Lacima’s consistent approach between trading and risk has allowed it to dominate the enterprise risk software analytics and metrics categories for nearly a decade
The aim of this paper is to use a model-free, nonparametric approach based on the method of maximum entropy in the mean to solve the capital risk allocation problem.
Lender joins other banks in translating physical and transition threats into controls framework
This paper proposes a simple and robust expected shortfall estimation method based on the tail-based normal approximation.
Finalto’s rebrand of TradeTech Alpha, TradeTech 360 and CFH reflects the move towards full integration and assimilation of these companies. The name Finalto describes the vision of the business: next-level financial markets, and reflects the company’s…
This webinar explores how to build resilience across an organisation, discussing actions and measures companies are currently taking to become more agile, adaptable and able to future-proof their business growth
Risk technology, data strategy and innovation audiocast series (part 2 of a series of 3)
This paper revisits the procyclicality issue in risk-based margin models and provides additional insight on procyclicality mitigation techniques.
Amid 2020’s Covid-19-related market turmoil – with volatility and value-at-risk (VAR) measures soaring – some of the world’s largest investment banks took advantage of the extraordinary conditions to notch up record trading revenues. In a recent Risk.net…
As ESG investors eye commodities, issues around measurement and management are unearthed
This white paper takes a current view of market risk management, its growing complexity and how it can be transformative to institutions as the industry is widely recognising what are the right approaches to addressing evolving risks.
There seems little logic to the price of meme assets – but bold investors can protect themselves, says tech expert
The events of 2020 have propelled liquidity and collateral management to the top of the priority list for many buy-side organisations. A recent survey by Risk.net and Eurex explores how derivatives strategies are changing in response
Even prior to the Covid-19 pandemic, insider threats were reported to be increasing with 48% of firms indicating that incidents were on the rise within their organisations. Where are so many firms going astray?
Hitachi ABB Power Grids’ dominant position in Energy Risk’s 2021 Software Rankings reflects its deep understanding of current market challenges
Conservative capital buffers may not be enough to protect against tail events
A general framework for the identification and categorization of risks: an application to the context of financial markets
This paper is, to the best of the authors' knowledge, the first to develop an algorithm-based and generally applicable framework that generates an extensive and integrated identification and categorization scheme of certain risks by using text mining and…
Treasurers seek flexibility in cashflow hedging as pandemic-related supply chain disruptions bite
The impact of culture upon operational risk management guidelines in the banking sector of selected Asian countries
The central banks of different countries regulate ORM according to the specificities of their national banking industry. This paper tests the hypothesis that such regulatory openness results in legal texts that are highly influenced by the culture of the…
Effective risk policies may be elusive, but they’re a must, say two veterans of the art
Super-regional, soon to be US’s fifth-biggest bank, switches risk chief
In this paper, we propose a conceptual framework that links the technical and business benchmarks in the domain of clearing houses and securities exchanges.