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 info@risk.net
Optimising balance sheet management in today’s market conditions
Financial institutions are going to continue struggling with challenges and volatility in 2023
Complying with climate risk framework standards for streamlined processes
Financial institutions worldwide are actively studying ways they can integrate climate risk management into their more traditional risk frameworks
Transforming your actuarial function to stay agile and competitive
While transformation is important, its success depends on putting data in capable people’s hands
Regulator to ‘reflect’ on IRRBB shocks after rates leap
Once considered too harsh by banks, stress scenarios may even prove too generous
EBA: more climate risk supervisory reporting is coming
Official anticipates effort to identify climate impact on internal models, concentration risk
As interest rates surge, bankers fret over last year’s models
IRRBB modellers trying to predict client behaviour have little relevant data to fall back on
Banks struggle to assess climate impact on op risk
Supervisors have provided less stress-testing guidance for op risk than for credit risk
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
EBA eyes top-down stress test for credit risk
European version of CCAR is off the table, but more projections are likely to be modelled by regulator
ECL model forecasts are off-target, researchers find
Anticipated slowdown will be first major test for new generation of expected credit loss models
Banks shock commodities by 1,000% in stress-test rethink
Energy price spikes force clearing firms to consider extreme or even ‘implausible’ scenarios
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
Risk Technology Awards 2022: No oil painting
After years of relative peace, the risk landscape has turned ugly. This year’s winners of the Risk Technology Awards weigh the challenges facing their clients
Consumer credit modelling software: SAS
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IFRS 9 enterprise solution: SAS
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Regulatory capital calculation product: SAS
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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
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
Leveraging a hybrid cloud for better decision‑making
At a Risk.net webinar in association with open-source solutions provider Red Hat and analytics services provider SAS, panellists discussed how financial institutions can leverage the hybrid cloud to analyse data, reach trustworthy decisions and maximise…
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…
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,…
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…
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
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…