Enterprise-wide risk management: The power of cashflow-based metrics

Finding the best approach

The power of cashflow-based metrics

In our previous article on risk management reporting we focused on value-at-risk, the risk metric that anecdotal evidence and recent surveys suggest is the staple metric for most firms. However, we pointed to the fact that, in practice, VAR is often limited to (and useful for) only part of a firm’s activities, and should be reassessed with respect to the alternatives that are available to determine the risks faced by energy companies at the enterprise level.

Enterprise-wide risk management can

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Counting down to dollar Libor transition

In a Risk.net webinar, experts discussed the impact of market volatility on Libor transition, the availability of term SOFR, developments in non-linear markets and management of forthcoming CCP conversions

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