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Four assurance mega-trends shaping risk management
For business leaders, the idea of a world changed forever is giving way to a new reality – a world forever changing. As Paul Butcher, chief executive officer at LRQA, explains, the implications for risk management are dramatic and, as a result,…
Facing the future: the growth of automation in Asia‑Pacific fixed income trading
How can automation improve fixed income trading strategies and best execution? In a recent Asia Risk webinar, in partnership with Tradeweb, a panel of market experts discussed the outlook for automation in the trading space
Tradeweb’s head of Asia reflects on the firm's year of connecting China’s investor community with global financial markets
James Sun, industry veteran and Tradeweb's head of Asia, talks about the firm's 2021 Asia-Pacific highlights, including the evolution of mainland China’s financial markets and how Bond Connect’s Southbound channel is streamlining Chinese investors’…
The future of equity derivatives: perspectives for UK equities and dividends
Managing equity and dividend risk today requires new trading strategies and products. In a webinar convened by Risk.net and hosted by Eurex, three experts discuss what’s next for the UK and European markets.
ESG strategies: special report 2021
This Risk.net special report comprises a series of articles that reflect on the latest initiatives for consistent standardised global frameworks for measuring ESG, consider the methodologies investors are using to make measurable progress for people and…
ESG strategy, investment and risk
Sponsored Q&A
Clearing of legacy Libor swaps
Phillip Whitehurst, LCH, discusses the most disruptive aspects of all the conversions of non-US dollar Libor trades that will have happened by the end of the year, how LCH is dealing with legacy swaptions that settle into cleared swaps and how this…
Hints on quantification approaches
Tiziano Bellini, head of risk integration competence line, international markets at Prometeia, examines the key components of successful model risk management, focusing on the importance of integration, processes, governance and IT solutions to…
Libor Telethon: looking ahead
In this Libor countdown clinic, a panel of experts explores the future landscape in a post-Libor world
Libor Telethon: interviews with Tom Wipf and Elisabeth Kirby
This Libor countdown clinic features interviews with Tom Wipf, vice-chairman of institutional securities at Morgan Stanley and chair of the Alternative Reference Rates Committee, and Elisabeth Kirby, managing director and head of market structure at…
Libor Telethon: leaving Libor behind and clearing legacy Libor swaps
This Libor countdown clinic explores the impacts of moving on from Libor and how to clear legacy Libor swaps, and features an interview with Phillip Whitehurst, head of service development, rates, at LCH
Libor Telethon: interview and Q&A
In this Libor countdown clinic, an interview with Edwin Schooling-Latter, director of markets and wholesale policy at the Financial Conduct Authority is followed by a Q&A with Nicolas Cerrajero, Irina Ursachi and Nicolas Millot from audit, tax and…
Leveraging liquidity scores and pricing data in portfolio trading
In this podcast, Zoi Fletcher, associate commercial editor, Risk.net, talks to Matt Walters, head of product, portfolio trading at MarketAxess, about how data analytics is improving outcomes in portfolio trading, the optimal situations in which it should…
Institutional ETF trading: innovation, efficiency and versatility fuel growth
Despite a 30-year history, exchange-traded fund (ETF) adoption still felt new and nascent in many parts of the world when this survey was first conducted in 2017. Today, ETFs are widely accepted as important tools and usage has greatly expanded among…
How derivatives management is changing post‑Covid‑19
Risk.net explores five derivatives trading themes discussed by experts in a recent webinar sponsored by Numerix
Climate risk takes scenario analysis and stress-testing to the next level
Financial institutions are facing several challenges as they prepare for the transition risk journey that will see them evaluating their existing risk and finance solutions. Ludwig Dickens, client advisor, risk business consulting, at SAS discusses what…
Did COP26 deliver?
Jaspreet Duhra, S&P Dow Jones Indices (S&P DJI), explores the opportunities that came out of the 2021 UN Climate Change Conference in Glasgow, and why S&P DJI will continue to produce rules-based indices that align with a 1.5° Celsius scenario
Data analytics set to fuel change in the oil market
Privileged data insight is no longer the sole preserve of the world’s oil conglomerates. Access to insightful analytics is providing a new competitive edge for smaller and mid-sized commercial and trading firms in the oil market, helping them navigate…
Libor countdown clinic #2
There is still a lot to do ahead of the Libor cessation deadline, and predicting the story’s closing chapter is not easy. This webinar explores what is left to prepare, who’s ahead, what they’ve done and how they’ve done it.
XVAs and counterparty credit risk for energy markets: addressing the challenges and unravelling complexity
In this webinar, a panel of quantitative researchers and risk practitioners from banks, energy firms and a software vendor discuss practical challenges in the modelling and risk management of XVAs and CCR in the energy markets, and how to overcome them.
Moonshots and machines: can AI solve the problems of fincrime?
New technologies such as artificial intelligence (AI) and machine learning promise much in the battle against financial crime, but where are these solutions best deployed? A panel of anti-money laundering and analytics professionals convened for a Risk…
The FRTB challenge: banks brace for further uncertainty
The widely anticipated implementation of the Fundamental Review of the Trading Book (FRTB) hit another obstacle when the Basel Committee on Banking Supervision pushed back the roll-out by another year to January 2023. With different jurisdictions…
UMR efficiency: optimising systems and processes for IM compliance
UMR are among the biggest collateral management issues faced by investors in over-the-counter (OTC) derivatives. At a specially convened session sponsored by IHS Markit at Risk.net’s Buy-Side Risk Global event, panellists discussed the latest phases of…