Risk management
Risk doesn’t wait for market close
Many market participants rely on end-of-day batch systems to perform analytics and, in the current environment, they may see significant negative impacts on their business. Leila Sadiq, front-office risk head of product at Bloomberg, explores how the…
A new risk era – Recovering stronger from the pandemic
Jose Ribas, global head of risk and pricing solutions at Bloomberg, discusses how risk management at financial institutions is changing in the wake of the pandemic and the subsequent volatility, the role of regulations and how technology can help risk…
Art-secured lending: a risk analysis framework
In this study, the authors identify the three types of risks involved in an art-secured lending operation and present a framework to assess their combined effects via a Monte Carlo simulation.
A tale of two (or three, or four) models
Performance measure based on quality of replicating portfolios outperforms ‘P&L explain’, new paper claims
Elevating enterprise resiliency practices to combat business challenges and disruptions
Hosted by Risk.net and RSA, this webinar explores the latest in enterprise resiliency strategies and how they can be effectively communicated throughout all parts of your organisation
Margin scuffle at Eurex blurs lines between risk and returns
Disagreement over liquidity risk add-ons may owe more to self-interest than risk management
Managing AML and fraud – A risky business requires a risk-based approach
This webinar explores how to meet AML and fraud management obligations while empowering core businesses to remain competitive and innovative
Operational risk – Unleashing the power of AI to mitigate financial crime and manage conduct risk
Big data, data mining, machine learning and artificial intelligence have revolutionised how industry manages and mitigates risk. In light of the Covid-19 pandemic, what impact has this had on financial crime, what risks does remote working pose and how…
Covid-19 – Developing resiliency to ensure business continuity
Covid-19 has forced firms worldwide to question how they plan for, build and maintain resiliency to ensure business continuity. With operational and cyber risk departments now firmly concentrating on pandemic action plans and emerging risks, this webinar…
Buy side eyes outsourced trading amid Covid disruption
Pressure on trading continuity drives in-house desks to look outwards
CME was ill-prepared for negative oil prices, FCMs say
Bourse draws criticism over timing of options model change; delay in sending key margin file
TMX backs down on blanket margin hike after members revolt
Canadian CCP will review methodology and apply margin multipliers at the product level
Utilising technology to integrate capital management and stress-testing
This webinar explores how stress-testing has evolved over the past few years and how financial institutions can benefit from leveraging models in capital planning
Uncharted waters
How pension plans can better equip themselves for a period of economic upheaval. By Matthew Seymour, RiskFirst, a Moody’s Analytics Company
Uncleared margin – The changing needs of buy-side firms
Raf Pritchard, head of triResolve, discusses the initial margin calculation and collateralisation challenges for firms coming into scope under phases five and six of the uncleared margin rules
Building a holistic GRC framework in fragmented Asia-Pacific markets
This webinar explores best practices in meeting regulatory and data governance requirements in fragmented markets
ABN winds down Ronin books after Vix losses
$200m loss suffered by bank’s clearing business is thought to be mystery second default
Global investing under water? – Climate change could leave equities exposed
As impending global changes brought about by climate change loom, one issue in particular threatens to cause massive losses to institutional investors – rising sea levels. David Lunsford and Boris Prahl, of MSCI, explore where, despite the efforts of…
Three strategic priorities to meet the new FFIEC regulations
This webinar analyses the key challenges and strategic priorities for firms to meet the evolving requirements for operational resilience
Measuring economic cycles in data
This paper determines if enough data is available for forecasting or stress testing, a better measure of data length is required.
At Numerai, real-world figures need not apply
AI hedge fund CEO sees the light in black-box technology
Funds try to predict behaviour of mystery investors
New EU rules on liquidity stress-testing force fund managers to hunt out clues on investors
The impact of climate change on banks
Over the past few years, concern and public discussion around environmental damage and climate change – and their social impacts – have increased dramatically. Peter Plochan, principal risk management advisor at SAS, discusses some key ideas to allow…