Risk management
Basel III endgame: overall relief hides winners and losers
G-Sibs gain from surcharge reform while AOCI hits regional banks
Mastering market uncertainty
Unlock the new era of risk management with a modern framework
A global governance framework for generative artificial intelligence in financial risk management: empirical insights on mitigating hallucination and opacity in the augmented intelligence era
The author proposes a six-pillar governance framework for generative-AI applications in financial risk management.
Managing geopolitical risk in petroleum markets
The authors demonstrate the use of futures and options derivatives to manage risk during extreme conditions in petroleum markets through an analysis of historical shocks to such markets.
Vendor spotlight: Credit risk management solutions, 2025
Crisil has adopted a platform strategy that brings together its full suite of credit risk, analytics and regulatory capabilities
We’re gonna need a bigger board: geopolitical risk takes centre stage
As threats multiply, responsibility for geopolitical risk is shifting to ERM teams
CROs shoulder climate risk load, but bigger org picture is murky
Risk Benchmarking: Dedicated teams vary wildly in size, while ownership is shared among risk, sustainability and the business
‘The models are not bloody wrong’: a storm in climate risk
Risk Benchmarking: Risk.net’s latest benchmarking exercise shows banks confronting decades-long exposures, while grappling with political headwinds, limited resources and data gaps
Markets never forget: the lasting impression of square-root impact
Jean-Philippe Bouchaud argues trade flows have a large and long-term effect on asset prices
Macro shocks prompt reset in Apac risk management
How banks and other Apac market participants are responding to this new era of uncertainty amid the frequency and severity of macroeconomic shocks
Degree of Influence 2025: Derivatives pricing dominates; quants don’t follow the AI herd
Rates and volatility modelling, as well as trade execution, top quants’ priorities
Banks hold 73% of liquidity buffer in cash and Level 1 assets, on average
Largest lenders hold highest share of central bank reserves in buffer, latest analysis shows
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.
Improving data for managing cyber risk and building resilience
The authors investigate current and proposed cyber risk reporting requirement and describe the data gaps that remain before discussing how a better and harmonized cyber incident data collection rule could improve cybersecurity.
Operational risk patterns in New Zealand banking: a clinical case study
The authors analyze more than 5000 operational risk incidents from a major New Zealand bank to document risk patterns within a concentrated, dual-regulated banking environment, showing human factors to have accounted for over half of the recorded…
Kyriba sees uptake in AI-assisted FX hedging tools
Automated data collection and cleaning helps corporates create better hedges and has cut unexplained P&L moves by 87%, says vendor
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