Market risk
OpRisk North America: Regulator warns industry to get implementation...
Implementation of Dodd-Frank Act raises op risk concerns, conference hears
Post-crisis, the value of op risk managers is clear, conference hears
Regulators planning follow-up to trading book study that revealed huge variation in modelled RWA numbers
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How banks needs to consider their IT infrastructure
Banks are increasingly using their IT infrastructure to increase their competitive advantage. Learn how this can work in practice.
More Market risk articles
Solvency II delays limiting internal model growth, head of op risk warns...
Reticence among certain insurers to quantify operational risk also to blame for lack of progress in model development
Bank risk manager of the year: Goldman Sachs
By recent standards, market risk was in remission for most of 2012 – the Vix index of implied volatility on S&P 500 options had its most subdued year since the start of the crisis, and bank value-at-risk levels were also down dramatically. For risk...
In-house system of the year: Royal Bank of Scotland
Stress tests have become a more important part of the risk manager’s toolkit since the financial crisis reminded banks and regulators how difficult it is to model the tail of the loss distribution – but turning an essentially qualitative process into...
Majority of firms expect to up IT spend in 2013
Nearly 60% of financial institutions say they will increase spending on technology next year – and new regulatory requirements are a big driver
Risk USA: "We needed to run a simpler bank," says UBS risk manager
Capital pressures that drove UBS out of fixed income could force other banks to follow suit, says market risk head – and names Société Générale and BNP Paribas as examples
The false promise of expected shortfall
The Basel Committee on Banking Supervision has proposed using expected shortfall instead of value-at-risk as the central metric for regulatory market risk capital. David Rowe argues this will be both ineffective and dangerous
ALM Europe: Basel right to rein in capital models, says EIB exec
Regulators should be more intuitive in their approach to capital levels, EIB treasury risk head tells conference
Using market and credit risk analytics to strengthen performance
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Using market and credit risk analytics to strengthen performance
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How financial services need to consider their IT infrastructure
The global credit crisis exposed the weaknesses inherent in the risk management and IT infrastructures employed by banks.
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