Subject:
FRTB internal models: quo vadis?
WEEKLY ROUND-UP OF RISK MANAGEMENT ARTICLES
TOP STORY
Comment
FRTB internal models: quo vadis?
Two risk experts explore how to adjust the FRTB framework to promote internal model usage
16 Mar 2026
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Opinion
Our take
The loneliness of the model risk manager
Boards may see them as a drag on innovation; risk functions need to show they embrace efficiency
13 Mar 2026
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Opinion
Risk management
FHLB Cincinnati explores AI to spot failing banks
Agentic model detects anomalies, monitors sentiment and drafts credit reports for analyst review
05 Mar 2026
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Profile
Risk management
Iran strikes a stress test for CCP margin models
CME’s Span2 and Ice’s IRM2 are performing as advertised. The next few days could test their mettle
04 Mar 2026
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News
Climate risk
Most banks run physical climate scenarios beyond 2050
Risk Benchmarking data finds majority rely on geospatial asset mapping, while a third use third-party catastrophe models
04 Mar 2026
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Special
Climate risk
Big banks love their climate vendors; small banks, not so much
Risk Benchmarking: Lenders with blue-chip loan books more likely to favour climate tools, research finds
03 Mar 2026
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Special
Risk management
Mob rule: populism’s rise pits banks against the people
Trump and fellow mavericks are reshaping politics, leaving banks scrambling to adjust to new and unpredictable risks
03 Mar 2026
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Feature
Risk management
JSCC considers default fund consolidation
Japanese clearing house looks for efficiency gains amid expansion of clearing products and influx of international firms
02 Mar 2026
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News
Risk management
EU clearing houses pressured to diversify cloud vendors
CROs and regulators see tech concentration risk as a barrier to operational resilience
27 Feb 2026
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News
Climate risk
Why better climate data doesn’t always mean better decision-making
Risk Benchmarking research finds model and systems integration challenges almost as limiting to effective climate risk management
27 Feb 2026
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Special