Risk magazine
Breaking silos: agile insurance in an uncertain world
Insurers are realigning strategy and operations in the face of growing uncertainty and more complex risk
Can financial firms grasp the AI opportunity?
How financial firms are integrating AI as part of their digital transformation journeys
Risk management strategies for revenue maximisation in financial services
A white paper discussing proactive risk management in financial services, focusing on automated solutions and artificial intelligence/machine learning technologies to enhance revenue assurance and operational efficiency
A guide to home equity investments: the untapped real estate asset class
This report covers the investment opportunity in untapped home equity and the growth of HEIs, and outlines why the current macroeconomic environment presents a unique inflection point for credit-oriented investors to invest in HEIs
Post-trade processing via NYFIX matching
A case study underscoring how a global asset management firm successfully addressed post-trade processing challenges by adopting NYFIX Matching from Broadridge.
The move to T+1: this time is different
This white paper, created by Broadridge, focuses on leveraging robotic process automation and AI to ensure a smooth transition from T+2 to T+1 settlement.
Diversifying buy-side risk frameworks
How asset managers can integrate emerging risk factors amid a turbulent market landscape
Building out Eurex’s home of the euro yield curve ambition
Market participants are at the centre of a plan by Eurex to build an alternative liquidity pool for short-term interest rate derivatives in Europe
Beyond Libor: the impact of SOFR on rates, bonds and loans
Dmitry Pugachevsky, director of research at Quantifi, explores how the transition from Libor to the SOFR impacts rates, bonds and loans, alongside some of the challenges that are due to arise
Automating regulatory compliance and reporting
Flaws in the regulation of the banking sector have been addressed initially by Basel III, implemented last year. Financial institutions can comply with capital and liquidity requirements in a natively integrated yet modular environment by utilising…
The changing face of credit portfolio management at banks
The final Basel III framework will require banks to rethink capital allocation and risk transfer strategies in light of new rules on calculating risk-weighted assets, increased emphasis on the standardised approach and a new leverage ratio. CPM will be…
Industry insights report: Compliant communications 2023
Global Relay's first industry insights report serves as a litmus test for market responsiveness to regulatory action for record-keeping and communications compliance
360° of climate: indexes for every objective
This white paper explores climate strategies targeting objectives – including low carbon, fossil fuel-free and net zero – to help investors respond to the risks and opportunities of the climate challenge
Evolution of the fixed income tradable ecosystem
Fixed income tradable indexes are designed to provide an efficient means to measure the bond market. This paper offers an introduction to these instruments and highlights their performance in recent market periods
Eurex scrambles to avert Treasury collateral ban on US default
Current policy prevents CCP from selectively excluding eligible collateral
Active versus passive investment in declining markets
The latest S&P Indices versus Active (SPIVA®) Scorecard provides an update on the active versus passive investment debate
Stemming the tide of rising FX settlement risk
As the trading of emerging markets currencies gathers pace and broader uncertainty sweeps across financial markets, CLS is exploring alternative services designed to mitigate settlement risk for the FX market
Chinese corporates step up FX hedging after reopening
Exporters eye hedges as RMB strengthens, but negative forward points are a turn-off for some
DTCC’s blockchain for CDS trades finds no takers
Clients shun DLT connectivity to centralised swaps database in favour of the cloud
The impact of rising interest rates on risk models and balance sheet management
In this podcast, ALM and treasury experts discuss how global rate hikes are triggering changes to balance sheet management, behavioural modelling and hedging
An uphill climb to T+1 settlement
The SEC is pushing an aggressive schedule for faster settlement of equities and corporate bonds