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Risk magazine

Second-order uncertainty

The financial crisis has drummed home the dangers of basing analysis on unreliable data. Despite its amorphous character, risk managers must begin to increase their focus on second-order uncertainty, argues David Rowe

Ups and downs

Seen as a simple solution for reducing counterparty risk by regulators, moving credit derivatives on to central clearing platforms is proving fiendishly complicated. While progress is being made, it is generating more questions than answers. Mark…

Protect and survive

Various initiatives are under way to encourage greater use of collateral and improve portfolio reconciliation. What are banks and technology vendors doing to meet industry targets? By Ryan Davidson

Never again

Daniel Sigrist, head of large bank supervision, the Swiss Financial Market Authority, talks to Alexander Campbell

The risk of value-at-risk

Value-at-risk at the world's leading banks rose sharply in 2008, as firms struggled to get to grips with elevated volatility levels. Exceptions also soared, reigniting the debate over the accuracy of VAR. By Alexander Campbell

Sharing the pain

The financial crisis has exposed serious flaws in risk management and business practices at many institutions across the world, and provided sizeable challenges for supervisors trying to extinguish the fires. Sabine Lautenschlager-Peiter, head of banking…

The big picture

Regulators are looking at how best to improve the measuring of risk, but Peter Schild argues the industry should focus on improving governance practices and be considering people and processes across the entire enterprise

Urgency and uncertainty

The Basel Committee published further clarification on its proposal for a new incremental risk charge in January. What challenges does this pose from a systems perspective, and how are banks and technology vendors responding? By Clive Davidson

Drastic times

There is a growing consensus that large, global banking groups pose a threat to financial stability. Some have suggested large financial services groups be split up to focus on traditional markets and banking business - but is this the answer? By Duncan…

What's it worth?

The financial crisis has highlighted shortcomings in bank valuation practices for complex securities. With regulators clamouring for the use of independent prices, there could be an opportunity for third-party data providers. But are banks taking the…

A vicious circle

Regulators are looking at how best to ensure capital adequacy rules are not pro-cyclical. The Basel Committee has proposed changes to its market risk rules, but further, counter-cyclical changes have been suggested. What is being considered and what are…

Mashups take root

The financial crisis revealed many banks did not have a complete view of risk across all parts of their business. Could 'mashups' allow banks to bridge gaps by pulling together data from multiple sources? By Donna Haws

Time for Talf

Since its emergence in the 1970s, securitisation has provided a vital source of funding for the US economy. But with a large part of the market effectively closed since the second half of 2008, the government is pinning its hopes on the Term Asset-Backed…

CDSs on European financials widen

As equity markets tumbled this morning amid fears the US government would not extend further aid to the auto industry, the cost of credit protection on European banks rose.

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