Risk management
For more than 30 years, risk management professionals have turned to Risk.net for exclusive insight into the complexities and nuances of financial risk management and risk transfer. From showcasing the latest quantitative models to analysing regulatory developments in derivatives and clearing, Risk.net promotes best practice in risk monitoring and mitigation. Covering all global capital markets, from equities and interest rates to fixed income and commodities, Risk.net highlights the most important trends in capturing and mitigating market, credit, operational and liquidity risk.
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ALM in 2026: the fast-track from compliance to competitive edge
How banks are modernising asset-liability management for a more volatile world
CRO view: Emerging risks in the age of AI
The risk agenda is shifting beyond market and credit volatility towards operational resilience, AI governance and culture
Rethinking post trade for OTC derivatives
LSEG’s TradeAgent platform aims to improve efficiency and resilience in post trade
US Treasuries clearing: a new era
What will the SEC’s clearing mandate mean for your firm? Explore the latest updates and analysis around clearing models, collateral requirements, risk tools and market structure
Seven developments shaping US Treasury clearing
As the SEC’s US Treasury clearing mandate approaches, FICC is rolling out new access models, protections and risk tools to help market participants prepare for a broader move into central clearing
Fireside chat: Advancing FX clearing for safer settlement
Developments in FX clearing are supporting the creation of a safer, more scalable settlement infrastructure
How Tokio Marine optimised efficiency with BQuant Enterprise
Tokio Marine Holdings optimises developer and user efficiency within a secure environment with Bloomberg BQuant Enterprise
The changing shape of variation margin collateral
Financial firms are open to using a wider variety of collateral when posting VM on uncleared derivatives, but concerns are slowing efforts to use more non-cash alternatives
Repo clearing: expanding access, boosting resilience
Michel Semaan, head of RepoClear at LSEG, discusses evolving requirements in repo clearing
Macro shocks force risk reset in Asia
Measuring, managing and responding to geopolitical uncertainty and volatility
AI and the next era of Apac compliance
How Apac compliance leaders are preparing for the next era of AI-driven oversight
Transforming the trade lifecycle with pricing and reference data in the cloud
LSEG is developing its cloud-based data service to reflect how financial institutions now use information to feed systems and generate insight
Institutional priorities in multi-asset investing
Private markets, broader exposures and the race for integration
LSEG streamlines post-trade efficiency across cleared and uncleared markets
LSEG’s Post Trade Solutions extends clearing-style efficiencies to bilateral markets, helping Apac clients navigate rising margin and risk management pressures
Interview: Linda Middleditch, Regnology
Regnology’s Linda Middleditch discusses its acquisition of Wolters Kluwer’s FRR business
Bringing trading-desk data into derivatives pricing models
PricingDirect’s new autocallable model, which reflects the shift towards data-driven transparency as firms rethink how they value complex derivatives
Rethinking credit risk
The challenges confronting credit risk leaders – from shifting macro dynamics and sovereign pressures to growing counterparty complexity
Fitch Solutions Toolkit for Credit Risk Leaders: enhancing credit risk management, mitigation and strategic decision-making
The Fitch Solutions Toolkit for Credit Risk Leaders is a practical guide to enhancing visibility, agility and control across the credit risk workflow
Breaking silos: agile insurance in an uncertain world
Insurers are realigning strategy and operations in the face of growing uncertainty and more complex risk
Post-trade processing: the next horizon
The changing shape of post-trade and how market demand is shaping innovation on OSTTRA MarkitWire and beyond
Stress-testing for a new age of banking
Banks are using stress-testing to fulfil supervisory requirements and inform strategic decision-making