Risk management
Pimco’s Mariappa on iterating through the Covid-19 crisis
Buy-side risk survey: bond giant’s risk head is paying closer attention to idiosyncratic risks
What is essential is invisible to the eye: prioritizing near misses to prevent future disasters
Near misses represent a primary information source to analyze the operational risk exposure of a company, since they can reveal gaps in the control environment. The model proposed in this paper aims at identifying the most dangerous events that could…
Rethinking compliance – New approaches to conduct risk and surveillance
Improper behaviour by employees of a financial institution that has the potential to contribute to market instability – known as conduct risk – can have severe financial, regulatory, legal and reputational ramifications. This Risk.net webinar, in…
Podcast: mental health and the role of the CRO
Energy company CRO discusses how her firm is dealing with workplace stress as lockdowns ease
Lawmakers have to sort ‘tough legacy’ Libor products – survey
Challenges agreeing contract amendments and lack of term rates for the risk-free alternatives are also barriers to transition
Strategic and technology risks: the case of Co-operative Bank
This paper studies the growth by acquisition strategy embarked upon by a mid-sized UK bank, the Co-operative Bank; this strategy was a disaster, leaving a heretofore successful bank in dire trouble and on the block for buyers at a substantial discount to…
An emergent taxonomy for operational risk: capturing the wisdom of crowds
In this paper, the author takes a data-driven approach and combines the individual active taxonomies of sixty large financial institutions (fifty-eight for construction and two for validation) to create a coherent new reference taxonomy: the ORX…
The changing shape of buy-side risk technology
This webinar shares insights into the emerging strategies shaping firms’ investment, compliance and technology risk decisions, and how Covid-19 is causing a rethink in priorities
Banks eye post-pandemic shake-up of op risk scenarios
Firms seek better handle on impact of global shocks, and hope to avert regulatory attention
Risk Technology Awards 2020 – Coping with Covid uncertainty
Scenarios scrapped, rules revised and holes plugged – how the winners of the Risk Technology Awards 2020 are adjusting to the Covid‑19 pandemic
Covid-19: Pandemic risk – Special report 2020
The economic devastation wrought by Covid-19 is already significant: the hits to employment, gross domestic product and other key macro factors regulators ask banks to test to has already surpassed supervisors’ severely adverse scenarios, and shows every…
Next steps for MRM in South‑east Asia
Financial institutions across South‑east Asia face challenges assessing and measuring non-financial risks inherent in their business models, and are therefore concerned about regulatory scrutiny, transparency and the use of models within their businesses…
Risk doesn’t wait for market close
Many market participants rely on end-of-day batch systems to perform analytics and, in the current environment, they may see significant negative impacts on their business. Leila Sadiq, front-office risk head of product at Bloomberg, explores how the…
A new risk era – Recovering stronger from the pandemic
Jose Ribas, global head of risk and pricing solutions at Bloomberg, discusses how risk management at financial institutions is changing in the wake of the pandemic and the subsequent volatility, the role of regulations and how technology can help risk…
Art-secured lending: a risk analysis framework
In this study, the authors identify the three types of risks involved in an art-secured lending operation and present a framework to assess their combined effects via a Monte Carlo simulation.
A tale of two (or three, or four) models
Performance measure based on quality of replicating portfolios outperforms ‘P&L explain’, new paper claims
Elevating enterprise resiliency practices to combat business challenges and disruptions
Hosted by Risk.net and RSA, this webinar explores the latest in enterprise resiliency strategies and how they can be effectively communicated throughout all parts of your organisation
Margin scuffle at Eurex blurs lines between risk and returns
Disagreement over liquidity risk add-ons may owe more to self-interest than risk management
Managing AML and fraud – A risky business requires a risk-based approach
This webinar explores how to meet AML and fraud management obligations while empowering core businesses to remain competitive and innovative
Operational risk – Unleashing the power of AI to mitigate financial crime and manage conduct risk
Big data, data mining, machine learning and artificial intelligence have revolutionised how industry manages and mitigates risk. In light of the Covid-19 pandemic, what impact has this had on financial crime, what risks does remote working pose and how…
Covid-19 – Developing resiliency to ensure business continuity
Covid-19 has forced firms worldwide to question how they plan for, build and maintain resiliency to ensure business continuity. With operational and cyber risk departments now firmly concentrating on pandemic action plans and emerging risks, this webinar…
Buy side eyes outsourced trading amid Covid disruption
Pressure on trading continuity drives in-house desks to look outwards
CME was ill-prepared for negative oil prices, FCMs say
Bourse draws criticism over timing of options model change; delay in sending key margin file
TMX backs down on blanket margin hike after members revolt
Canadian CCP will review methodology and apply margin multipliers at the product level