
Build your own email alerts – Follow Topics
Simply select the areas you are interested in from the list below. We’ll then curate this into one email alert when new content is added to Risk.net.
Build your own email alerts – Follow Topics
Simply select the areas you are interested in from the list below. We’ll then curate this into one email alert when new content is added to Risk.net.
Popular topics
Followable topics
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2023 banking crisis
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Accounting
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Artificial intelligence
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Asia
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Asset management
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Basel Committee on Banking Supervision (BCBS)
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Basel III
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Benchmark
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Brexit
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Buy side
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Capital Requirements Directive (CRD)
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CCP
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Clearing
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Commodities
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Commodity Futures Trading Commission (CFTC)
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CCAR
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Climate change
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CME Group
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Counterparty Radar
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Covid
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Cutting Edge
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Credit risk modelling
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Credit valuation adjustment (CVA)
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Cryptocurrency
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Cyber security
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Derivatives
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Distributed ledger technology (DLT)
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Dodd-Frank Act
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Energy
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European Banking Authority (EBA)
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European Central Bank (ECB)
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European Market Infrastructure Regulation (Emir)
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ESG
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European Securities and Markets Authority (Esma)
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Exchanges
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Federal Reserve
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FRTB
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G-Sibs
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Hedge funds
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Initial margin
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Insurance
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Intercontinental Exchange (Ice)
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Internal models
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Internal models approach (IMA)
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International Swaps and Derivatives Association (Isda)
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Interest rate swaps
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Investing
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Leverage ratio
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Libor
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Liquidity
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London Stock Exchange Group (LSEG)
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Machine learning
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Mifid
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Monthly op risk loss data
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Nasdaq
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Non-cleared trades
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Non-modellable risk factors (NMRF)
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Op Risk Benchmarking 2023
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Operational risk
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People
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Position limits
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Prudential Regulation Authority (PRA)
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Quantcast
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Quant investing
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Quantitative finance
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Real estate
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Regulation
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Remit
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Risk-free rates (RFRs)
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Risk management
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Risk Quantum
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Risk-weighted assets (RWAs)
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Russia-Ukraine conflict
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Securities Financing Transactions Regulation (SFTR)
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Socially responsible investment (SRI)
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SOFR
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Solvency II
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Standardised approaches
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Standardised measurement approach (SMA)
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Stress-testing
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Structured products
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Sustainability
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Total loss-absorbing capacity (TLAC)
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Valuation adjustments (XVAs)
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Value-at-risk (VAR)
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Variation margin
Followable authors
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Alessandro Aimone
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Ben St. Clair
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Celeste Tamers
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Chris Davis
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Costas Mourselas
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Duncan Wood
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Faye Kilburn
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Helen Bartholomew
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Janice Kirkel
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Jiefei Liu
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Joe Parsons
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Joshua Walker
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Kris Devasabai
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Lorenzo Migliorato
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Lukas Becker
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Luke Clancy
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Mauro Cesa
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Michael Paterakis
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Natacha Maurin
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Nathan Tipping
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Philip Alexander
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Rebekah Tunstead
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Rob Mannix
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Samuel Wilkes
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Sharon Thiruchelvam
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Tom Osborn