Risk management
Choice of margin period of risk and netting for computing margins in central counterparty clearinghouses: a Monte Carlo investigation
The authors provide a quantitative comparison for evaluating the impact of collecting margins in a gross-versus-net system with the margin period of risk (MPOR) set to between one and five days.
Net-zero pledges bring big unknown for credit risk
Uncertainty on how governments plan to curb emissions adds political dimension to credit quality assessments
Financial services firms take a wider approach to managing digital risk
As well as creating efficiencies and opportunities, digital transformations create more concentrated and interconnected risks for financial services firms. In a recent Risk Live panel session sponsored by ServiceNow, experts discussed how they are…
Geopolitical risk models not ‘rigorous’ enough, says quant
Joseph Simonian believes game theory and reinforcement learning could improve matters
Risk Technology Awards 2022
The 2022 Risk Technology Awards recognised products and services that helped firms steer through the Covid-19 pandemic, a testament to the winners’ resilience in the face of unprecedented disruption and the key role they play in today’s markets. This…
Key actuarial transformation trends across Apac in 2022
Digital transformation has resulted in growing market complexity. This has been heightened by both the introduction of more regulations for insurers and consumer demand for customised insurance coverage
Using portfolio management to steer your way through foggy market conditions
Post-pandemic uncertainties, market consolidations, increasingly complex portfolio compositions, margin compressions, new competitors interest rate rises. Portfolio managers are operating in foggy conditions
FX needs for Apac corporates in 2022
This white paper examines the results of a survey, conducted in association with Bloomberg, that offers insight into how corporations based in Apac interact with the FX market
The Emir Refit Playbook
The upcoming Emir Refit regulation, set to enter the European Union’s statute books in the first half of 2024, is different in substance to the regulations preceding it, although the implications of complying with it are similar: firms will need to…
Major lender hikes borrowing costs as crypto flounders
Brokers warn crypto market faces a reckoning with wrong-way risk as lenders rush to tighten terms
Finding the investment management ‘one analytics view’
This report is essential reading for buy-side risk, investment and technology leaders looking to achieve a new level of analytical insight and drive a step-change in performance
Risk culture 2.0: redefining attitudes and behaviours in an era of change
The world is a very different place than it was prior to the Covid-19 pandemic. From changing work patterns and operational change to geopolitical tensions and rampant inflation, risk departments have never been under so much pressure
The world’s fastest file system for financial services
Speed. Agility. Storage. In financial services, the need has never been greater
High-performance storage for AI and machine learning
How do you win with AI, machine learning and high-performance computing-based analytics? Speed
Deploy a scalable distributed file system — rapidly, easily and affordably
Eliminate the complexity, cost and delays of configuring a distributed file system from multiple components and manufacturers. Hitachi Content Software for File lets you design and deploy a leading edge file system — now
Hyperautomation in anti-financial crime: powering transformation
This report explores the need for banks to invest in AFC operations that are more effective and efficient
Thriving in the new resilience normal
While the Covid-19 pandemic may be largely behind us, new challenges emerge as firms renavigate and optimise operations in the ‘new normal’. Today the focus has shifted to making operational resilience scalable and sustainable. In a Risk.net panel…
How energy risk managers are responding to extreme volatility
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Geopolitics, volatility and transformation: the top trading and intraday risk management concerns
At a recent webinar held by ICE and Asia Risk, experts discussed how they are dealing with unprecedented global events and the subsequent impacts on volatility
Morgan Stanley incurs two VAR breaches
The latest backtesting exceptions put the bank one step closer to triggering a capital requirement hike
Corporates boost FX hedges as US dollar surges
Banks see more business, but also rising exposures, from corporates’ FX decision-making
In the age of bitcoin, buy side braces for 24/7 risk management
Investors forced to rethink “nine to five” mentality, as crypto exchange FTX proposes auto-liquidation model
What drives the convertible bond market?
This whitepaper looks at the key drivers that influence the convertible bond market and how it provides unique opportunities for both investors and issuers.
Take advantage of relative value credit opportunities with advanced bond analytics
This whitepaper explores the challenges of bond analytics and how access to the right analytics can provide opportunities for more comprehensive trading strategies.