Risk management/Risk management
LCH Ltd’s RepoClear margin model gets a makeover
Changes aim to make margin models for gilt repo more sensitive to market moves
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
Automating regulatory compliance and reporting
Flaws in the regulation of the banking sector have been addressed initially by Basel III, implemented last year. Financial institutions can comply with capital and liquidity requirements in a natively integrated yet modular environment by utilising…
No tick-the-box approach to compliance risks
G-Sibs share fear of regulatory run-ins, but lack common stance on modelling, KRIs and more
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
Eurex wargames pricing derivatives during disruption events
Ukraine war and tech glitches prompt German exchange to set out methods for handling market closures
Mounting pressure to capture real-time exposures spurs data aggregation efforts
A range of market factors and technological advances is driving the need for real-time data and analytics, and persuading firms to move away from their risk management infrastructures. In a recent Risk Live panel session sponsored by KWA Analytics,…
Bread-and-butter op risks at the top table
As G-Sibs are forced to do more, how can they avoid doing more wrong?
Sizing cyber: banks split on who owns and measures hack threats
G-Sibs split on risk modelling and management for IT disruption and infosec
Op Risk Benchmarking: Inside the G-Sibs
New initiative scrutinises op risk measurement and management practices at the world’s largest banks
Op risk data: Aussie insurers caught out in chronic pricing misconduct
Also: JP Morgan settles Epstein lawsuit; US in crypto clampdown. Data by ORX News
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
Banks frequently breach appetite for top op risks
Op Risk Benchmarking: Five G-Sibs breached appetite in past year across four risk types, new research reveals
Citi cyber chief says AI providing new weapons in hacking wars
Barron-DiCamillo also urges regulators to work with industry best practice, not against it
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…
Clients versus compliance: banks hung up over WhatsApp fines
Most opt for outright ban, but some seek technological solutions to monitor private messaging
Trading risks and a spotlight on XVA
Panellists at Risk Live Europe 2023 discussed the usefulness, limitations and outlook for valuation adjustments
Banks’ internal watchdogs bark back at ChatGPT
Generative AI has plenty of uses in finance, but banks must first overcome compliance headaches
Risk Technology Awards 2023: Bank runs become sprints
The abrupt collapse of SVB is changing what banks want from ALM software
Banks begin tackling climate stress tests of trading books
Market risk professionals see major shortcomings in available scenarios
Billions in index CDSs remain at ICEU as clearing shutdown looms
Osttra has migrated 77% of index OI, but the rest is mostly held by clients outside its network
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…
Plumb job: can Basel III unblock US credit risk transfer?
Deals from G-Sibs have slowed in recent years due to regulatory confusion over capital relief
Lenders try to move fast and fix things in UK BTL market
Relaxing stress tests when buy-to-let clients switch banks to remortgage is key to avoiding a credit squeeze