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.
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.
The European Central Bank’s soft approach could be storing up trouble for the future
Copulas can still deliver if chosen with due attention to intuition and data, says quant fund chair
Biggest lenders may have to limit repo activity to manage leverage capital, observers say
Final winners announced: Citi wins derivatives house, lifetime award for Ken Griffin
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…
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
Conflicting results fuel arguments over dividends and buybacks
As the region continues to undergo major changes, we look to what the future may hold
Asia Risk 25: Code’s creators considering updates to sections on last look and pre-hedging
Asia Risk 25: Asian lenders eye technology and data to help tame disruptors on their turf
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.
Asia Risk 25: Even as the level of regulatory scrutiny peaks, meaningful change eludes the region’s banks
The author assesses the quantitative effects of the recent proposal for more robust bank capital adequacy.
A client’s guide to reducing XVA in times of need
Surveillance firm already using aggregate info to tackle best execution questions
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…
Risk Live: stress tests should assume rising carbon price, regardless of government policy, says Breeden
Also: Deutsche draws fire and AML fine over Danske trades. Data by ORX News
A contested result was unexpected, but scenario planning meant banks weren’t unprepared
Dealers push to move derivatives funding costs out of P&L following March’s outsize losses