Shining a light on fixed income

• 26 Sep 2023 | 15:00 GMT

Traditionally, fixed income as an asset class has presented market participants with a number of challenges due to the over-the-counter (OTC) model by which the bulk of securities are traded. Observable market data, especially for infrequently or thinly traded instruments, is sparse or even totally absent, which impacts firms’ abilities to accurately price/value such instruments, while gauging market depth (liquidity) is similarly challenging. However, a number of initiatives are currently underway that will shine a light on the global fixed-income markets, and by so doing provide participants with greater transparency and granularity to support their pricing and liquidity functions.

This webinar will focus on:

• The current challenges facing market participants when it comes to trading OTC fixed-income securities
• What ‘transparency’ means practically to market participants and how market infrastructure and data providers can help increase transparency in the fixed-income markets
• The business and operational benefits accruing to participants on the back of increased transparency in the fixed-income markets

New trends in interest rate and liquidity risk management

• 28 Sep 2023 | 15:00 GMT

The dust has settled six months on from Silicon Valley Bank’s (SVB’s) and Credit Suisse’s failures, lessons are clearer and the regulators are getting their ducks in a row.

A recent series of Risk.net webinars looked at the banking crisis, interest rate risk and revamping banking asset-liability management practices. Back in April our panellists dissected what went wrong and identified early lessons; fast forward to the close of summer and we’re still seeing how these lessons are manifesting as changes to interest rate and liquidity risk management best practice.

In this instalment, the expert speaker panel will consider:

• Supervisory risk and getting the balancing act right as regulatory requirements shift
• The expectations for scrutiny of interest rate risk and liquidity risk models, following SVB and Credit Suisse
• What risk architecture banks are using to enhance their liquidity stress test and risk monitoring capabilities ?
• What are the key business benefits associated with these new tools ? 

The webinar is essential viewing for bank risk managers wanting to gain a competitive edge in managing and mitigating interest rate and liquidity risk.

The tech revolution: equipping institutions for risk and regulatory challenges

• 03 Oct 2023 | 15:00 GMT

In today’s volatile landscape, risk management is paramount. The demand for meticulous and frequent risk assessment is undeniable. Coupled with the ever-evolving regulatory landscape, with a push towards risk-sensitive calculations for market and counterparty risk capital, it has become clear that businesses require highly scalable, near-real-time analytics with the ability to drill down and attribute risk to different units within the organisation. Grasping the true cost of putting on a trade is now pivotal.

Risk.net’s upcoming webinar unveils the game-changing impact of cloud technology and data analytics, empowering institutions to enhance their calculations and cut operational costs. Redirecting focus to critical business decision-making and profitability follows suit.

The webinar is essential viewing for bank and buy-side risk managers wanting to better understand the opportunities for finding efficiencies while complying with shifting regulatory expectations. The discussion points will include:

• Key challenges posed by the dynamic regulatory landscape and its impact on risk management strategies
• How cloud technology and data analytics are reshaping risk management and regulatory compliance in today’s complex business landscape
• Showcasing real-world examples of institutions that have successfully integrated cloud technology and data analytics into their risk management processes.