Sponsored content
For further information on creating and publishing sponsored content, please click here.
Capitalising on commercial mortgage-backed securities
Maximising value from better risk management and deal efficiency
Accelerating the evolution of credit decisioning and modelling
Anthony Mancuso, director, global head of risk modelling and decisioning at SAS explains the importance of developing a fully capable credit modelling lifecycle to empower non-specialist personnel, and offers insight into its own solutions to this end,…
Next-generation ESG derivatives
Amid increasing concern for the future of the planet, the demand for environmental, social and governance (ESG) factors has grown significantly. As such, global investors are looking for tools to support the development of sustainable portfolios. ESG…
Applying scenario analysis to climate risk
Matthew Lightwood, director, risk solutions at Conning, discusses the application of stochastic modelling with scenario analysis to quantify climate risk in a portfolio
The last days of Libor: are you ready for transition?
Financial and non-financial institutions must consider possible doomsday scenarios by year-end, when Libor ceases. Almost all new benchmark rates and tools are available to prepare for this landmark transition. This report explores the nuances of new…
Establishing an effective conduct risk framework
The stakes have never been higher when it comes to conduct risk. Regulators now look to hold senior managers personally liable for the misconduct of their employee populations and, with teams more globally dispersed, managing conduct and culture is more…
Next-generation cyber risk for energy firms: tackling the energy sector’s latest threats
Digitalisation – already a key agenda item for energy firms – has become an even bigger priority as firms transition to low-carbon businesses. However, the benefits of digitalisation are accompanied by a huge rise in cyber risk.
China’s first global multi-asset index embedding ESG criteria
China Minsheng Bank explores its joint initiative alongside Societe Generale – the Minsheng multi-asset ESG global allocation index – and its objective to provide investors across several regions with balanced returns from assets with ESG criteria…
Energy Risk Asia Awards 2021
Recognising excellence in energy risk management
A regulatory push is key for a post‑Libor world
An online webinar hosted by Tradeweb and convened by Asia Risk explores the importance of directives and timings being clearly laid out by regulators in the transition away from Libor
Model risk management: building trust and governance
As organisations increasingly rely on models that cover a wide range of business functions, there is an increasing need to create and maintain a comprehensive model inventory for enhanced collaboration and regulatory compliance across multiple regions…
Risk Technology Awards 2021
Recognising vendor excellence in credit, operational and enterprise-wide risk management
Expanding modelling ops for extending datasets
Risk Technology Awards 2021
Next-generation technologies and the future of trading
At a Risk.net webinar in association with capital markets technology provider Numerix, panellists discuss the potential for increased adoption of the public cloud to boost investment performance, its impact on risk management and overcoming barriers to…
FX forwards and swaps
LCH’s Kah Yang Chong, head of FX Emea product, and James Shanahan, head of FX quantitative analytics, discuss whether clearing of FX forwards and swaps – so far limited by requirements under UMR – will provide the efficiencies market participants need
Insider dealing: amping up surveillance measures
Joe Schifano, global head of regulatory affairs at Eventus, examines how volatility resulting from the Covid‑19 pandemic has made markets more susceptible to insider dealing activity, prompting regulators to urge firms to reinforce surveillance measures…
Rethinking the model lifecycle: from quick fixes to long-term gain
Covid-19 has caused widespread disruption to banks’ risk models. Some failed in the crisis while others have required significant overlays or frequent recalibration as extreme volatility has given way to ongoing uncertainty. As banks seek more agile…
Tackling insider fraud – Best practice for banks
Volatile markets, the pivot to remote working and the prevalence of private messaging are just some of the factors contributing to the rising risk of insider fraud. At a recent Risk.net webinar, an expert panel explored the challenges for banks and…
Navigating UMR with the right partnership
The importance of uncleared margin rules (UMR) was brought sharply into view by the collapse of Archegos Capital Management at the end of March, resulting in more than $10 billion in losses at several prime brokers. IHS Markit considers how partnerships…
Operational resilience 3.0 – Unlocking potential and elevating response
In a Risk.net webinar convened in collaboration with Fusion Risk Management, an expert panel delved into best practices for businesses to elevate systems to the next level of prediction, preparation and protection
Uncleared margin rules – Should only geeks care about initial margin calculation?
Why the consequences of inadequate initial margin calculation should not be underestimated
Lacima’s models stand the test of major risk events
Lacima’s consistent approach between trading and risk has allowed it to dominate the enterprise risk software analytics and metrics categories for nearly a decade
Basel III standardised credit risk assessment – What you need to know
Basel III updates take a more sensitive approach to calculating risk weightings and capital charges. Paul Whitmore, global head of counterparty risk solutions at Fitch Solutions, explains how credit risk professionals can prepare