Analytics Hub
Latest articles on all things analytics, using the expertise of Risk.net and SAS
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Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. Copying this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/
If you would like to purchase additional rights please email [email protected]
Decision science: from automation to optimisation
The full benefits of investing in a digital approach to credit decisioning are yet to be unleashed, despite advancements in automation and analytics at banks
Mainstream crypto acceptance with regulation is inevitable, and that’s good
As banks increasingly adopt digital asset services, there remain inherent challenges getting institutions and customers onboard with crypto and its benefits. But the time left to overcome them is drawing to an end
Covid chaos spurs on search for model risk aggregation
Many models failed in pandemic, but analysing them in clusters easier than whole-bank view
Concentration risk add-ons too low at Ice and ECC, says regulator
Results of European stress test suggest shortfall of collateral for large commodities positions is equivalent to 17% of total required margin
Fair value gains give JP Morgan DFAST edge
Bank was only one to record bigger capital lift from AOCI by end of test’s horizon
Ex-Deutsche CRO: banks face hundreds of billions in climate fines
Banks risk becoming a “whipping dog” in the fight against climate change, says departing risk chief
Fog of war: the struggle to manage geopolitical risk
Financial firms ponder how to factor the Ukraine conflict and wider global unrest into stress-testing
How will US regulators perform the Basel III balancing act?
Largest banks seek offsets for higher capital requirements caused by possible end of IRB, IMM
Standard risk measures low-balled Archegos exposures
When a potential blow-up doesn’t show up, what use are VAR, SA-CCR and stress tests?
The rise of non-financial risks
Naeem Siddiqi, senior adviser, risk management, risk research and quantitative solutions at SAS, discusses the effectiveness of stress-testing as a risk management tool in rapidly changing markets, the role of new technologies in developing robust data…
Peacetime stress‑testing applications
Leo Sadovy, analytics consultant, risk, finance and banking, and solution lead for SAS‘s scenario analysis and stress-testing solution, sets out the key role of strong decision-making and the importance of being able to innovate and respond to adverse…
Shaping the future of risk and finance with analytics and integrated technology
This webinar explores how to enhance business planning activities, while accelerating regulatory demands with limited resources amid a need to derive greater value from the analytic lifecycle
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…
Credit risk & modelling – Special report 2021
This Risk special report provides an insight on the challenges facing banks in measuring and mitigating credit risk in the current environment, and the strategies they are deploying to adapt to a more stringent regulatory approach.
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,…
Expanding modelling ops for extending datasets
Risk Technology Awards 2021
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…
Vendor analysis: SAS – Model risk management solutions 2021
This vendor analysis is based on the Chartis quadrant report GRC solutions, 2021 – Market update and vendor landscape, published in May 2021. It takes a detailed look at SAS’ quadrant positioning and scoring, and Chartis’ underlying opinion and analysis
AML solution of the year: SAS
Asia Risk Technology Awards 2020
Stress-testing amid Covid‑19
The Covid‑19 pandemic has proved to be a real-life stress test for the banking sector as firms adjust to new ways of working. Here, SAS explores how the pandemic has magnified the importance of stress-testing, scenario analysis and contingency planning…
Consumer credit modelling software of the year – SAS
Risk Technology Awards 2020
Utilising technology to integrate capital management and stress-testing
This webinar explores how stress-testing has evolved over the past few years and how financial institutions can benefit from leveraging models in capital planning
Climate risk – Special report 2020
As governments worldwide focus on the coronavirus (Covid‑19) pandemic amid plummeting demand for fossil fuels, it may seem climate change has dropped down the global agenda. Firms that don’t assess the climate risk in their portfolios, or hedge or divest…
A sea change – Driving awareness to confront climate risk
Amid a global push towards green policies, the reality of overhauling how industries worth trillions of dollars operate is causing concern. A forum of market participants and sponsors of this report discuss the levels of awareness of climate risk and its…
The impact of climate change on banks
Over the past few years, concern and public discussion around environmental damage and climate change – and their social impacts – have increased dramatically. Peter Plochan, principal risk management advisor at SAS, discusses some key ideas to allow…
Chartis RiskTech100 2020 – SAS
Taking the number five spot in the Chartis Research RiskTech100 2020 rankings, SAS also won three category awards – for IFRS 9, model risk management, and risk & finance integration.