ESG strategies special report
This Risk.net special report sponsored by SAS features a series of articles that reflect on the latest initiatives for consistent standardised global frameworks for measuring ESG, consider the methodologies investors are using to make measurable progress for people and the planet, and discuss some of the challenges around ESG structured products and derivatives.
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The changing shape of variation margin collateral
Rising costs and market stress are pushing firms to increase non-cash variation margin, with buy- and sell-side attitudes diverging and tri-party services gaining traction despite operational challenges.
Five real-time risk blind spots to fix in 2026
The critical need for real-time risk management
Corporate bond blow-ups: a smarter approach to liquidity stress-testing
How S&P Global’s analytics empower decision-makers to anticipate liquidity challenges and act decisively in today’s unpredictable bond markets
How next-generation exchange infrastructure is redefining global market access
Designed to reimagine market connectivity, GAN offers strategic significance for financial institutions, regulators and exchanges
Building liquidity resilience amid funding and market pressures
Senior liquidity risk executives weigh shifting funding dynamics, regulatory uncertainty and the limits of traditional stress frameworks
