Political risk
Ukraine nuclear scenarios: black enough for you?
A nuclear strike on Ukraine would open the door to the pit; our readers guessed how markets would fare, with surprising results
New investor solutions for inflationary markets
Geopolitical risks, price volatility, clashing cycles, higher interest rates – these are tough times for economies and investors. Ahead of the 2022 Societe Generale/Risk.net Derivatives and Quant Conference, Risk.net spoke to the bank’s team about some…
EU banks add overlays as crises evade modelling
Lenders buttress provisions against unpredictable fallout from Russia's invasion of Ukraine
No link between geopolitical risk signals and returns – hedge fund
Gauges of geopolitical risk are better at predicting volatility than equity returns, research from XAI finds
Geopolitical risk models not ‘rigorous’ enough, says quant
Joseph Simonian believes game theory and reinforcement learning could improve matters
Geopolitics, volatility and transformation: the top trading and intraday risk management concerns
At a recent webinar held by ICE and Asia Risk, experts discussed how they are dealing with unprecedented global events and the subsequent impacts on volatility
Fog of war: the struggle to manage geopolitical risk
Financial firms ponder how to factor the Ukraine conflict and wider global unrest into stress-testing
OCC sees sharp drop in ransomware attacks on US banks
OpRisk North America: drop-off confounds expectations and mystifies regulators
As geopolitical risk spikes, a major index gets a revamp
Geovol risk gauge built by Nobel laureate Robert Engle to become Global Covol
UniCredit takes 92bp core ratio hit as Russian risks bite
Italian lender books €1.2bn of provisions, €9.5bn of new RWAs
EU banks kept building Russian exposures as sanctions loomed
Latest EBA data shows the bloc’s lenders cut holdings of government debt securities, but increased commitments to private sector
Banks tout CCAR-style stress tests for emergent risks
Extreme-but-plausible scenario planning is being applied to geopolitical events such as Ukraine conflict
Top 10 operational risks for 2022
The biggest op risks for the year ahead, as chosen by senior industry practitioners
Top 10 op risks 2022: geopolitical risk takes centre stage
Ukraine invasion, western sanctions and Russian response seen driving big rise in cyber and supply chain risks
Raiffeisen’s Russia assets hit new high at end-2021
The Austrian lender kept growing its balance sheet in the country even as Moscow’s manoeuvres put it on a path to all-sweeping sanctions
SRB faces tough choices over Sberbank Europe failure
Both resolution or liquidation could lead to losses for public purse, depending on client base
Ukraine invasion clouds rates consensus trades
“Old school” US macro trades are back in fashion, but geopolitical risks add uncertainty
Don’t follow the models: they’re lost, too – risk managers
Risk USA: managers cite Covid, repo crisis and geopolitical risks as examples of model failures
Kuwait dispute leaves SWF without a head or full board
Fiscal battle between monarch and parliament keeps top positions at sovereign wealth fund vacant
Heightened operational risks in a changing world
Christoph Kurth, partner and member of the global financial institutions leadership team at Baker McKenzie, discusses the growth of conduct and operational risks in the light of the pandemic, including those caused by mass home-working, the enhanced…
Top 10 op risks 2021: geopolitical risk
Stimulus unwind, Covid nationalism and regime changes spell volatile operating environment
Top 10 operational risks for 2021
The biggest op risks for the year ahead, as chosen by senior industry practitioners
The spillover effect of the Bangladesh Bank cyber heist on banks’ cyber risk disclosures in Bangladesh
This study examines the spillover effect of that cyber heist on the cyber risk disclosures of the banking sector in Bangladesh.
To offset US sanctions risk, banks bake in China loan clauses
Global lenders seek to hedge against the threat of US sanctions on China – which seems unlikely to ease under Biden