Bloomberg

The outlook for 2021 – FRTB

Eugene Stern, head of market risk products at Bloomberg, reveals how banks are adapting their strategies in the current environment, and why FRTB affords banks a unique opportunity to develop a unified view on market risk and enhance their overall risk…

The outlook for 2021 – Credit risk

David Croen, head of credit risk products at Bloomberg, reveals how credit risk management strategies are changing in the current environment, and the tactics and tools available for gaining a more forward-looking view on credit risk in the future

The outlook for 2021 – Libor

Steffan Tsilimos, head of interest rate derivatives products at Bloomberg, discusses the outlook for Libor derivatives, including how firms can best understand their exposure, the different approaches required for legacy transactions and the challenges…

FRTB – Special report 2020

Throughout FRTB’s troubled gestation, regulators were warned that making the internal models approach too operationally complex and capital-intensive would mean few outside the biggest banks wanted to use it – with the potentially dire consequence that…

FRTB implementation – Covid-19 and Libor pressure

Industry leaders discuss the pressures FRTB is placing on banks’ data infrastructure and systems, how FRTB may constrain banks’ ability to manage future volatility, and the potential complications to implementation caused by such factors as the Covid‑19…

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