S&P Global Market Intelligence
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
Unlocking opportunity in a world of interconnected risks
The imminent risks in today’s volatile environment, and how organisations can take steps to adapt and be resilient
SRT growth raises fresh questions on valuation and risk
SRT growth and the implications for banks, investors and regulators
Forecasting correlations: insights from the ‘Magnificent Seven’
The role of equity correlations in modern financial markets, particularly in the context of portfolio optimisation and risk management
Leveraging liquid and long-term volatility data for effective calibration of economic scenario generators
The challenges of calibrating insurance models due to the mismatch between long-term liabilities and short-term market instruments
Isda moves to fix outdated CDS obligations list
Updated process would allow for mass updates, reserving legal review for most complex challenges
Mitigating risks with derivative ETFs
The evolution of synthetic ETFs, regulatory impacts, and balancing leverage and transparency
Strategies for navigating market volatility in the post-US election landscape
Market volatility following the US election, including inflation risks, commodities, geopolitical uncertainty, ESG considerations and the role of advanced analytics in investment strategies
Revolutionising credit surveillance: part two
Does GenAI live up to the hype? How prioritising AI and digitisation projects reveals data as the power behind AI initiatives
Elevating risk management to a strategic partner in investment decision-making
How risk management is evolving from a compliance role to a strategic partner
Elevating risk management to a strategic partner in investment decision-making
Based on insights from a Risk.net webinar sponsored by S&P Global Market Intelligence, this article explores how risk management is evolving from a compliance role to a strategic partner.
Credit traders await resolution on delayed swaps index
Market participants confident CDX Financials fix will overcome regulatory obstacles
The changing shape of risk
How firms are adjusting their strategies and capabilities to embrace a more holistic view of risk
Risk and return: volatility strategies for uncertain times
As the pace of change accelerates, financial firms must consider how to adapt their volatility strategies to maximise opportunities and manage risk
Revolutionising credit surveillance: part one
Early warning indicators for credit risk changes are key, especially during high market volatility. Some of these indicators rely on security prices as the primary driver; however, the volatility of market prices may cause the early warnings to be active…
The challenges of standardised credit risk assessments for banks under Basel III
In this white paper, S&P Global Market Intelligence addresses the challenges of the standardised credit risk assessment (SCRA) approach for bank exposures under Basel III, including changes to risk-weighted assets and SCRA implementation.
More data urged for effective counterparty credit risk management
Disclosure of client positions may not be commercially realistic, expert warns
Enhancing counterparty credit risk management in modern banking
A webinar addressing banks' strategies for optimising credit risk mitigation strategies and utilising risk-sensitive margining to manage counterparty exposures effectively
Tracing credit contagion effects from corporates to the real estate sector
S&P Global Market Intelligence explores possible credit contagion effects from the corporate sector to real estate by using S&P Global Ratings’ research and underlying data to formulate clients’ own views on risks in the sector
Adapting buy-side risk management strategies for complex market dynamics
Luke Armstrong from S&P Global Market Intelligence, Thomas Sheedy from Invesco and Julien Cuisinier from Artemis Fund Management explore the challenges and adaptive strategies shaping the evolving field of buy-side risk management
Collateral damage: the lowdown on dirty CSAs
How are banks coping with growing demand for non-cash collateral in uncleared derivatives contracts? An expert panel discusses the re-emergence of dirty CSAs