Risk management
ESG: the new risk factor in your portfolio
Risk officers, managers and quants at leading buy-side firms are experimenting with ESG as an ‘alpha enhancement’ to day-to-day risk management, to stay ahead of the pack and boost profit-and-loss margins
Leveraging data science for next-generation risk and P&L
Alexei Tchernitser, director of analytic solutions at Quantifi, discusses the impact data science has had on next-generation risk, and profit and loss (P&L)
Digital banks: harnessing technology to deliver growth
In their relatively short lives, digital banks have needed to navigate some choppy waters, but the stormy economic outlook for 2023 could mean the roughest seas are yet to come. Weathering the storm will require digital banks to make astute technology…
Optimising balance sheet management in today’s market conditions
Financial institutions are going to continue struggling with challenges and volatility in 2023
Machine learning for categorization of operational risk events using textual description
The authors summarise ways that machine learning can help categorize textual descriptions of operational loss events into Basel II event types.
Complying with climate risk framework standards for streamlined processes
Financial institutions worldwide are actively studying ways they can integrate climate risk management into their more traditional risk frameworks
The quant investor harnessing the power of ants
Swarm Technology designs network of trading algorithms that mimics hive mind of insects
Explainable artificial intelligence for credit scoring in banking
The authors put forward an explainable machine learning model predicting credit default using a real-world data set provided by a Norwegian bank.
HSBC hits up rivals to strengthen US risk team
Bank hires from BNPP for US CRO and BofA for head of model risk management
Securities house of the year: Shenwan Hongyuan Securities
Asia Risk Awards 2022
Derivatives law firm of the year: Linklaters
Asia Risk Awards 2022
RMB house of the year: Standard Chartered
Asia Risk Awards 2022
Operational risk management solution: MetricStream
Asia Risk Awards 2022
Technology vendor of the year: Murex
Asia Risk Awards 2022
Risk management consultant of the year: KPMG
Asia Risk Awards 2022
Liquidity risk solution of the year: Oracle Financial Services
Asia Risk Awards 2022
A chilly reception for climate risk capital
Bankers don’t believe climate-adjusted risk-weights will enter EU prudential framework – not for now, at least
Risk applications and the cloud: driving better value and performance from key risk management architecture
Today's financial services organisations are increasingly looking to move their financial risk management applications to the cloud. But, according to a recent survey by Risk.net and SS&C Algorithmics, many risk professionals believe there is room for…
The post-trade patch‑up: revamping processes in volatile times
A Risk.net Rapid Read survey report: how efficiency in post-trade services at financial firms influences risk management, and how it is expected to evolve
“Closing the gaps: moving forward on tail risks in central clearing”: a central bank of issue perspective
The authors explain the priorities for CCP recovery and resolution from a central bank of issue perspective, focussing on structural barriers and how gaps could be overcome.
Choice of margin period of risk and netting for computing margins in central counterparty clearinghouses: a Monte Carlo investigation
The authors provide a quantitative comparison for evaluating the impact of collecting margins in a gross-versus-net system with the margin period of risk (MPOR) set to between one and five days.
Net-zero pledges bring big unknown for credit risk
Uncertainty on how governments plan to curb emissions adds political dimension to credit quality assessments
Financial services firms take a wider approach to managing digital risk
As well as creating efficiencies and opportunities, digital transformations create more concentrated and interconnected risks for financial services firms. In a recent Risk Live panel session sponsored by ServiceNow, experts discussed how they are…
Geopolitical risk models not ‘rigorous’ enough, says quant
Joseph Simonian believes game theory and reinforcement learning could improve matters