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Managing CCR to reduce the all-in cost of OTC derivatives portfolios
Erik Petri, head of triBalance at OSTTRA, explores how counterparty credit risk (CCR) compounds the costs of trading over-the-counter (OTC) derivatives and the maintenance of derivatives portfolios, examining the nuances of OTC credit risk management,…
Financial services firms take a wider approach to managing digital risk
As well as creating efficiencies and opportunities, digital transformations create more concentrated and interconnected risks for financial services firms. In a recent Risk Live panel session sponsored by ServiceNow, experts discussed how they are…
FRTB implementation: key insights and learnings
Duncan Cryle and Jeff Aziz of SS&C Algorithmics discuss strategic questions and key decisions facing banks as they approach FRTB implementation
Risk Technology Awards 2022
The 2022 Risk Technology Awards recognised products and services that helped firms steer through the Covid-19 pandemic, a testament to the winners’ resilience in the face of unprecedented disruption and the key role they play in today’s markets. This…
Markets Technology Awards 2022 winner's interview: swissQuant
Joe Kenel, capital markets technologies at swissQuant, discusses the technology solutions provider's Central counterparty clearing support product of the year win at the Markets Technology Awards
ION Commodities: spotlight on risk management trends
Energy Risk Software Rankings and awards winner’s interview: ION Commodities
Risk modelling: Covid’s impact on US housing and mortgages
The Covid-19 pandemic has reshaped consumer behaviour to an extent surpassing the impact of the global financial crisis that began in 2007–08. This fact, combined with drastic policy changes by the US federal government, has effects on financial markets…
Faster than the speed of crime: how cloud-enabled fincrime strategies are helping firms fight back
The volume and complexity of financial crime has surged. In a webinar convened by Risk.net and sponsored by NICE Actimize, experts in this field explored five themes around safeguarding your institution and customers from fincrime with the speed and…
ION Commodities puts customer engagement at the heart of its business
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The private markets dilemma faced by asset owners
Demand for private markets has seen continued growth. Shar Kassam, vice-president at Nasdaq, and head of Nasdaq Asset Owner Solutions, explores why market volatility has led to additional considerations for portfolio construction, cashflow and liquidity…
Multi-asset class portfolio stress‑testing: best practices and future challenges
Risk and investment professionals will require a sophisticated blend of historical and hypothetical scenarios to navigate today’s volatile markets, says Ivan Mitov, director of risk research at FactSet
NIT protocol expanded among plans to electronify the full bond lifecycle
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Boosting the ESG exposure of a low‑risk portfolio
Nikolay Radev, senior quantitative researcher at FactSet, discusses the limitations of previous environmental, social and governance (ESG) measurement, and proposes a new approach to optimising ESG exposure in minimum tail-risk (MTR) portfolio…
Why database marketing is increasing in importance for asset managers
Improved market presence, product viewership and brand recognition, coupled with the ability to forge long-term community followings, is making the prioritisation of database marketing a no-brainer
The JSE’s leading role in sustainability disclosures
The global landscape for sustainability standards and frameworks is evolving so rapidly that stock exchanges are becoming vital partners in helping companies navigate the complexities around disclosures on environmental, social and governance (ESG)…
The final stretch: outstanding issues in non-linear RFR derivatives
Six months on from Libor’s cessation, cash and derivatives markets have adapted quickly to the new multi-rate world. In the US, where selected US dollar Libor tenors will remain in place until mid-2023, SOFR is firmly established as the preferred…
Risk culture 2.0: redefining attitudes and behaviours in an era of change
The world is a very different place than it was prior to the Covid-19 pandemic. From changing work patterns and operational change to geopolitical tensions and rampant inflation, risk departments have never been under so much pressure
SCB’s CEO talks biofuels, food security and the growth of voluntary carbon markets
Kevin McGeeny, founder and chief executive of SCB Group, talks with Energy Risk about his firm’s performance in this year’s Commodity Rankings and the developments he’s keeping an eye on in the biofuels and carbon markets.
Rethinking risk and operational resilience post‑Covid‑19
In a Risk.net panel session, convened in collaboration with Fusion Risk Management, experts discussed five themes on re-evaluating existing operational resilience strategies
Thriving in the new resilience normal
While the Covid-19 pandemic may be largely behind us, new challenges emerge as firms renavigate and optimise operations in the ‘new normal’. Today the focus has shifted to making operational resilience scalable and sustainable. In a Risk.net panel…
How energy risk managers are responding to extreme volatility
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Geopolitics, volatility and transformation: the top trading and intraday risk management concerns
At a recent webinar held by ICE and Asia Risk, experts discussed how they are dealing with unprecedented global events and the subsequent impacts on volatility
The future is now: how data science is revolutionising risk management and finance
This webinar explores how your organisation can move beyond legacy technology, better meet investor demands and remain competitive by embracing the future of finance.