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Do two sizes fit all? Banks aim to standardise vendor risk
Banks created TruSight and KY3P to vet supplier risk with standard questionnaires. Is it enough?
Swap books swell at big US banks despite lower risk profile
Total OTC derivatives notional among the eight banks is $222 trillion – a 2% increase on the quarter
Rival strategies split multi-factor fund investing
Goldman, Robeco challenge conventional ‘bottom-up’ portfolio design
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Risk Quantum
Data insights, delivered daily
Risk Quantum finds insights in data. The service tracks the public disclosures of over 120 banks, funds, insurers, corporates, and central counterparties – as well as reports from prudential and markets regulators – in Asia, Europe and North America.
Editors' choice
Libor reform threatens risk modelling under FRTB
Dearth of liquid products and historic data threatens banks with capital hit under new market risk rules
Big Figure
Swift attacks
Cyber criminals have hit upon a seemingly secure business model: take control of the payment system of a smaller bank in an emerging country; get access to the Swift network; then route fraudulent transactions through banks in developed countries. The pattern has repeated itself on at least eight occasions in the past three years.
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7 days in 60 seconds
CCP resolution, margin and Libor’s modelling threat
The week on Risk.net, September 8-14, 2018
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Swaps data: the race to replace Libor
Podcast: Antonov on MVA, algorithmic differentiation and model validation
Credit data: zeroing in on supply chain risk
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Counterparty credit exposure won't spark the next Lehman