Regulation
Pricing in volatile markets and potential regulatory impact
A combination of volatile and turbulent prices, challenges for valuation and the introduction of the US Securities and Exchange Commission (SEC) Rule 2a-5 means data specialists are more essential than ever for investment firms
Market blocked in by volume caps on European DLT regime
Limited scope of pilot project risks holding back issuer and depository participation
ESG strategies special report
This Risk.net special report sponsored by SAS features a series of articles that reflect on the latest initiatives for consistent standardised global frameworks for measuring ESG, consider the methodologies investors are using to make measurable progress…
First Citizens closer to tighter rules after SVB deal
With assets more than doubling to $219bn, acquisitive bank flirts with category III designation
Behnam comments fan JSCC hopes for US client clearing
Japan clearing exec welcomes CFTC chair’s pledge to keep discussing OTC clearing status for non-US houses
Integrating ECL onto a stress-testing platform: credit risk characteristics
How credit loss in the ECL process can leverage changes in the credit risk profile of a portfolio during a stress scenario
Integrating ECL onto a stress-testing platform: scenarios
Strategies for producing stress-testing ECL values that comply with IFRS 9, as well as CECL standards
OK regulator? How AI became respectable for AML controls
Dutch court case pressures supervisors to accept new tech; explainability the key challenge
Reading between the fines: a deep dive into financial institution penalties in 2022
Fenergo’s latest research report on financial institution penalties in 2022 is available now. Key analysis shows that fine values in Apac were just 0.77% of what they were in 2021
Regulatory reporting: firms seek flexibility, automation and the cloud
This report focuses on the state of play across the industry with regard to regulatory reporting
Penny stock case may hold key to SEC dealer definitions push
Court ruling could set precedent for legal battles over controversial proposal
OTC share of EU gas derivatives surges to 25%
Energy price cap may supercharge flight from ETDs and affect CCPs’ ability to manage risks, Esma warns
UK’s plans to ditch share trading rules threaten liquidity
Asset managers say London’s decision to relax EU equity regime will fragment liquidity – with unpredictable consequences
Raising the bar on real-time trade controls with next-gen tech
In an exclusive Risk.net panel session, convened in collaboration with Droit, experts discussed the evolving challenges and opportunities resulting from tighter regulations, and tips for building a future-proof real-time trade control framework
PBoC deposit requirement hits FX hedging, again
Reinstated rule hikes forwards costs and dents volumes, but volatility sees corporate demand persist
Complying with climate risk framework standards for streamlined processes
Conscious that climate change affects all sectors of the economy, financial institutions are realising the significant impact this will have on their customers and, ultimately, their own profit margins.
Bot’s job? Quants question AI’s model validation powers
But supervisors cautiously welcome next-gen model risk management
Getting op resilience right: breaking down silos and developing a cohesive data strategy
As banks further define their frameworks for operational resilience, firms are now grappling with developing a cohesive data strategy, correlating regulatory expectations and defining concrete outcomes. This Risk.net webinar covers how leading banks are…
Podcast: Leveraging real‑time data feeds for faster business decisions
The markets have been on a very volatile ride in 2022, which makes low-latency data more crucial to the business
Spat over Toyota deal stalls vote on easing term SOFR curbs
ARRC concerned by use of forward rate in securitisations, stands firm on swaps restrictions
Howson on steering Cboe past potholes and traffic cops
Head of world’s largest options exchange discusses SEC regulation and SPX appeal
Risk contagion and bank stability: the role of credit risk and liquidity risk
The authors put forward a systemic risk measurement model and measure systemic risk in China's banking sector for the period 2013-18.
Front-office reboot: how new technology, machine learning and data science are reshaping trading
With increasing regulatory scrutiny and market volatility, trading desks are seeking tools to help improve operational efficiency, streamline decision making and successfully manage risk. In this Risk.net webinar, viewers will learn about the front…
SCRA Best practice guide
The financial world has been familiar with the Basel III framework since its inception in 2010 and countless hours have already been spent tackling the 1,626-page tome and its various amendments over the years.