Open articles
Counterparty credit risk – Why data is only valuable in context
Paul Whitmore, global head of counterparty risk solutions at Fitch Solutions, explains how qualitative data can add colour and insight to quantitative metrics for assessing the creditworthiness of counterparty banks
IFRS 17 – Preparing for the transition
This webinar explores the key elements of the International Financial Reporting Standards, the key challenges of implementing the systems and related data issues, and how the regulatory landscape may look post-implementation
People moves: Citi Europe CRO to head crisis management; HSBC Global Asset Management hires strategy head; and more
Latest job changes across the industry
Using new AI tools to improve anti-money laundering and drive efficiency
This webinar explores how the marriage of AI and expert models lays the groundwork for a strong AML programme foundation that eliminates backlogs and creates efficiencies
Implementing Basel IV in Asia-Pacific – Mapping out the next steps
This webinar explores the current pain points and provides insights on Basel IV implementation in Apac, addressing the most common challenges and what it takes to transform to a Basel IV-compliant financial institution
RBS, dividend curves and system failures
The week on Risk.net, March 28–April 3, 2020
Utilising technology to integrate capital management and stress-testing
This webinar explores how stress-testing has evolved over the past few years and how financial institutions can benefit from leveraging models in capital planning
Climate risk – Special report 2020
As governments worldwide focus on the coronavirus (Covid‑19) pandemic amid plummeting demand for fossil fuels, it may seem climate change has dropped down the global agenda. Firms that don’t assess the climate risk in their portfolios, or hedge or divest…
Three adjustments in calibrating models with neural networks
New research addresses fundamental issues with ANN approximation of pricing models
Libor webinars: loans, bonds and derivatives
Listen here to three Risk.net webinars, covering topics from transition timelines to market turmoil
Uncharted waters
How pension plans can better equip themselves for a period of economic upheaval. By Matthew Seymour, RiskFirst, a Moody’s Analytics Company
Libor webinar playback: spotlight on derivatives
Panellists from Deutsche Bank, LCH, Numerix and Tradeweb on transition timelines, volatility and discounting
Uncleared margin – The changing needs of buy-side firms
Raf Pritchard, head of triResolve, discusses the initial margin calculation and collateralisation challenges for firms coming into scope under phases five and six of the uncleared margin rules
Pandemic disruption, alt data and Argentinian rates problems
The week on Risk.net, March 21–27, 2020
Building a holistic GRC framework in fragmented Asia-Pacific markets
This webinar explores best practices in meeting regulatory and data governance requirements in fragmented markets
Libor Risk – Quarterly report Q1 2020
Regulators may have to accept Libor transition will be slower than they hoped. But the final framework may yet be more robust as a result. Knowing how rates perform in times of stress will be crucial to the success of benchmarks intended for real economy…
Machine learning in fraud analytics – Getting it right
Over the past couple of years, financial institutions have made significant achievements in the fight against fraud by embracing machine learning analytics and advanced artificial intelligence
Libor webinar playback: spotlight on bonds
Panellists from Lloyds, RBC Capital Markets and TD Securities discuss efforts to switch to new lending benchmarks
Libor webinar playback: spotlight on loans
Panellists from McKinsey, the LSTA and UBS discuss efforts to switch lending to new benchmarks
Pre-cessation Ibor picture gets clearer
As the derivatives market has accepted the impending transition away from interbank offered rates, attention has turned to how best to manage it. Philip Whitehurst, head of service development, rates at LCH, explores how the clearing house is working…
Global investing under water? – Climate change could leave equities exposed
As impending global changes brought about by climate change loom, one issue in particular threatens to cause massive losses to institutional investors – rising sea levels. David Lunsford and Boris Prahl, of MSCI, explore where, despite the efforts of…
A sea change – Driving awareness to confront climate risk
Amid a global push towards green policies, the reality of overhauling how industries worth trillions of dollars operate is causing concern. A forum of market participants and sponsors of this report discuss the levels of awareness of climate risk and its…
Three strategic priorities to meet the new FFIEC regulations
This webinar analyses the key challenges and strategic priorities for firms to meet the evolving requirements for operational resilience