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Uncharted waters
How pension plans can better equip themselves for a period of economic upheaval. By Matthew Seymour, RiskFirst, a Moody’s Analytics Company
Uncleared margin – The changing needs of buy-side firms
Raf Pritchard, head of triResolve, discusses the initial margin calculation and collateralisation challenges for firms coming into scope under phases five and six of the uncleared margin rules
Pre-cessation Ibor picture gets clearer
As the derivatives market has accepted the impending transition away from interbank offered rates, attention has turned to how best to manage it. Philip Whitehurst, head of service development, rates at LCH, explores how the clearing house is working…
Global investing under water? – Climate change could leave equities exposed
As impending global changes brought about by climate change loom, one issue in particular threatens to cause massive losses to institutional investors – rising sea levels. David Lunsford and Boris Prahl, of MSCI, explore where, despite the efforts of…
A sea change – Driving awareness to confront climate risk
Amid a global push towards green policies, the reality of overhauling how industries worth trillions of dollars operate is causing concern. A forum of market participants and sponsors of this report discuss the levels of awareness of climate risk and its…
Credit risk – Building on a foundation of quality data
Credit risk analysts at emerging market banks not only need high-quality data, but also the necessary tools to manage it. Improving consistency and reducing the risk of errors in credit risk data create more time to concentrate on the core activity of…
Operational uncertainty – An unavoidable challenge
The transition from Libor to a new risk-free rate has revealed a number of challenges for all financial markets participants – the nature and scope of what lies ahead is vast, impacting businesses, operations and support functions. KPMG‘s global Libor…
Managing the cost of transition and the risk of delay
A forum of industry leaders, which includes sponsors of this report, discusses key industry concerns around the transition away from Libor, including the risks investors will face once the rate is discontinued and how to manage them, whether forward…
Transforming trading, risk and operations
Capital markets technology firm, Murex, enjoyed outstanding success in the Risk Awards 2020. Amid fierce competition, the firm was named technology vendor of the year, and picked up a further five gongs in the Risk Markets Technology Awards
The impact of climate change on banks
Over the past few years, concern and public discussion around environmental damage and climate change – and their social impacts – have increased dramatically. Peter Plochan, principal risk management advisor at SAS, discusses some key ideas to allow…
Climate risk management – A self-assessment of progress
Due to a combination of increasing social pressure, demands for better disclosure from investors and emerging regulation, companies are increasingly questioning the extent to which they are incorporating climate change into their global risk management…
Adapting to technological change in op risk management
Baker McKenzie‘s Jonathan Peddie explains how the role of operational risk manager has evolved in recent years, how financial firms are managing increasing demand for data privacy and transparency, and how technological advancements over the coming…
ICAAP/ILAAP – Unlocking business value from capital and liquidity assessment
Regulators consider banks’ internal capital adequacy and assessment process (ICAAP) and internal liquidity adequacy assessment process (ILAAP) important tools in managing risk. The European Central Bank’s (ECB’s) updated guidance – which came into effect…
A growing focus on op risk
Operational risk and resilience have taken centre stage over the past year. While op risk concerns all systems and controls that deliver effective solutions against the risks financial services businesses regularly face, Jonathan Peddie, partner at Baker…
SOFR discounting – Analysing the market impact
The switch to secured overnight financing rate (SOFR) discounting brings several complex issues and is impacting market practices. Ping Sun, senior vice‑president of financial engineering at Numerix, discusses the key issues, such as the differences…
Understanding the significance of SOFR discounting for derivatives trading and risk
Two years in, the transition toward secured overnight financing rate (SOFR) has seen several milestones crossed, with 2019 in particular seeing a strong acceleration in SOFR usage. With all the SOFR trading activity that has taken place so far, the…