Not everyone thinks making a statement on ESG would work against client interests
Fund giant hopes roll-out of tech in 2022 will deliver greater efficiency and pricing benefits
Managers adopting ESG metrics in counterparty evaluations may exclude dealers that aren’t up to scratch
Archegos, GameStop, the last days of Libor – markets just about coped in a bleak and disorderly year
Latest Bank of England data shows first increase since Q1, 2020
Spreads on swaps and forwards likely to widen as banks adjust to capital-intensive regime
XVAs and counterparty credit risk for energy markets: addressing the challenges and unravelling complexity
In this webinar, a panel of quantitative researchers and risk practitioners from banks, energy firms and a software vendor discuss practical challenges in the modelling and risk management of XVAs and CCR in the energy markets, and how to overcome them.
Only 9% say front-line staff have climate role today – specialists call for better metrics and link to pay
Higher capital requirements also at Barclays, Lloyds and NatWest, with HSBC the only outlier among top UK banks
Requirement to include exposure spikes linked to swap payments within EEPE models prompts blowback
Big FX venue operators offer way to reduce overallocation of credit
Basel III updates take a more sensitive approach to calculating risk weightings and capital charges. Paul Whitmore, global head of counterparty risk solutions at Fitch Solutions, explains how credit risk professionals can prepare
Dealer’s giant loan portfolio hit the hardest among 23 participating banks
The call was for a participant in the CCP’s clearing services that cover IRS, CDS and exchange-traded financial products
With margin requirements a potential drain on financial resources, delivering healthy returns while meeting regulatory obligations is paramount. To help participants optimise more of their risk, Varqa Abyaneh, chief product officer, Quantile, discusses…
The authors examine how liquidity is exchanged in different types of Colombian money market networks (ie, secured, unsecured and the central bank’s repurchase networks) as registered in the local financial market infrastructure.
Average bank CET1 capital ratio fell 71bp through Trim process
Can a centenarian maths idea speed up the calculation of forward sensitivities?
Credit, market RWAs ebbed over the year
Credit conditions had eased in Q3 and Q4 2020, but were expected to get tougher in Q1
At Citi, counterparty credit RWAs for OTC portfolios increased 51%
Effects of credit deterioration offset by disposals, portfolio reductions
Risk Awards 2021: digital bets and customer-centric model paid off during pandemic
Risk.net research finds 28 of 50 large companies now have CSAs – but has the trend run its course?