Risk magazine - August 2022

In this month’s issue: disagreements over PRA plan to run additional Simm backtests; term SOFR curbs re-evaluated; uncertainty surrounds FRTB model applications; and much more

Cover art: Martyn Dempsey, www.anne-mariebainbridge.co.uk

Risk 0822 cover

The JSE’s leading role in sustainability disclosures

The global landscape for sustainability standards and frameworks is evolving so rapidly that stock exchanges are becoming vital partners in helping companies navigate the complexities around disclosures on environmental, social and governance (ESG)…

Boosting the ESG exposure of a low‑risk portfolio

Nikolay Radev, senior quantitative researcher at FactSet, discusses the limitations of previous environmental, social and governance (ESG) measurement, and proposes a new approach to optimising ESG exposure in minimum tail-risk (MTR) portfolio…

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here