Risk management
Easing the pressure of FRTB implementation
Recent US bank defaults have raised new questions over US FRTB implementation. But what impact would that have? Colleen Cosgrove of ActiveViam discusses the importance of FRTB, the implementation challenges ahead and how technology can help in the process
Risk analytics are key to banks’ digital transformation
Market volatility and external influences are changing the way banks manage risk. SAS Australia explores how adopting digital transformation, alongside a dynamic and agile analytics-first approach, can provide banks with real-time data for identifying…
Raising the bar on operational resilience
The FCA's operational resilience guidelines set clear expectations for how financial firms should strengthen their resilience against operational disruptions. But how are firms faring in meeting these goals?
US regional bank casualties: the Fitch Ratings view
The rapid collapse of four US banks in March raised serious questions over risk management failures and regulatory blind spots. Christopher Wolfe and Olivia Perney of Fitch Ratings discuss the root causes of the problems in the US – and concerns…
A new era for risk: the move toward ‘customer risk experience’
Research into the risk function of the future has identified a strong and accelerated drive to consider risk management as a key enabler of a great customer experience. This evolution has been termed the ‘customer risk experience’
Risk managers mull Basel-style climate standards
Risk Live: Splintered approach to stress-testing across jurisdictions “very, very worrying”, says risk expert
Risk managers warn of emerging geopolitical crisis in Asia
Risk Live: Rising political tension between China and Taiwan has bank risk management teams on high alert
Inflation could persist ‘for a very long time’
Risk Live: Buy-side risk managers say stagflation threat remains
ERM reboot: how insurers are turning risk decisioning into strategic advantage
Enterprise risk management is a powerful strategy to identify, assess and manage risks across the business. For insurers, two ERM objectives are critical: ensuring regulatory compliance and establishing a framework for healthy investment risk appetite
Cloud control: optimising cloud for risk management gains
Cloud adoption has accelerated rapidly among capital markets participants in recent years. This Risk.net webinar explores how firms can optimise their usage of cloud, driving greater efficiency, avoiding common pitfalls and keeping costs to a minimum
The information value of past losses in operational risk
The authors argue that past operational losses inform future losses at banks and that the information provided by past losses results from their capturing factors that are hard to quantify in other tests.
The case for modularity and interoperability
This report, produced by WatersTechnology and Broadridge, investigates the extent to which firms have optimized their entire trade lifecycles, the structure, challenges and interoperability of their front-office systems, and what they most value when…
Does board diversity mitigate firm risk-taking? Empirical evidence from China
The authors explore the relationship between firm risk and both demographic and cognitive-oriented board diversity.
Integrating ECL onto a stress-testing platform: portfolio composition
How to grow a portfolio that is internally consistent with a stress scenario
Leveraging compliance: the looming challenges of the post-FRTB paradigm
FRTB guidelines will soon be implemented across a wide section of the global financial industry and will introduce a mountain of complexity to risk management standards and practices. Roger Coroas, head of business development, North America at…
US banks seize chance to transfer securities from HTM to AFS
Wells Fargo, JP Morgan and Citi reclassify $34bn following new hedge accounting treatment
Decrypting crypto: understanding the requirements for successful institutional participation
Part 2 of this new white paper series continues to explore the adoption of cryptocurrencies within institutional markets.
Leaders’ panel: risk culture 2.0: redefining attitudes and behaviours in an era of change
Amid an increasingly complex risk landscape, regulators’ expectations around culture and conduct have become more stringent.
ESG strategies special report
This Risk.net special report sponsored by SAS features a series of articles that reflect on the latest initiatives for consistent standardised global frameworks for measuring ESG, consider the methodologies investors are using to make measurable progress…
JSCC and the future of clearing and settling yen-denominated trades
The Japanese Securities Clearing Corporation (JSCC) explores how market participants can benefit from a wide array of yen products while accessing robust risk and margin management frameworks with a high level of transparency
Integrating ECL onto a stress-testing platform: credit risk characteristics
How credit loss in the ECL process can leverage changes in the credit risk profile of a portfolio during a stress scenario
Integrating ECL onto a stress-testing platform: scenarios
Strategies for producing stress-testing ECL values that comply with IFRS 9, as well as CECL standards
At US banks, less than 50% of liquid assets classified as AFS
Goldman Sachs reported smallest proportion relative to HQLAs across US banks subject to LCR