Articles by Jin Ye
Bank ALM tech still dominated by manual workflows
Batch processing and Excel files still pervade, with only one in four lenders planning tech upgrades
Half of European banks already embed FRTB into XVA pricing
US and rest of world lag Europe in incorporation of Basel capital rules into XVA calculations, Risk Benchmarking analysis shows
71% of banks automate escalation of appetite breaches
Automated processes are less common at banks where ERM sets overall risk appetite, research shows
Banks treat ERM as compulsory – even when it isn’t
More than 80% follow supervisory guidance or expectations for ERM, benchmarking shows
Regional banks favour scenario analysis over op risk modelling
Domestic and smaller regional players favour scenarios to gauge tail exposure; G-Sibs stick to modelling, for now