Accounting
In the balance redux
Mats Kjaer developes a dynamic balance-sheet pricing model for valuation adjustments
Large banks set for capital boost through Fed’s AOCI opt-out
Unrealised losses on certain assets will not longer filter in CET1 capital for non-systemic lenders
Buy-to-hold inventories empty at US banks
Mid-sized lenders have trimmed held-to-maturity portfolios the most
How bad is bad? A look at 30 small banks in China
An anxious China has rescued three banks this year. At least 25 more share some of their worst traits
Harnessing AI to achieve Libor transition
Chris Dias, principal at KPMG, explains how the vast increase in accuracy that artificial intelligence (AI) offers when dealing with large volumes of complex agreements is crucial to exploring the market opportunities and mitigating the risks of the…
Libor transition and implementation – Covering all bases
Sponsored Q&A
IFRS 9 product of the year: Moody’s Analytics
Asia Risk Technology Awards 2019
IFRS 17 solutions provider of the year: FIS
Asia Risk Technology Awards 2019
Natixis defers €120 million of trade profits in H1
French bank builds valuation reserve by 41% year-on-year
Big EU banks’ Level 3 assets up 25% in 2018
Hard-to-value assets rise €35 billion year-on-year
Danske’s profits drop 22% as impairment charges surge
Corporates & institutions unit incurred loan impairments of DKK520 million
Fed stress test AOCI wallop softens in 2019
Fourteen participants see projected capital drain due to unrealised losses drop 63% year-on-year
A tech-driven transformation
A panel of experts explores how greater collaboration between risk and finance teams can garner significant benefits and add value, how technological innovation is making the regulatory landscape more complicated to navigate and produce transformative…
Risk and finance – Better together
Changing regulations and new accounting standards are creating enormous challenges for financial organisations. Thorsten Hein, principal product marketing manager, risk research and quantitative solutions at SAS, explores why, to successfully meet these…
Risk premia strategies – Lessons learned for the future
After a difficult 2018, investors are increasingly wary of risk premia, concerned that factors leading to underperformance might be a recurring problem. Imene Moussa, executive director at UBS, clarifies this issue
Barclays, HSBC, StanChart saw Level 3 assets rise 10% in 2018
Transition to IFRS 9 may be behind the increase
Libor reform threatens hedge accounting for loans
Changes to loan terms may nullify contracts and create balance sheet volatility