Should capital charges be calibrated to climate risk? European banks test the waters
This study focuses on the analysis of long-run and short-run relationships between Brent crude oil spot and futures prices during the first Gulf War (1990–91) and the global financial crisis.
Extended to nearly 50,000 firms, UK regime aims to pinpoint responsibility, from money laundering to #MeToo
Supervision chief warns on new risks from machine learning bias
Global warming threatens to upend everything risk models take for granted
Risk USA: Nobel laureate’s new ‘Geovol’ model suggests geopolitical risk no higher than during past 20 years
Banking regulators remain focused on expanding and developing the range of stress-testing regimes across the globe to maintain stability, monitor emerging risks and avoid another financial crisis. Here, a forum of industry leaders discusses the evolution…
This paper analyzes the relationship between debt and the production decisions of companies active in the exploration and production of oil and gas in the United States.
As regulatory stress tests evolve and a new age of stress-testing approaches, firms are looking to maximise value by making the most of scenario-based analytics. John Voigt, principal solutions manager at SAS, explores the importance to institutions of…
Political journalist Robert Peston has grave concerns over the future of Britain, seeing profound risks with or without Brexit
Does the cultural and demographic experience of Japan apply to a heterogeneous grouping of nations that have no common monetary policy or a unified social outlook?
Alpha generation can be an elusive goal, particularly when trading volatility. Three different approaches to trading volatility were discussed by a panel looking at the role of systematic and carry strategies in finding profit in a high-volatility world
This paper investigates the systemic risk of China’s banking sector via network analysis and differential DebtRank from 2007 to 2016.
In this paper, the rules of selected major CCPs (LCH, CME, Eurex and ICE) are reviewed for both their end-of-waterfall procedures and the rights granted to clearing members in end-of-waterfall scenarios.
As the FOMC returns to more active management of its key target rate, Federal Funds futures have experienced dramatic growth.
As expansion of SMR to smaller firms looms, regulator says plenty of bankers are under scrutiny
The week on Risk.net, August 24–30, 2019
Total stock of NPLs hits €663 billion
Widening risk imbalances between eurozone member states threaten monetary union, says Italian regulator