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How to successfully mitigate fraud – AI in action
Fraud is evolving, with influences spanning technical sophistication through to turmoil and crisis. Most recently, the Covid-19 pandemic has thrown an additional spanner in the works. As the drivers behind these activities are becoming more varied, the…
Achieving a holistic view of risk in times of crisis
What happens when risks become too global in scope and increasingly uncertain for a business to manage? Jeroen van Doorsselaere, senior director – finance, risk and regulatory reporting value propositions at Wolters Kluwer, explores the key steps to…
Ready for the unique product identifier (UPI) in two years?
Emma Kalliomaki, managing director of the Derivatives Service Bureau (DSB), explores UPIs for OTC derivatives, how and when they will be introduced, and the responsibilities of the DSB as designated service provider for a future UPI system
FVA pain, ethical hedging and a degraded copy of Trace
The week on Risk.net, October 31–November 6, 2020
Why the US election fallout was not a surprise to banks
A contested result was unexpected, but scenario planning meant banks weren’t unprepared
Risk Technology Awards 2020: Managed support services provider of the year – Exactpro Systems
Co-founder and chief executive of Exactpro Systems, Alexey Zverev, discusses the challenges of maintaining client systems in the current environment, the launch of its new open source microservices-based test automation platform, th2, and how machine…
Basis trades: a test case for regulating risky activities
FSOC is right to focus on dangerous behaviour, but Treasury meltdown reveals a complex chain of actors
Managing commodity risk in turbulent times
Faced with today’s razor-thin margins, firms must be able to monitor all risks holistically, in real time and to hedge effectively. This brings technological challenges, and many firms are now grappling with issues such as getting the right datasets,…
One man’s trash is another man’s Treasury
With yields at record lows, investors are asking how much protection bonds will offer in a future crisis
Basis traders, prime brokers and election risk
The week on Risk.net, October 24-30, 2020
Four key questions financial institutions should be asking their technology partners
Resilience: The capacity to recover quickly from difficulties
IFRS 9 product of the year: AxiomSL
Asia Risk Technology Awards 2020
Guiding Asean through Covid‑19 challenges
Chu Kok Wei, group head, treasury and markets at CIMB Group, explores how technological changes brought about by the Covid‑19 pandemic will impact traditional bricks-and-mortar banking, and how Asean banks are particularly well prepared for this…
Thinking the unthinkable – Staying ahead of the crisis curve
Industry leaders discuss the increased value of stress-testing in a world rocked by its second financial crisis in 12 years, the likely emergence of non-financial risks, and how financial institutions can establish efficient and effective stress-testing…
Stress‑testing under Covid‑19
Stress‑testing is a challenging exercise to regularly assess a bank’s level of risk or capital adequacy. Olivier Brucker, Sunayana Mehra and Ed Young of Moody’s Analytics explore an approach that can address this, proposing an alternative methodology…
Covid bank tests, swap fix deferred and SOFR switch
The week on Risk.net, October 17-23, 2020
Future-proofing fraud prevention in digital channels
How financial institutions are future-proofing fraud detection in digital channels, their approaches and considerations in building digital access and growth while balancing fraud management.
What buy-side risk professionals can learn from the Covid‑19 crisis
The lessons learned from the pandemic so far, and how risk professionals are continuing to manage risks as the Covid-19 situation remains untamed.
Libor transition – Know your conversation and value impact
Ross Allen, managing director, and Ming Cheung, director of platforms and regulatory compliance at IHS Markit, explore some of the key issues with regard to upcoming changes to interbank offered rates, including Libor, and how the service provider’s…
Big bangs, FinCEN leak and prime exodus
The week on Risk.net, October 10–16, 2020
Accelerating fixed income’s risk‑on rise
Jason Waight at MarketAxess reveals how advances in data and technology are enabling faster, more agile risk-on trading strategies in today’s fixed income markets
Time to rethink Korean structured products
New battle lines are being drawn in Korea’s structured products market
Libor Risk – Quarterly report Q3 2020
The transition away from Libor is littered with ‘chicken and egg’ conundrums. Deep cash markets linked to new risk-free rates (RFRs) require a liquid derivatives market for issuers to hedge exposures, yet RFR derivatives liquidity can only blossom where…
Solving the SFTR data challenge
Europe’s new rules on securities financing transactions require firms to collect and report a mass of new data. This is a challenge, but also an opportunity