Open articles
ESG and climate risk: special report 2022
This Risk.net Environmental, social and governance (ESG) and climate risk special report brings together a collection of articles that explore the latest issues in assessing and managing ESG and climate risk. The tide is turning, with many more firms now…
Europe’s regulators play ‘time the downturn’ with CCyB
Indicators justify hikes in countercyclical capital buffer, but shock-driven recession looms large
Impact investing: trends and best practices
A panel of investment specialists discusses the rapidly expanding world of environment, social and governance (ESG) investing, with a particular focus on climate. They discuss best practice for achieving impact investing, their expectations on climate…
Navigating the increasingly complex world of equity options data
With market volatility and retail participation impacting quoting activity on the Options Price Reporting Authority, asset and portfolio managers are struggling to identify the real price of instruments, aggregate data in real time and run-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
Deal of the year: Societe Generale
Asia Risk Awards 2022
XVA solution of the year: Murex
Asia Risk Awards 2022
House of the year, Hong Kong: Crédit Agricole CIB
Asia Risk Awards 2022
House of the year, China: CICC
Asia Risk Awards 2022
Carbon markets: what to watch
As carbon markets take on increased importance, Victoria White, senior associate at Allen & Overy, discusses the outlook for carbon trading, highlighting the key developments shaping these markets
Risk applications and the cloud: driving better value and performance from key risk management architecture
Today's financial services organisations are increasingly looking to move their financial risk management applications to the cloud. But, according to a recent survey by Risk.net and SS&C Algorithmics, many risk professionals believe there is room for…
Lag in the SOFR-linked non-linear derivatives market: three barriers to transition
Risk.net explores three themes in SOFR non-linear derivatives discussed by experts in a webinar sponsored by Numerix
Counterparty credit risk: special report 2022
This Risk.net special report contains a collection of articles that consider the impact of SA-CCR and how banks are adapting to the new regime, as well as the challenges of managing counterparty credit risk and reducing the cost of trading over-the…
The post-trade patch‑up: revamping processes in volatile times
A Risk.net Rapid Read survey report: how efficiency in post-trade services at financial firms influences risk management, and how it is expected to evolve
Machine learning models: the validation challenge
Machine learning models are seeing increasing demand across the capital markets spectrum. But how can firms improve their chances of gaining internal and regulatory approval for these type of models?
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
Holistic credit risk assessment and the goal of safe unbiased modelling
In this Asia Risk webinar, experts in artificial intelligence (AI) and machine learning examined the growing applications being seen in the field and their merit in credit risk modelling
Net-zero pledges bring big unknown for credit risk
Uncertainty on how governments plan to curb emissions adds political dimension to credit quality assessments
The rock-solid case for database marketing
With the right databases and intelligence, products can stand out above those of competitors
Time to shine: corporate FX’s surprise glow-up
Corporate FX enjoys its time in the sun as currency headwinds spark corporate hedging needs
Managing CCR to reduce the all-in cost of OTC derivatives portfolios
Erik Petri, head of triBalance at OSTTRA, explores how counterparty credit risk (CCR) compounds the costs of trading over-the-counter (OTC) derivatives and the maintenance of derivatives portfolios, examining the nuances of OTC credit risk management,…
Financial services firms take a wider approach to managing digital risk
As well as creating efficiencies and opportunities, digital transformations create more concentrated and interconnected risks for financial services firms. In a recent Risk Live panel session sponsored by ServiceNow, experts discussed how they are…
FRTB implementation: key insights and learnings
Duncan Cryle and Jeff Aziz of SS&C Algorithmics discuss strategic questions and key decisions facing banks as they approach FRTB implementation