Risk management
Financial institutions face an increasingly interconnected risk landscape, shaped by volatile markets, regulatory change, geopolitical uncertainty, technological disruption and evolving business models.
Risk.net explores the latest approaches to identifying, measuring and managing financial risk, spanning market, credit, liquidity and operational risk, alongside capital management, regulation, derivatives and clearing, risk modelling and emerging sources of risk.
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Risk analytics are key to banks’ digital transformation
Market volatility and external influences are changing the way banks manage risk. SAS Australia explores how adopting digital transformation, alongside a dynamic and agile analytics-first approach, can provide banks with real-time data for identifying…
Trading risks and a spotlight on XVA
Panellists at Risk Live Europe 2023 discussed the usefulness, limitations and outlook for valuation adjustments
US regional bank casualties: the Fitch Ratings view
The rapid collapse of four US banks in March raised serious questions over risk management failures and regulatory blind spots. Christopher Wolfe and Olivia Perney of Fitch Ratings discuss the root causes of the problems in the US – and concerns…
ERM reboot: how insurers are turning risk decisioning into strategic advantage
Enterprise risk management is a powerful strategy to identify, assess and manage risks across the business. For insurers, two ERM objectives are critical: ensuring regulatory compliance and establishing a framework for healthy investment risk appetite
Counting down to dollar Libor transition
In a Risk.net webinar, experts discussed the impact of market volatility on Libor transition, the availability of term SOFR, developments in non-linear markets and management of forthcoming CCP conversions
Managing inflation risk with hedging strategies
Dmitry Pugachevsky, director of research at Quantifi, explores how banks manage inflation risk using inflation swaps and inflation-linked bonds as hedging instruments
Managing a high-inflation environment with clearing
Recent geopolitical events, macroeconomic forces and market disruptions have created significant challenges for the investment community. LCH explores how clearing can help market participants manage inflation.
Action time on FRTB: is your bank ready for the data challenge?
FRTB has been a long time coming and some have wondered if the new rules for market risk capital would ever see the light of day
FRTB implementation: Spotlight 2023
The Fundamental Review of the Trading Book (FRTB) introduces significant technical and operational challenges for banks on the path to compliance.
Leveraging compliance: the looming challenges of the post-FRTB paradigm
FRTB guidelines will soon be implemented across a wide section of the global financial industry and will introduce a mountain of complexity to risk management standards and practices. Roger Coroas, head of business development, North America at…
Stemming the tide of rising FX settlement risk
As the trading of emerging markets currencies gathers pace and broader uncertainty sweeps across financial markets, CLS is exploring alternative services designed to mitigate settlement risk for the FX market
ERM reboot: how leading insurers are turning risk decisioning into strategic advantage
An expert discussion exploring how leading insurers are adapting ERM systems in support of a wider range of opportunities, helping to avoid losses, navigate unstable markets and maintain a strong reputation
Liquidity risk learnings in the banking industry
Sidhartha Dash, chief researcher at Chartis Research (part of Risk.net's digital network), talks to Steve Pemberton, chief executive of Coherent Europe, about the dynamics and challenges surrounding liquidity risk in the banking industry
Investing in operational readiness to optimise FRTB capital
A forum of industry experts discusses the implementation of FRTB, the burden of investment into data and infrastructure for FRTB compliance, the considerations for banks in using the standardised approach (SA) and the internal model approach (IMA)
Challenges still lie ahead as FRTB implementation stalls
While Canada leads the way for implementation, all other jurisdictions are falling behind due to difficult requirements on both the standardised (SA) and internal models approaches (IMA) to the Fundamental Review of the Trading Book (FRTB)
Digital exposure makes fraud management a vital responsibility for financial institutions
Fraud management and detection continue to be an increasing area of concern for financial institutions worldwide
Incorporating climate risk into ALM frameworks for banks
Banks are coming under increasing regulatory pressure to incorporate climate risk into their risk management frameworks. An emerging focus is incorporating climate risk into the asset-liability management (ALM) function. This webinar explores this new…
The impact of rising interest rates on risk models and balance sheet management
In this podcast, ALM and treasury experts discuss how global rate hikes are triggering changes to balance sheet management, behavioural modelling and hedging
Transforming risk controls for next-level decision-making
In an exclusive Risk.net panel session, convened in collaboration with ServiceNow, experts discussed the unique challenges facing risk and resilience practitioners, and the utilisation of frameworks and risk quantification for optimal decision-making…
Repo clearing: trends, developments and outlook
Recent volatility in the UK gilt market has highlighted the repo market’s need for CCP stability, predictability and resilience. LCH RepoClear unpacks the trends and key developments of 2022, and shares an outlook for 2023
Credit risk: best practices for predicting future risks
In today’s uncertain times, credit risk managers are under increasing pressure to provide robust, forward-looking insights on counterparties. Fitch Solutions explores the key pain points in the process and crucial steps to improving data quality
UMR driving up volumes in total return futures as a beta replacement solution
In this feature, Stuart Heath, director, equity product design at Eurex, discusses the development of total return futures (TRFs) as a beta replacement in the context of the final roll-out of uncleared margin rules (UMR), and explores with Amy Borgquist,…
Trends in global credit markets: the rise of credit default swap clearing in a shifting landscape
As macroeconomic and geopolitical turmoil continues, credit market participants are increasingly looking to clearing for its risk management capabilities and post-trade efficiencies. With a major shift in the clearing landscape under way, Michael Amakye,…