Credit risk
Largest funds face more equity and credit risk six months on
But industry sees less interest rate risk and inversely exposed to volatility
Capital hit from death of 0% sovereign weight 'not enormous'
Banks would have to raise equity equal to 0.7% of current levels, ESRB finds
Hit the floor: banks fear Basel curbs for capital models
Regulators argue a backstop is needed to avoid too-low modelled numbers
Risk Books: Risk Culture and Effective Risk Governance
Patricia Jackson discusses her new book and the different factors that influence an effective risk culture.
Liquidity risk management: Assessing and planning for adverse events
Content provided by IBM
Examining the current state and future direction of enterprise stress testing
Content provided by IBM
Best market practice for calculation and reporting of wrong-way risk
Content provided by IBM
Microfinance boom could be bubble, some fear
More lenders are vying for a small pool of creditworthy intermediaries
Path-consistent wrong-way risk
A copula-based model for wrong way risk
Resilience, underbanking and overlending in Latin America
Surviving disasters needs more than a BCM plan
Hedge funds, securitisation and leverage change P2P game
The institutionalisation of P2P lending is creating new risks, critics warn
Short-rate joint-measure models
A joint-measure model combining Q-measure and P-measure
How regulatory stress testing is shaping the future for banks
Content provided by IBM
Toward active management of counterparty credit risk with CVA
Content provided by IBM
UK insurers cautioned on Solvency II credit risk assumptions
Regulator challenges "mechanistic re-application" of matching adjustment
Risk Books: Risk Transparency
Sanjay Sharma talks about risk transparency and how his book helps achieve it.
Risk managers defend IRB against Tarullo criticism
Banks insist credit risk approach can be fixed - and remains more sensitive than stress tests
Energy markets need more than second-hand credit models
Financial models fall down in energy markets, argues Kaminski