Risk management
EU snub to clearing carve-out hurts optimisation efforts
Forcing firms to clear risk-reducing trades would squeeze collateral and potentially hike liquidity risk, dealers warn
Ion: after the hack, the clean-up
Some clients now using Ion systems again, but synchronising data with CCPs could take days
Navigating the volatility and complexity of commodity markets
Commodity markets have experienced significant challenges since the Covid-19 pandemic, the conflict in Ukraine and the subsequent sanctions imposed on Russia. These unprecedented events have caused fluctuations in supply and demand, disrupted global…
Risk solutions house of the year: BNP Paribas
Risk Awards 2023: Liquidity swaps provided safety net for European utilities at height of energy crisis
Structured products house of the year: JP Morgan
Risk Awards 2023: Tech investment propels fixed income expansion and back-to-back autocall hedges
Transforming risk controls for next-level decision-making
In an exclusive Risk.net panel session, convened in collaboration with ServiceNow, experts discussed the unique challenges facing risk and resilience practitioners, and the utilisation of frameworks and risk quantification for optimal decision-making…
ESG: the new risk factor in your portfolio
Risk officers, managers and quants at leading buy-side firms are experimenting with ESG as an ‘alpha enhancement’ to day-to-day risk management, to stay ahead of the pack and boost profit-and-loss margins
Leveraging data science for next-generation risk and P&L
Alexei Tchernitser, director of analytic solutions at Quantifi, discusses the impact data science has had on next-generation risk, and profit and loss (P&L)
Digital banks: harnessing technology to deliver growth
In their relatively short lives, digital banks have needed to navigate some choppy waters, but the stormy economic outlook for 2023 could mean the roughest seas are yet to come. Weathering the storm will require digital banks to make astute technology…
Optimising balance sheet management in today’s market conditions
Financial institutions are going to continue struggling with challenges and volatility in 2023
Machine learning for categorization of operational risk events using textual description
The authors summarise ways that machine learning can help categorize textual descriptions of operational loss events into Basel II event types.
Complying with climate risk framework standards for streamlined processes
Financial institutions worldwide are actively studying ways they can integrate climate risk management into their more traditional risk frameworks
The quant investor harnessing the power of ants
Swarm Technology designs network of trading algorithms that mimics hive mind of insects
Explainable artificial intelligence for credit scoring in banking
The authors put forward an explainable machine learning model predicting credit default using a real-world data set provided by a Norwegian bank.
HSBC hits up rivals to strengthen US risk team
Bank hires from BNPP for US CRO and BofA for head of model risk management
Securities house of the year: Shenwan Hongyuan Securities
Asia Risk Awards 2022
Derivatives law firm of the year: Linklaters
Asia Risk Awards 2022
RMB house of the year: Standard Chartered
Asia Risk Awards 2022
Operational risk management solution: MetricStream
Asia Risk Awards 2022
Technology vendor of the year: Murex
Asia Risk Awards 2022
Risk management consultant of the year: KPMG
Asia Risk Awards 2022
Liquidity risk solution of the year: Oracle Financial Services
Asia Risk Awards 2022
A chilly reception for climate risk capital
Bankers don’t believe climate-adjusted risk-weights will enter EU prudential framework – not for now, at least
Risk applications and the cloud: driving better value and performance from key risk management architecture
Today's financial services organisations are increasingly looking to move their financial risk management applications to the cloud. But, according to a recent survey by Risk.net and SS&C Algorithmics, many risk professionals believe there is room for…