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Credit risk – Building on a foundation of quality data
Credit risk analysts at emerging market banks not only need high-quality data, but also the necessary tools to manage it. Improving consistency and reducing the risk of errors in credit risk data create more time to concentrate on the core activity of…
Capital responses, CCP losses and buffer worries
The week on Risk.net, March 14–20, 2020
Podcast: Horvath and Lee on market generator models
Quants explain the application of the latest techniques
Operational uncertainty – An unavoidable challenge
The transition from Libor to a new risk-free rate has revealed a number of challenges for all financial markets participants – the nature and scope of what lies ahead is vast, impacting businesses, operations and support functions. KPMG‘s global Libor…
Managing the cost of transition and the risk of delay
A forum of industry leaders, which includes sponsors of this report, discusses key industry concerns around the transition away from Libor, including the risks investors will face once the rate is discontinued and how to manage them, whether forward…
Coronavirus, smart contracts and public bailouts for CCPs
The week on Risk.net, March 7–13, 2020
Transforming trading, risk and operations
Capital markets technology firm, Murex, enjoyed outstanding success in the Risk Awards 2020. Amid fierce competition, the firm was named technology vendor of the year, and picked up a further five gongs in the Risk Markets Technology Awards
The impact of climate change on banks
Over the past few years, concern and public discussion around environmental damage and climate change – and their social impacts – have increased dramatically. Peter Plochan, principal risk management advisor at SAS, discusses some key ideas to allow…
People moves: Morgan Stanley names FX co-heads, Dray expands BNPP role, Singh switches post at Bank of America, and more
Latest job changes across the industry
The open data revolution in banking falls short
Lax Pillar 3 rules are leading to inconsistent data being collected
Climate risk management – A self-assessment of progress
Due to a combination of increasing social pressure, demands for better disclosure from investors and emerging regulation, companies are increasingly questioning the extent to which they are incorporating climate change into their global risk management…
Outsmarting counterparty risk with smart contracts
A digital transaction system developed by quants at DZ Bank could slash margin costs for derivatives
Swaps data: cleared volumes drop for all markets – except FX
Smaller CCPs make market share gains in a quarter of double-digit declines for rates and credit
SOFR drought, CB accounts for CCPs, and the Top 10 Op Risks
The week on Risk.net, February 29–March 6, 2020
Asia moves: JP Morgan names new Apac CEO, Axa hires six heads, and more
Latest job news across the industry
A peek inside op risk managers’ coronavirus response
Op risk managers steel their firms for looming pandemic amid an expected rise in cyber attacks
Why bankers should embrace the Brexit political theatre
Treating equivalence as purely technical might not have the outcome that financial firms want
Credit data: rising tide lifts fund houses – but can it last?
Strong revenue growth masks structural problems in the funds industry
Apac CCPs: we’ve come a long, long way together
Members still gripe about arcane policies, but risk management fundamentals are strong
Increased adoption and innovation are driving the structured products market
To help better understand the challenges and opportunities a range of firms face when operating in this business, the current trends and future of structured products, and how the digital evolution is impacting the market, Numerix’s Ilja Faerman, senior…
AI, low-capital CFOs and the spread of uncertainty
The week on Risk.net, February 22–28, 2020
Chartis RiskTech100 2020 – SAS
Taking the number five spot in the Chartis Research RiskTech100 2020 rankings, SAS also won three category awards – for IFRS 9, model risk management, and risk & finance integration.