Systemic risk
Lamb discusses CME Clearing Europe's goals
Andrew Lamb, chief executive officer at CME Clearing Europe, talks to Jessica Meek about the new clearing house's goals and its operational risk structure in the face of new legislation
UK FSA's Hedge Fund survey and Hedge Fund as Counterparty survey find systemic risk low, but it does offer limited warnings
Lav Chaturvedi, chief risk officer at Reliance Capital, speaks about the challenges facing the derivatives industry in India, including the introduction of a credit default swaps market, and the dangers...
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
BoE’s Haldane highlights increasing risks from high-frequency trading...
Bank of England executive director of financial stability Andrew Haldane outlines policy measures to reduce systemic threat posed by high-frequency trading
Central clearing: safe as houses?
New regulations mandating the central clearing of OTC derivatives bring operational risks for central counterparties and increased exposure to systemic risk. In the second of a two-part series, ORR looks at the problems and opportunities for clearing...
Marking systemic portfolio risk with the Merton model
The downside risk of a portfolio of assets is generally substantially higher than the downside risk of its components. In times of crisis, when assets tend to have high correlation, the understanding of this difference can be crucial in managing the systemic...
Ex-IMF adviser calls for 'hard rules' on cross-border resolution
Former IMF adviser Rosa Lastra says international regulatory framework should apply 'hard' rules on cross-border resolutions
Dealers fight back amid ETF regulatory scrutiny
Three separate reports from global regulators have warned about the build-up of systemic risk in the exchange-traded funds market, but providers claim supervisors have misunderstood the nature of the market. By Peter Madigan
Collection of videos from the Risk Europe 2011 conference
A selection of videos from the Risk Europe 2011 conference on April 5 & 6 in Brussels, Belgium
NY Fed’s Krieger: liquidity backstop for shadow banks vital
New York Federal Reserve executive vice-president Sandra Krieger stresses importance of backstop measures to reduce systemic risk arising from shadow banking activities
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.
Related conferences
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What’s next for fixed-income ETFs and structured products?
UK, 3rd Jul 2013
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Quant Congress USA
USA, 17th - 19th Jul 2013
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Liquidity and Funding Risk
UK, 24th - 25th Sep 2013
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The OTC Derivatives Markets Conference
UK, 26th Sep 2013
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Risk USA
USA, 21st - 24th Oct 2013
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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.
- 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
- Flexible technology needed to respond to regulatory change
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