A repo haircut model extends a previous solution for long-only strategies
This WatersTechnology rapid read report explores the transformative potential of LLMs in financial services, offering insights into the evolution, challenges and positive impacts on decision-making processes in capital markets
The market for biofuels is undergoing transformative change, driven by ambitious regulation and rising demand from corporates looking to decarbonise to hit net-zero pledges.
Margin shortfall is largest on record for the CCP and bucks wider trend across global clearing houses
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
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
Unveiling the impact of cloud technology and data analytics, empowering institutions to enhance their calculations and cut operational costs. Redirecting focus to critical business decision-making and profitability follows suit
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…