Articles by Alex Krohn
Policy-makers must keep the heat on climate transition
As the financial industry shows signs of climate fatigue, regulators need to pick up the slack
Using correlation to model op risk losses may be unsafe – study
Techniques for linking economic factors and bank losses produce varying – and sometimes contradictory – results
Single climate risk metric ‘not realistic’, says Bank of England
Senior official argues banks and investors must weigh up multiple factors when assessing climate risk
Neural networks show fewer false positives on bad loans – study
Machine learning method edges regression techniques in linking nonlinearities among delinquent borrowers
Bank capital, margining and the return of FX
The week on Risk.net, December 12–18
Hedge fund losses, CLS and a capital floor
The week on Risk.net, December 5–11
Capital buffers, contingent hedges and USD Libor
The week on Risk.net, November 28–December 4
Risk weight tweak could fix IFRS 9 capital clash – research
Practitioner suggests way to cancel out double-counting of Basel credit loss provisions
Margin test, open access, repo stress
The week on Risk.net, December 14–20, 2019
Zombie Libor, climate risk flaw, Mifid’s closed door
The week on Risk.net, December 7–13, 2019
CCPs, margin ease and equity option freeze
The week on Risk.net, November 23–29, 2019
Systematic investing, the value factor and Hong Kong swap rates
The week on Risk.net, October 12–18, 2019
M&G adds restructuring lawyer to debt workout team
Mustafa van Hien joins UK fund manager from Jones Day
Schroders names fixed income head for Asia
Rajeev de Mello will replace existing head, How Phuang-Goh, who retires