Articles by Alex Krohn
North American banks outpace Europeans in ERM
New research shows US, Canadian banks have more developed enterprise risk management functions
Generative AI brings testing times for modellers
Flagstar’s lead model validator offers some tips for safely integrating LLMs into risk models
Risk appetite breaches test development banks
MDBs also more likely to change services or strategy to reduce risk exposure, survey shows
Libor appeals leave future misconduct cases Hayes-y
UK authorities must develop a more effective framework for punishing bad bankers
People: Natixis adds global markets trio, Six switches CRO, and more
Latest job changes across the industry
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