Systemic risk
Risk USA: Regulators need different focus to risk managers, says SEC...
Different approaches taken by regulators and risk managers are justified, according the SEC’s Gregg Berman
Dodd-Frank's extraterritoriality and supervisory focus on market structure reforms that will not deliver systemic risk reduction are concerns, says Isda chair Stephen O’Connor
The introduction of Malaysia’s Capital Markets and Services (Amendment) Act 2011 will shake up the country’s risk management markets and supervisory processes, resulting in the Securities Commission...
Using market and credit risk analytics to strengthen performance
How are banks improving their risk management techniques?
This handy guide reviews the various steps banks are taking to improve their risk management techniques, looking at the benefits and pitfalls of each one.
More Systemic risk articles
IMF modelling work on liquidity risk points to capital hike, says Jobst...
Recent analysis by the International Monetary Fund indicates that banks in the US need to raise capital to cover systemic liquidity risk threats
Solvency II modelling could cause systemic risk, industry warns
Industry experts warn uniform modelling under Solvency II could lead to risk contagion
Bank of England's FPC seeks to unlock Basel III tool-kit
Systemic risk committee at the Bank of England calls for power to use tools - such as liquidity and leverage ratios, and margin standards - to influence systemic risk
Banks fear Fatca raises operational and systemic risks
If the US’s proposed wide-ranging tax law comes into force, financial institutions across the globe could experience operational upheaval and enormous compliance costs, alongside potential reputational and systemic issues
Fatca could lead to systemic and reputational risk, says BBA
The BBA has submitted a letter to the US Treasury and IRS raising concerns that Fatca could cause systemic and reputational risk
LTCM had 'too much risk to be sustainable' says Myron Scholes
Collapse of Long Term Capital Management was due to excessive leverage and shows the perils of an over-reliance on classical portfolio theory, says one of its top quants
Marking systemic portfolio risk with the Merton model
A technical paper outlining a generalisation of Merton’s option formula in helping quantify systemic risk to portfolios of assets.
How can investment banks use grid technology?
Learn how technology is enhancing risk management
Technology can provide a competitive advantage in banking. How it is applied by Tier 1 and Tier 2 institutions, to the benefit for their risk management systems, is discussed.
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Using market and credit risk analytics to strengthen performance
This white paper reviews the various steps banks are taking to improve their risk management techniques.
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.
- Finding the Right Path to Hedge Accounting
- Don’t get left behind – how financial services need to consider their IT infrastructure
- Rebuilding Customer Trust in Retail Banking
- How customer-centric transformation can lead to an increase in revenue and streamline operations
- Anti-Money Laundering when transaction monitoring is not sufficient
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