From Berlin to Birmingham, from Tampa Bay to Dallas, banks have tried to boost their risk management resources – while keeping a lid on expense – by building teams in relatively low-cost cities. But...
Canadian regulator wants its banks to compete on same terms as US rivals
Artificially low volatility leaves firms nervous about the future – and looking for fixed-income alternatives
Insurance Risk and BNY Mellon have conducted a survey to look at how insurance companies are preparing for the new regime and the opportunities and challenges that the changes will bring.
More Market risk articles
We present an alternative approach to hedging in incomplete markets. A corresponding alternative risk-minimization algorithm that identifies an optimal hedging portfolio consistent with initial capital and an investor-chosen risk criterion is developed....
This paper focuses on portfolio risk forecasting in an asymmetric framework. Risk is defined by two factors: the dependence structure and the volatility. In order to account for asymmetric dependencies, the return series' interdependence is estimated...
Wrong-way risk is a bad enough headache at the best of times. But what if your counterparty is systemically important, so its default affects all your other exposures? Laurie Carver introduces this month’s technical articles
Latest EY risk management survey finds risk culture questions remain
The Basel Committee decided earlier this year to include collateral outflows arising from changes in derivatives values in bank liquidity requirements. Their suggested approach, however, has worried some in the industry. By Michael Watt
This paper uses Poisson jump risk and exchange-rate risk to consider asset returns and exchange rates under different jump-diffusion processes, to provide an analytical value-at-risk (VaR) for international portfolios and to manage market risk during...
As insurers look for ways to offer long-term guarantees to customers despite the challenging investment environment, some are turning to volatility control mechanisms to reduce the cost of hedging the guarantees. Louie Woodall examines how these mechanisms...
This paper discusses a number of diverse considerations that risk managers need to incorporate into their thought processes and recurring procedures if they are to fulfill their role more effectively in the future
UK, 12th Feb 2014
UK, 13th Feb 2014
UK, 19th - 20th Feb 2014
Germany, 25th Feb 2014
UK, 25th - 26th Feb 2014
Updating your subscription status
Risk iPad and iPhone Apps