Risk management
Credit risk meets insurance risk: a unified framework
Extending the influential CreditRisk+ model for portfolio credit risk modeling, the authors propose adding a continuous-time extension to the model.
BlackRock appoints Pierre Sarrau as chief risk officer
Current CRO Edward Fishwick will be head of research at BlackRock’s RQA group
Will Iosco’s guidance solve pre-hedging puzzle?
Buy-siders doubt consent requirement will remove long-standing concerns
LSEG streamlines post-trade efficiency across cleared and uncleared markets
LSEG’s Post Trade Solutions extends clearing-style efficiencies to bilateral markets, helping Apac clients navigate rising margin and risk management pressures
How window-dressing distorts US repo markets
Banks crush their repo balances periodically to massage systemic indicators, with far-reaching consequences for borrowing rates
SS&C Algorithmics: winner’s interview with Curt Burmeister
SS&C Algorithmics wins three categories in this year’s Markets Technology Awards in addition to Technology vendor of the year at the Risk Awards
Want to be a quant? Here’s how (and how not) to get hired
Stay curious, be a team player, speak well – and don’t be big-headed
For tomorrow’s quants, Python is essential; AI isn’t
Proportion of PhDs in quant teams is sliding, as employers focus on all-round skills
EBA to weigh in on credit spread risk conundrum
Industry confusion persists over which products in banking book are affected by spread changes
Determining the perception of operational risk management practices based on demographic factors in the South African banking sector
The authors present and analyse a survey of various demographic groups and their perception and understanding of risk management in South African banks.
Vendor spotlight: Credit risk management solutions, 2025
Credit risk and portfolio management across the trading and banking books
Goldman’s credit reporting proposal sparks criticism
Shift to end-of-day and next-day reporting on large portfolio trades seen as step back for transparency
Invite us to your cyber war games, Finra urges members
Risk Live North America: Regulators and broker-dealers would benefit if watchdogs had a seat at the table during these exercises, says senior Finra exec
Technology advisory firm of the year: KWA Analytics
With a focus on strategy and scalability, KWA Analytics improves clients’ operations in Japanese power, biofuels and certificates
Energy Risk Asia Awards 2025: The winners
Winning firms showcase the value of prudent risk management amid challenging market conditions
EU banks fear tumbling rates will upset their IRRBB balance
As rates decline, hedging two separate tests of vulnerability becomes more difficult
DFAST fashion: emerging trends from 12 years of US stress tests
The banks that breach buffers, the assets that perform best under stress, and other insights from Dodd-Frank Act stress-testing exercises
National geopolitical risk perception and corporate innovation
The authors investigate how national geopolitical risk perception can impact corporate innovation behavior and its underlying mechanisms.
How FX pricing is adapting to Trumpian markets
Dealers are tying pricing engines to new signals in effort to cope with out-of-the-blue moves
SRT growth raises fresh questions on valuation and risk
SRT growth and the implications for banks, investors and regulators
Trump’s FX impact: a tale of two terms
Traders say Trump version 2.0 is already proving a much trickier task to manage than the original, and have had to adapt