Risk
The RPA revolution
Doug Wendler, chief executive of Machina Automation, explains the increasing popularity and uptake of robotic process automation (RPA), focusing on how it has recently evolved and how it is expected to continue this evolution, and whether RPA’s…
The future of operational risk management
As the efficiency of operational risk management remains a top priority and pressure to maximise value increases, emerging technology could prove crucial. Nitish Idnani, leader of oprisk management services at Deloitte, explores how the oprisk management…
Making machine learning work for AML
Banks’ anti-money laundering teams are starting to utilise machine learning to combat financial criminals. Risk hosted a webinar in association with NICE Actimize to explore whether these bots can be trusted
Using data and innovation to drive business insights
Survey and report: How banks can develop unified finance and risk solutions to drive innovation, operational excellence and productivity
Responding to regulatory change in Apac – Part 3 of 3
How can firms turn compliance into a source of competitive advantage?
Range-based volatility forecasting: an extended conditional autoregressive range model
This paper proposes an extended conditional autoregressive range (EXCARR) model to describe the range-based volatility dynamics of financial assets.
Responding to regulatory change in Apac – Part 2 of 3
How can firms turn compliance into a source of competitive advantage?
Collateral management in an uncertain world
As margin reform spreads its net across the over-the-counter derivatives world, capital markets firms will need to manage an increasing volume of collateral amid changing regulation and uncertain market conditions. This white paper assesses the scale of…
Tackling local compliance in an increasingly globalised world
TMF Group’s Leon Mao, head of family business and wealth solutions in Hong Kong, explores the pressing challenges of addressing both local and global regulations to minimise regulatory and reputational risk in the Asia‑Pacific region
Goldman suffers first VAR breach since 2016
Goldman reported 45 days in the calendar quarter where it suffered a trading loss
Responding to regulatory change in Apac – Part 1 of 3
How can firms turn compliance into a source of competitive advantage?
A layer above – Gauging cloud’s latest promise for financial services applications
Cloud technology’s presence is booming, though few firms are cloud-native and its adoption has mainly been incremental. IBM undertook a survey in association with Risk.net exploring themes such as firms’ general progress towards cloud transformation, in…
Active ETFs – The next step in Asia’s ETF innovation
The exchange-traded fund space has long been dominated by passively managed funds, but active ETFs are gaining popularity among investors and issuers. Although active ETFs are not yet a mainstream investment instrument, their growing investor interest is…
Operational risk measurement: a loss distribution approach with segmented dependence
This paper proposes an approach, called the loss distribution approach with segmented dependence (LDA-SD), which can model the different dependencies of HFLI and LFHI losses in the framework of LDA.
Apac bank boards: light on risk experience
Survey of 24 large Apac bank board risk committees shows dearth of risk managers
Deutsche-Commerz merger would birth giant G-Sib
The combined bank would likely attract 2.5% G-Sib surcharge
Second-order risk of alternative risk parity strategies
In this paper, the authors provide theoretical and empirical evidence of the contribution of second-order risk to realized volatility for alternative risk parity strategies.