Australia
A rush on Libor fallbacks to head off holdouts
Concerns that valuation changes will scare some off adoption may be accelerating Isda timeline
Aussie banks: a right Royal mess
Misconduct probe sparks board changes and bout of introspection at Big 4
Apac bank boards: light on risk experience
Survey of 24 large Apac bank board risk committees shows dearth of risk managers
Commonwealth Bank blitzes IRRBB charges
Shake-up of banking book saves A$10.5 billion in RWAs
EU, Canada banks lag rivals on IRB model coverage
Median bank has 78% of credit risk-weighted assets under IRB approaches
Banks divided on op risk approaches
EU banks favour standardised approach, North American and Australian lenders the AMA
Cross-currency swaps could hasten RFR shift in Australia
Adoption of new risk-free rate for both swap legs likely to turbo-charge wider benchmark change, say sources
Wind firming caps found better than swaps at reducing risk
Wind firming deals claim to address intermittency and stabilise renewable generator cashflow, but how effective are they?
Quant Guide 2019: Monash University
Melbourne, Australia
Quant Finance Master’s Guide 2019
Risk.net’s guide to the world’s leading quant master’s programmes, featuring a ranking of the top 15 schools
Asia moves: BlackRock picks new Asia head, Credit Suisse boosts regional solutions, and more
Latest job changes across industry
Op risk jumps $7 billion at Aussie banks
Year to year, op RWAs have swelled $24 billion
Commodity finance house of the year: Societe Generale
Energy Risk Asia awards, 2018: standout financing deals reflect growing appetite for renewables and new approach to risk
Custody Risk Global Awards 2018 winners announced
Custodian of the Year won by BNP Paribas for second year running
Accounting change dents Aussie bank earnings
Four largest Australian lenders lose about $2bn in earnings on the switch to new accounting standard AASB 9
Stronger loans buttress ANZ profits, suppress RWAs
Gross impaired assets fall A$400 million year to year
BlackRock, risk models and regulatory relief
The week on Risk.net, October 20–26, 2018
NSFR pricing Singapore banks out of swaps market, dealers say
Market share in long-dated trades has halved since metric was imposed at start of year
Strange steps down from NZX, and more
Latest job changes across the industry
Dealers warn Asia: get ready now for 2020 IM deadline
Firms preparing to post margin in September 2020 need to complete systems by March 2019
House of the year, Australia: ANZ
Asia Risk Awards 2018
'Big Four' Aussie banks grow credit risk
Firms have grown modelled RWAs by 31% and cut standardised RWAs by 56% in five years
Commonwealth Bank hikes loan reserves on accounting switch
Provisions rise 38% on July implementation of AASB 9
Asia moves: CBA overhauls leadership team, HK regulator reappoints directors, and more
Latest job changes across the industry