Risk management
Thin-skinned: are CCPs skimping on capital cover?
Growth of default funds calls into question clearers’ skin in the game
Markets Technology Awards 2025 winners’ review
Vendors jockeying for position in this year’s MTAs, as banks and regulators take aim at counterparty blind spots
An AI-first approach to model risk management
Firms must define their AI risk appetite before trying to manage or model it, says Christophe Rougeaux
Op risk data: At Trafigura, a $1bn miss in Mongolia
Also: Insurance cartels, Santander settlement and TSB’s “woeful” customer treatment. Data by ORX News
Distributionally robust optimization approaches to credit risk management of corporate loan portfolios
A new approach to manage credit risk in financial institutions - the empirical divergence-based distributionally robust optimization - is proposed and shown to alleviate the challenges of sample sparsity and data uncertainty in credit risk modeling.
A method of classifying imbalanced credit data based on the AC-CTGAN hybrid sampling algorithm
The authors put forward a novel method with which to identify risk in consumer credit data and demonstrate its enhanced generalization ability compared to commonly used methods.
Unraveling Lebanon’s financial crisis: the path from promise to peril, delving into a risk strategist’s own experience
The author investigates the causes of Lebanon's financial crisis which began in 2019 and puts forward suggestions with which to restore trust and stability.
Achieving a holistic view of credit risk and XVA: aligning strategy, regulation and technology
As financial landscapes grow more complex, managing credit risk and XVA requires strategies that incorporate compliance and innovation.
Artificial intelligence in crisis management: a bibliometric analysis
The authors carry out a bibliometric analysis of academic papers in the field of artificial intelligence applications in crisis management and propose potential new directions for researchers in this field.
Reimagining model risk management: new tools and approaches for a new era
The use of automation can combat the growing complexity of managing model risk due to regulation and market volatility
Adapting to ever-evolving technology for trading and risk management
The challenges faced by financial institutions, and the innovative technologies and tools that are helping organisations stay ahead in the Apac financial market
IASB cautions hedging fix won’t be perfect, but it will help
Banks optimistic that new model could prevent broken hedges driving balance sheet volatility
Op risk data: Macquarie mauled by securities mismarks
Also: Danske’s costliest branch, tedious times for TD, and WhatsApp won’t stop. Data by ORX News
LSEG Risk Intelligence: category leader in Chartis Watchlist and Adverse Media Monitoring Solutions in 2024
This white paper highlights LSEG Risk Intelligence’s category-leadership position in Chartis' quadrants. This placement is reflective of both its established industry position and its continual innovation.
August’s volatility thunderbolt rattles risk managers
Investment firms mull changes to value-at-risk models after never-before-seen spike in volatility index
EquityClear’s IM concentration hits record high
Membership dwindles as LCH SA continues to wind down service
Integrating climate into market and credit risk frameworks: what’s next?
A webinar on climate risk, discussing how and why it needs to be integrated into short-term risk assessments
Ruled out: can regulators settle the pre-hedging debate?
Market participants are at odds over the practice and whether regulation or principles can settle the score
Only human: the secret of reliable LLM workflows
Examining the strengths and limitations of LLMs and insights into how to integrate them into business workflows
Machine learning prediction of loss given default in government-sponsored enterprise residential mortgages
The authors apply machine learning techniques to Loss Given Default estimation, identifying key variables in LGD prediction and evaluating the performance of various models.
Backtesting correlated quantities
A technique to decorrelate samples and reach higher discriminatory power is presented
Banks must close the loop on counterparty credit risk
Following a series of market and industry credit risk events, regulatory scrutiny of counterparty credit risk management practices is increasing. Now, more than ever, banks must ensure they are optimising their approaches to credit risk mitigation
More disclosure touted to temper pre-hedging ills
Transparency could help investors choose a dealer, but will they use the disclosures?
Life and pensions ALM system of the year: Conning
Conning proved to be a standout vendor in the life insurance and pensions space and secured the Life and pensions ALM system of the year award at the Risk Technology Awards 2024