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
This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
More Risk management articles
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.
With markets anticipating a Greek debt restructuring, bank traders and risk managers are preparing for a wider crisis that could drag in northern European countries, tip the euro into a tailspin or ...
The need to educate Asian institutions about transition management means the process of selecting a transition manager is slower in the region. “From an Asian perspective, it is a much longer process…...
Lib Dem leader Nick Clegg has committed his party to punitive unilateral bank bonus regulations in the UK election race.
Chris Schlegel, risk manager with Southern Company, speaks to Lianna Brinded about the changing landscape for energy risk management amid the new global energy mix
BP and China National Petroleum Corporation (CNPC) have awarded a raft of other energy and commodities companies deals to start drilling and production in the lucrative Iraqi Rumaila oilfield, which...
The concept of using derivatives for risk management is still relatively new to utilities in India and viewed with caution by market regulators. Katie Holliday talks to market experts about how they...
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.