Risk management
Nasdaq default: rivals question direct clearing
“Was this individual margined correctly?” asks Ice’s Sprecher
IFRS 9 versus IAS 39: Opportunities in changes to hedge accounting
With financial reporting in a state of flux amid the introduction of several new accounting standards, many corporates may feel overburdened by the need to ensure accounting compliance to take full advantage of IFRS 9 from the point of adoption. Robert…
Podcast: Montoro on FRTB thresholds and non-modellable risks
Senior risk manager also argues Kolmogorov-Smirnov test is better than Chi-squared
A general framework for constructing bank risk data sets
This paper proposes a general framework for constructing bank risk data sets, which provides an integrated process from data sources to comprehensive risk data sets.
Risk evolves in springtime of energy spin-offs
New risk management challenges as firms split legacy fossil-fuel operations from renewable-focused areas
Risk.net podcast: DTCC’s Lind on FRTB, data pooling and NMRFs
As many as 70 banks globally could adopt internal model approach for market risk capital
Ibor transition valuation and risk management considerations
The impending move from interbank offered rates to alternate reference rates will require important changes to many valuation and risk management processes and infrastructure. EY Financial Services’ Shankar Mukherjee, Michael Sheptin and John Boyle…
Swiss banks’ market risk drops by $12 billion
Lower risk levels drive quarter to quarter fall
Asia moves: SGCIB makes two promotions, Natixis hires three heads, and more
Latest job changes across industry
Big firms deflect banks’ questions on third-party risks
From exchanges to software sellers, big players hang back on due diligence questions, banks say
Defining the next generation of GRC
Firms are now under pressure to significantly transform governance, risk and compliance processes. Traditional mechanisms of effective risk management and regulatory compliance are fast becoming outdated. New technologies such as machine learning and…
Risk monitoring through better knowledge-based risk processes
The aim of this paper is to propose a model that describes the integration of knowledge-based risks (via the processes of knowledge-based risk identification, analysis, evaluation and education) and knowledge-based risk repositories to support risk…
Risktech start-ups: survival of the fittest?
A new breed of vendors could change the face of risk management, if they can hang around long enough
New Chinese forex crackdown to hit corporate hedging
Despite new reserve requirement, dealers say ‘maturity’ in risk management is here to stay
AllianceBernstein digs into its own data, looking for alpha
Firm combs through information about its portfolio managers for signs of bias and bad habits
Dread of cyber attack and data theft grows at EU banks – survey
More than 60% of respondents predict a rise in op risk
Forecasting corporate defaults in the German stock market
In this paper, the authors estimate and test several default risk models using new and unique data on corporate defaults in the German stock market.
Poor governance is top factor in insurer failures – Eiopa
Internal governance and control risks primary cause of 14% of failures
