Banks
Bank supervision: lessons from the post-2008 banking crisis
This paper considers the learning points from official third-party reports produced in the wake of supervisory failures that can be applied to the management of front-line bank supervisors.
Optimization of systemic risk: reallocation of assets based on bank networks
In this paper, the authors investigate the optimization of systemic risk based on DebtRank by considering two contagion channels: interbank lending and common asset holdings.
A European watchdog with more bark than bite
The European Central Bank’s soft approach could be storing up trouble for the future
My kingdom for the right copula
Copulas can still deliver if chosen with due attention to intuition and data, says quant fund chair
Ending leverage ratio relief could force US banks to downsize
Biggest lenders may have to limit repo activity to manage leverage capital, observers say
Risk Awards 2021: the winners
Final winners announced: Citi wins derivatives house, lifetime award for Ken Griffin
How can banks drive value from risktech investment?
Jeroen van Doorsselaere and Steve Hostettler, Wolters Kluwer Finance Risk and Regulatory Reporting, discuss the key findings from a recent Risk.net survey exploring the challenges, priorities and trends influencing risk teams’ investment decisions and…
Fighting financial fraud with AI
Risk and compliance professionals convened for a Risk.net webinar, How to successfully mitigate fraud – AI in action, in association with NICE Actimize to debate the use of artificial intelligence in the fight against fraud
Fed stress tests find critics on all sides
Conflicting results fuel arguments over dividends and buybacks
25 years of Asia Risk
As the region continues to undergo major changes, we look to what the future may hold
Guy Debelle on the FX Global Code and the rise of the buy side
Asia Risk 25: Code’s creators considering updates to sections on last look and pre-hedging
Asian banks bite back at big tech
Asia Risk 25: Asian lenders eye technology and data to help tame disruptors on their turf
Structural systemic risk: evolution and main drivers
This paper analyzes how systemic risk structurally evolved between 2007 and 2017. The main contributions of the paper to the literature include the methodology, analysis and potential use for macroprudential policies.
Must do better – Apac slow to curb control risk
Asia Risk 25: Even as the level of regulatory scrutiny peaks, meaningful change eludes the region’s banks
Bank leverage and capital bias adjustment through the macroeconomic cycle
The author assesses the quantitative effects of the recent proposal for more robust bank capital adequacy.
Client engineering of XVA
A client’s guide to reducing XVA in times of need
TradingHub: client data trove offers jump on market abuse
Surveillance firm already using aggregate info to tackle best execution questions
Supervisory bank risk early warning modeling: an examiner’s first line of defense
The results of this paper show that robust forward-looking statistical models are superior to backward-looking assessments of supervisory compliance, which could lead to less regulatory burden when integrated into the examination process, particularly at…
BoE warns banks: start preparing for a higher carbon price
Risk Live: stress tests should assume rising carbon price, regardless of government policy, says Breeden
Op risk data: firm-wide control fails cost Citi $400m
Also: Deutsche draws fire and AML fine over Danske trades. Data by ORX News
Why the US election fallout was not a surprise to banks
A contested result was unexpected, but scenario planning meant banks weren’t unprepared
Funding pain prompts calls to rehome FVA
Dealers push to move derivatives funding costs out of P&L following March’s outsize losses