Risk management
Estimating the impact of climate change on credit risk
The author investigates the relationship between climate change and credit risk characteristics of individual obligors and portfolios of credit obligations.
Europe’s lenders sail into uncharted waters of the banking book
Regulators are pushing banks to map their credit spread risk. Here be dragons?
OCC skin in the game down by nearly a third
Hike in capital expenditures and tax payments drives decrease
From sinking banks to peaking rates: what’s next?
In a webinar hosted by Risk.net, panellists explored the evolution of risk management and shared their views on best practices
Calibrating interest rate curves for a new era
Dmitry Pugachevsky, director of research at Quantifi, explores why building an accurate and robust interest rate curve has considerable implications for a broad range of financial operations – from setting benchmark rates to managing risk – and hinges on…
The evolution of buy-side risk: managing the emerging importance of liquidity and climate risk
Risk managers have a tried and tested toolkit for market risk, but recent events and developments have highlighted the need for increasing rigour around liquidity risk and climate risk. This webinar explores the evolving scope of buy-side risk management…
A new automated model validation tool for financial institutions
The authors put forward a novel automated validation tool, based on US Federal Reserve and Office of the Comptroller of the Currency regulatory guidance, which is used to to validate predictive models for financial organizations.
Navigating IFRS 9: strategies for effective implementation and moving beyond
There has been constant change within the landscape of financial reporting, and IFRS 9 has proven a critical component. Watch this webinar to find out how financial institutions can effectively implement IFRS 9 while remaining forward-looking and…
How to choose the dependence types in operational risk measurement? A method considering strength, sensitivity and simplicity
The authors put forward a method for banks to choose the most appropriate dependence type based on an empirical analysis of the Chinese Operational Loss Database.
Construction of hypothetical scenarios for central counterparty stress tests using vine copulas
Using the vine copula, the authors put forward a nonparametric means to generate and/or validate hypothetical stress scenarios.
We need to talk about pre-hedging
Dealers claim it’s a vital tool for managing risk. Clients say it’s open to abuse. How should regulators treat the problem child of financial markets?
Navigating market turmoil with robust credit risk management
In today's fast-paced and ever-evolving financial world, firms must master credit risk management to navigate market volatility. This webinar explores the dynamics of credit risk management and offers insight into risk assessment techniques, challenges…
Integrating text mining and analytic hierarchy process risk assessment with knowledge graphs for operational risk analysis
This paper proposes a new method, entitled the risk-based knowledge graph, which is designed to make analysis of safety records from an operational risk perspective easier and more efficient.
Iosco takes aim at pre-hedging with new probe
Global standard-setter intends to release results of review in third quarter of 2024
Unlocking the power of model ops for risk management gains
With banks coming under pressure to revisit risk models, many are now turning to model operations to bring much-needed improvements to every stage of the risk model lifecycle. A fundamental shift in the way risk models are developed, deployed, monitored…
Power play: how geopolitics is shaping op risk at G-Sibs
Geopolitics is a top five fear for G-Sibs, but most banks lack specialist risk staff and classical tools
Approaching menace: how financial firms are tackling emerging risks
Exploring the changing shape of emerging risks and how integrated risk management is helping companies to meet the challenges head-on
Anti-fraud product of the year: Moody’s Analytics
In a competitive landscape that demands robust risk management and compliance solutions, Moody’s Analytics has emerged as a standout vendor, securing the Anti-fraud product of the year award at the Risk Technology Awards 2023
Op Risk Benchmarking: Inside the G-Sibs
New initiative scrutinises op risk measurement and management practices at the world’s largest banks
Easing the pressure of FRTB implementation
Recent US bank defaults have raised new questions over US FRTB implementation. But what impact would that have? Colleen Cosgrove of ActiveViam discusses the importance of FRTB, the implementation challenges ahead and how technology can help in the process
Risk analytics are key to banks’ digital transformation
Market volatility and external influences are changing the way banks manage risk. SAS Australia explores how adopting digital transformation, alongside a dynamic and agile analytics-first approach, can provide banks with real-time data for identifying…
Raising the bar on operational resilience
The FCA's operational resilience guidelines set clear expectations for how financial firms should strengthen their resilience against operational disruptions. But how are firms faring in meeting these goals?
US regional bank casualties: the Fitch Ratings view
The rapid collapse of four US banks in March raised serious questions over risk management failures and regulatory blind spots. Christopher Wolfe and Olivia Perney of Fitch Ratings discuss the root causes of the problems in the US – and concerns…
A new era for risk: the move toward ‘customer risk experience’
Research into the risk function of the future has identified a strong and accelerated drive to consider risk management as a key enabler of a great customer experience. This evolution has been termed the ‘customer risk experience’