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…
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
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.
In a Risk.net panel session, convened in collaboration with Fusion Risk Management, experts discussed five themes on re-evaluating existing operational resilience strategies
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…
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
This webinar explores how your organisation can move beyond legacy technology, better meet investor demands and remain competitive by embracing the future of finance.
Federico Tacchetto, senior manager at Prometeia, describes how to calculate risk parameters for project finance exposures. Based on a simulation approach of the cashflows, it is assessed whether the generated net revenue will be sufficient to repay the…
To meet their investment goals in today’s markets, chief investment officers (CIOs) and investment managers need a single view of risk and performance. So why is it so hard to achieve?
As calls to accelerate the growth of green and sustainable finance become louder, companies are under pressure from regulators and social media alike to implement comprehensive ESG plans
Standardised model or internal model? Short-term fixes or longer-term gains? This Risk.net white paper explores the key decisions facing US banks as they look to future-proof their FRTB implementations.
Rising geopolitical risk in Europe is changing the energy landscape, adding new constraints and additional risks to gas and power portfolios. While Russia’s invasion of Ukraine is shifting supply-and-demand dynamics across Europe, regulatory shifts are…
After the quantitative investment strategies (QIS) sector saw big drawdowns in assets under management during 2020, Bank of America saw an opportunity to build out its QIS offering and defensive strategies based on over-the-counter rate volatility…
Jayme Fagas, global head of valuations and transparency services at Refinitiv, explores why, in such an environment, firms need to have the right evaluated pricing to ensure they are pricing their portfolios at fair value levels and complying with…
As concerns around conduct risk abound, firms need to arm up and tighten surveillance to stay ahead. Lee Garf, general manager at NICE Actimize, explains why market abuse remains the biggest risk to financial markets firms today
The futures commission merchant (FCM) model is broken. The $5.5 billion industry is in dire straits. Once considered a low-risk activity supported by initial margin and daily mark-to-market calls, clearing today is a capital-intensive and ‘returns…
At Asia Risk Live, held in Singapore in March, and in partnership with S&P Global Market Intelligence, three market experts discussed the outstanding challenges associated with implementing and adhering to uncleared margin rules (UMR) phases five and six
A webinar exploring how to safeguard your institution and customers from financial crime with the speed and agility of the cloud
In this podcast, Zoi Fletcher speaks to Scot Warren, chief operating officer at OCC about the advances brought about by its technology overhaul