BNP Paribas has overhauled its fixed-income team in London. Arne Groes, previously global head of flow credit trading, becomes global head of distribution. Global head of debt syndicate Martin Egan becomes...
Nick Cioll, CRO and CFO of TriEagle Energy, speaks with Pauline McCallion about the turning points in his career that led him to blending his skills in finance and energy risk management
More Risk management articles
Senate financial reform bill could leave power companies facing major collateral problems
The financial regulator, Matthew Elderfield, has warned Irish insurers that he will be more interventionist, rather than wait for a market failure to manifest itself and then cautiously weigh up the...
New report suggests recovery might lead to difficult times for risk managers
The energy markets still face an unprecedented level of regulatory risk over the next year, as impending changes to the US financial system loom, while at the same time, BP’s Gulf of Mexico oil sp...
Article 17 of AIFM seeks to impose strict liability on depository banks that could have far-reaching ramifications for the industry
In this month’s article, Ning Zhang proposes a semi-parametric approach to calculate the risk of FTRs/TCCs portfolios whose risk is hard to capture by using standard VaR methods. The major special...
In this month’s Pass the Microphone, Paul Cusenza of Nodal Exchange puts his questions to Simon Grensted, Managing Director, Business Development, at LCH.Clearnet
Stanford University’s credit risk expert, Darrell Duffie, talks with Katie Holliday about changes in the modelling of credit risk within energy markets since the financial crisis
Pre-Lehman, risk managers used to occupy a place some way down the pecking order within senior management of banks and investment firms. The financial crisis changed all that.
The past few years have shown the importance of robust risk management, but also highlighted shortcomings in the risk approaches of many buy-side firms.
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.