Crane with golden sky

The post-Archegos risk model rebuild begins… slowly

Following regulatory prodding, banks start to overhaul counterparty risk models. A flurry of new research on the topic may aid the effort

Margin models

Risk Quantum

Data insights, delivered daily

i

Risk Quantum finds insights in data. The service tracks the public disclosures of over 120 banks, funds, insurers, corporates, and central counterparties – as well as reports from prudential and markets regulators – in Asia, Europe and North America.

More information

Mizuho Americas has highest non-core funding ratio of any US bank

High-level measure of duration mismatch is three times that of next bank, BNP Paribas USA

Op risk benchmarking

Europlaza

Bankers hope EBA op risk taxonomy will go global

Proposed update to 20-year-old risk map is welcomed, but international co-ordination urged

Events

Most read articles loading...

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