notable findings from her one-on-one interviews with key stakeholders across the financial services sector uncovering what’s driving—or holding back—cloud…
Revisiting the challenge to delivering a status of operational resilience in financial markets through an integrated risk management approach
This eBook aims to present prevailing views from across industry professionals and consultants.
From siloed to integrated: Adopting a future-ready risk management approach
This eBook explores the current state of risk management programs at organizations and the associated challenges.
Bank-sourced transition matrixes: are banks’ internal credit risk estimates Markovian?
This study explores banks’ internal credit risk estimates and the associated banksourced transition matrixes.
Experts urge OCC to include climate risk in bank exams
Regulator’s proposed principles are step in the right direction, but still behind Europe
Data to anchor a new age of risk management
Today, modern enterprises must tackle unstructured data, semi-structured data and data with high variety, velocity and volume. But current data systems for compliance cannot perform the requisite advanced analytics that require scale.
Hedging specialists vie for swelling FX overlay business
Custodians, banks and others look to capitalise on trend for buy side to outsource currency hedging
Four assurance mega-trends shaping risk management
For business leaders, the idea of a world changed forever is giving way to a new reality – a world forever changing. As Paul Butcher, chief executive officer at LRQA, explains, the implications for risk management are dramatic and, as a result,…
Back in the New York groove: BNY CRO’s risk revamp
Veteran risk manager and former trader on “intelligent” risk-taking
Capitalising on CMBS
Maximising value from better risk management and deal efficiency This Risk.net survey and white paper, commissioned by SS&C Intralinks, assesses the outlook for the CMBS market in the US and Europe, charts the changing risk management priorities of…
SEC’s Peirce sees legal risk for dealers in new swap rules
Anti-fraud provision in proposal could expose margin calls to “potential liability”
Nonlinear risk decomposition for any type of fund
A risk decomposition by fund manager, factor or instrument is proposed
McLaughlin departs London Stock Exchange Group
Former CRO and head of financial risk left the group in October
Agency problems in multinational banks: does parent complexity affect the risk-taking of subsidiaries?
This paper empirically reviews the relationship between the geographical complexity of parent-groups and the risk-taking behavior of subsidiaries using a panel of data for Polish domestically owned and foreign-owned banks covering the years 2008–17.
Climate risk – Special report 2021
This Risk.net special report contains a collection of articles that consider the impact rising carbon prices will have throughout the economy, discuss the challenges of modelling climate risk exposures and of integrating climate risk into risk management…
Managing physical and financial risk in today’s volatile commodities markets
This webinar examines what firms are doing to modernise their IT systems to get better control on their risk measures and key performance indicators across their physical and financial businesses.
The role of management accounting practices in operational risk management: the case of Palestinian commercial banks
This paper follows an exploratory, descriptive approach to investigate the role that management accounting practices plays in managing operational risks in the Palestinian commercial banking sector.
Credit risk & modelling – Special report 2021
This Risk special report provides an insight on the challenges facing banks in measuring and mitigating credit risk in the current environment, and the strategies they are deploying to adapt to a more stringent regulatory approach.
People moves: Quarles quits Fed, CS credit team exodus continues, and more
Latest job changes across the industry