Risk magazine - May 2022

This month’s issue covers the gaps in the Paul Weiss report on Archegos, why fraud rises in roiling markets, the perils of ruble trading, and much more

Risk 0522 cover

Peacetime stress‑testing applications

Leo Sadovy, analytics consultant, risk, finance and banking, and solution lead for SAS‘s scenario analysis and stress-testing solution, sets out the key role of strong decision-making and the importance of being able to innovate and respond to adverse…

The rise of non-financial risks

Naeem Siddiqi, senior adviser, risk management, risk research and quantitative solutions at SAS, discusses the effectiveness of stress-testing as a risk management tool in rapidly changing markets, the role of new technologies in developing robust data…

Mind the gap

A default intensity model reveals the risk carried by a highly leveraged counterparty

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