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Fair valuations – Change for good?
The regulatory framework governing fair valuation practices in the US hasn’t undergone any substantial change for the best part of a decade. Now, thanks to a recently proposed rule by the US Securities and Exchange Commission (SEC), that is all about to…
Four key questions financial institutions should be asking their technology partners
Resilience: The capacity to recover quickly from difficulties
Guiding Asean through Covid‑19 challenges
Chu Kok Wei, group head, treasury and markets at CIMB Group, explores how technological changes brought about by the Covid‑19 pandemic will impact traditional bricks-and-mortar banking, and how Asean banks are particularly well prepared for this…
Thinking the unthinkable – Staying ahead of the crisis curve
Industry leaders discuss the increased value of stress-testing in a world rocked by its second financial crisis in 12 years, the likely emergence of non-financial risks, and how financial institutions can establish efficient and effective stress-testing…
Stress‑testing under Covid‑19
Stress‑testing is a challenging exercise to regularly assess a bank’s level of risk or capital adequacy. Olivier Brucker, Sunayana Mehra and Ed Young of Moody’s Analytics explore an approach that can address this, proposing an alternative methodology…
Future-proofing fraud prevention in digital channels
How financial institutions are future-proofing fraud detection in digital channels, their approaches and considerations in building digital access and growth while balancing fraud management.
What buy-side risk professionals can learn from the Covid‑19 crisis
The lessons learned from the pandemic so far, and how risk professionals are continuing to manage risks as the Covid-19 situation remains untamed.
Libor transition – Know your conversation and value impact
Ross Allen, managing director, and Ming Cheung, director of platforms and regulatory compliance at IHS Markit, explore some of the key issues with regard to upcoming changes to interbank offered rates, including Libor, and how the service provider’s…
Accelerating fixed income’s risk‑on rise
Jason Waight at MarketAxess reveals how advances in data and technology are enabling faster, more agile risk-on trading strategies in today’s fixed income markets
Libor Risk – Quarterly report Q3 2020
The transition away from Libor is littered with ‘chicken and egg’ conundrums. Deep cash markets linked to new risk-free rates (RFRs) require a liquid derivatives market for issuers to hedge exposures, yet RFR derivatives liquidity can only blossom where…
Solving the SFTR data challenge
Europe’s new rules on securities financing transactions require firms to collect and report a mass of new data. This is a challenge, but also an opportunity
Solid foundations – Bridging the transition gap
Phil Whitehurst, head of service development, rates, SwapClear at LCH, explores the potential parallels between forward-looking term Sonia rates and term SOFR rates. He presents his thoughts on the recent announcement of increased powers for the…
A winning formula – Risk’s rising role in investment strategy
Risk.net surveyed 124 asset managers and hedge funds to explore the changing role risk offices play in the evolution of investment strategies, from early-stage product development through to portfolio management and re-evaluation, and the key financial,…
The impact of an evolving regulatory landscape on credit risk management
This webinar explores how robust collateral management processes are helping leading banks reduce credit risk across the banking book by hearing from market participants on their approaches to managing the current environment
The Libor transition – Let’s talk about SOFR
Time is ticking to Libor’s planned decommission date of December 31, 2021. Firms need to move quickly to execute their transition strategies, and having unique insight into certain key issues can aid decision-making. Numerix’s Ping Sun discusses…
Credit risk rethought – The new data imperative
The Covid‑19 pandemic has caused a seismic shift in the world of credit risk analysis. As pressure mounts on business leaders, regulators and governments, the demand for robust, reliable, forward-looking credit risk information is at a premium. Faced…
Libor countdown webinar series – US Dollar
In this webinar, a panel of industry professionals discusses outstanding issues associated with transitioning financial products tied to USD Libor and remaining concerns over the SOFR
Indexed for growth – The democratisation of thematic indexes
Simon Karaban, head of index services at Singapore Exchange, talks about environmental, social and governance indexes and how the emergence of exchange-traded funds and wealth platforms is democratising thematic indexes, making them more accessible to…
Libor countdown webinar series – Euro
In this webinar, a panel of experts discusses €STR liquidity, how firms fared through the recent central counterparty discount switches, the impact on €STR swaps trading and the future of Euribor
Libor countdown webinar series – GBP
Nobody knows what will happen to Libor at the end of 2021, but the market has to be ready for anything – including the benchmark’s demise. The coming months will be crucial in determining how and whether rates markets are able to cope
Risk model management in the age of Covid‑19
As many financial institutions acknowledge that risk models designed prior to the Covid‑19 crisis cannot effectively assess the current climate, it is apparent that current methodology needs an upgrade to sufficiently distinguish the effects of the…
Cliff effect might demand risk calculation agility until Libor cessation
Didier Loiseau, global head of rates, bonds and credit at Murex, examines the problems that originate from the spread calculation technicality stipulated by the new International Swaps and Derivatives Association Ibor fallback supplement, which…
Fraud and AML – AI and machine learning done right
What resources does your financial services organisation need to ensure success when it comes to artificial intelligence (AI) and machine learning? Having an appropriate team in place, including domain experts, analysts and data engineers is a great…
Libor transition readiness – The current narrative
The decommission of Libor is making a huge imprint on the global financial services sector. The transition from Libor to alternative reference rates may just be the largest financial engineering project the world has ever seen. While the capital markets…