This issue of The Journal of Risk addresses problems in the estimation and minimization of the popular value-at-risk (VaR) risk measure and the closely related expected shortfall (ES; also known as conditional...
New proposals are positive, but banks warn they will still fall short of the ratio's minimum
Risk would like to invite you to join us on 14 April 2014 at 10am EST / 3pm GMT for our next FREE webinar. Joining the panel discussion will be: Moderator: Duncan Wood, Editor, RISK. Athanassios Diplas, Senior Advisor, ISDA. Barry Hadingham, Head of Derivatives and Counterparty Risk, AVIVA INVESTORS. Neil Murphy, Director, Collateral Product Management, IBM RISK ANALYTICS. Click to register.
More Liquidity risk articles
An expected rise in interest rates will leave many entities facing hefty collateral calls, potentially creating a liquidity squeeze. Goldman Sachs has worked to help clients deal with this potential problem
As interest rates rise, big fixed-rate receivers such as pension funds will all slide out-of-the-money at the same time, potentially triggering huge margin calls. Some are already trying to soften the blow, rather than relying on a repo market that could...
Results of an industry study reveal the scale of the liquidity burden that would fall on CCPs clearing physically delivered forex options – but a net settlement mechanism could reduce the number by 73%
in this sponsored feature, Andrew Melville, head of insurance product and strategy for Europe, the Middle East and Africa at Northern Trust, discusses the significant regulatory and investment pressures that, for many insurers, are placing the operational...
China’s interbank lending market recently came under the spotlight for all the wrong reasons. Simon Page, chief risk officer for Bank of China Fullerton, tells Asia Risk that firms must monitor liquidity risk management to succeed in the Middle Kingdom...
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.
Hong Kong, 1st - 31st Dec 2014
Japan, 24th Apr 2014
Japan, 24th Apr 2014
USA, 30th Apr 2014
USA, 8th - 9th May 2014