Risk management systems, processes and real-time data aggregation techniques are rapidly evolving across financial institutions against a backdrop of high market volatility and rapid technological development
This special report explores the ongoing impact of higher interest rates on bank capital and liquidity, and the steps they are taking to shore up their liquidity risk management practices in the current environment.
Vendors spy opportunity in demystifying and democratising – opening up markets and methods to new users
Unstable markets have forced corporate treasurers to adopt whizzier methods for managing currency exposures
The authors investigate risk in relation to peak-to-valley market drawdowns and aim to gain insights into the drawdown behaviour of asset classes across time intervals.
At least three systemic banks in Europe intend to ditch IMA for capital requirements
As concerns around financial crime escalate, financial institutions and regulators are placing greater emphasis on combined FRAML solutions. For financial institutions the benefits of an integrated FRAML platform include improved capabilities,…
As technology advances at lightning speed, AI brings its own, not inconsiderable, risks. How, then, are today’s risk managers using AI tools to their best advantage – and what threats do they face along the way? In a Risk.net webinar, sponsored by FIS,…
Exchange rate risk management for contractors within a hybrid payment scheme: a case study in Punta del Este, Uruguay
The author proposes methods for how contractors may attempt to mitigate exchange rate risks in hybrid payment systems and validates these with empirical data from a hypothetical project.
Following three years of disruption caused by the Covid-19 pandemic, senior risk managers, risk management consultants and CROs from the banking and insurance industries gathered in Singapore for Asia Risk’s CRO Club roundtable
We carry out a review of the management of legal risk in Polish banks and use empirical research to demonstrate how these risks are managed.
Revolutionising liquidity management: harnessing operational intelligence for real‑time insights and risk mitigation
Pierre Gaudin, head of business development at ActiveViam, explains the importance of fast, in-memory data analysis functions in allowing firms to consistently provide senior decision-makers with actionable insights
Op Risk Benchmarking: Banks recognise risks in transformation, but struggle to measure them
A recent series of Risk.net webinars explored the banking crisis, interest rate risk and revamping banking asset-liability management practices. In the series, panellists dissected what went wrong and identified early lessons. Fast forward to the close…
This webinar explores how artificial intelligence (AI) can strip out the overheads and effort of rapidly modelling, monitoring and mitigating risk
Core-Payments for business leaders: why real-time access to payment data is key to long‑term business success
Business leaders require easy access to timely, reliable and complete information across post-trade processes. Aside from the usual requirements of senior managers to optimise for risk, revenues and costs, they increasingly need to demonstrate to their…
The author investigates the relationship between climate change and credit risk characteristics of individual obligors and portfolios of credit obligations.
Regulators are pushing banks to map their credit spread risk. Here be dragons?
Hike in capital expenditures and tax payments drives decrease
In a webinar hosted by Risk.net, panellists explored the evolution of risk management and shared their views on best practices
Dmitry Pugachevsky, director of research at Quantifi, explores why building an accurate and robust interest rate curve has considerable implications for a broad range of financial operations – from setting benchmark rates to managing risk – and hinges on…
Risk managers have a tried and tested toolkit for market risk, but recent events and developments have highlighted the need for increasing rigour around liquidity risk and climate risk. This webinar explores the evolving scope of buy-side risk management…
The authors put forward a novel automated validation tool, based on US Federal Reserve and Office of the Comptroller of the Currency regulatory guidance, which is used to to validate predictive models for financial organizations.
There has been constant change within the landscape of financial reporting, and IFRS 9 has proven a critical component. Watch this webinar to find out how financial institutions can effectively implement IFRS 9 while remaining forward-looking and…