Risk management
Revealed: the three EU banks applying for IMA approval
BNP Paribas, Deutsche Bank and Intesa Sanpaolo ask ECB to use internal models for FRTB
Top 10 operational risks for 2024
The biggest op risks for the year ahead, as chosen by senior industry practitioners
Adapting buy-side risk management strategies for complex market dynamics
Luke Armstrong from S&P Global Market Intelligence, Thomas Sheedy from Invesco and Julien Cuisinier from Artemis Fund Management explore the challenges and adaptive strategies shaping the evolving field of buy-side risk management
New proxy schemes for swing contracts
The authors investigate the valuation of swing contracts for energy markets and propose two methods which offer more accurate calculated prices than commonly used methods.
CompatibL AI: at the forefront of change within the financial industry
The ongoing revolution in AI offers tangible benefits in risk management and financial trading. By leveraging CompatibL AI, institutions can overcome the limits of LLMs and gain accuracy, efficiency and better handling of natural language documents,…
Dynamic margining long/short equity trading strategies
A repo haircut model extends a previous solution for long-only strategies
NYCB’s borrowing boosted cash reserves by 66% in Q4
Embattled bank bolsters liquidity in anticipation of tighter supervision but sees funding costs climb
Better anti-procyclicality? From a critical assessment of anti-procyclicality tools to regulatory recommendations
The authors carry out quantitative and qualitative analysis of anti-procyclicality tools and suggest policy measures intended to make APC tools more effective.
Navigating technology integration in an altered buy-side risk landscape
Luke Armstrong discusses the expanding role of buy-side risk teams, the comprehensive integration of risk factors and how technology can help risk managers navigate a dynamically shifting risk landscape
In search of clean data: firms navigate data challenges as LLM adoption flourishes
This WatersTechnology rapid read report explores the transformative potential of LLMs in financial services, offering insights into the evolution, challenges and positive impacts on decision-making processes in capital markets
New challenges for fuel companies in a changing biofuels market
The market for biofuels is undergoing transformative change, driven by ambitious regulation and rising demand from corporates looking to decarbonise to hit net-zero pledges.
NSCC had top margin breach of $1.2bn in Q3
Margin shortfall is largest on record for the CCP and bucks wider trend across global clearing houses
Strategies for effective real-time data capture and robust risk management
Risk management systems, processes and real-time data aggregation techniques are rapidly evolving across financial institutions against a backdrop of high market volatility and rapid technological development
Interest rate and liquidity risk special report 2023
This special report explores the ongoing impact of higher interest rates on bank capital and liquidity, and the steps they are taking to shore up their liquidity risk management practices in the current environment.
Markets Technology Awards 2024 winners' review
Vendors spy opportunity in demystifying and democratising – opening up markets and methods to new users
How corporates are tooling up for FX risk
Unstable markets have forced corporate treasurers to adopt whizzier methods for managing currency exposures
Peak-to-valley drawdowns: insights into extreme path-dependent market risk
The authors investigate risk in relation to peak-to-valley market drawdowns and aim to gain insights into the drawdown behaviour of asset classes across time intervals.
Party’s over as more banks drop internal models for market risk
At least three systemic banks in Europe intend to ditch IMA for capital requirements
FRAML solutions 2023: market and vendor landscape
As concerns around financial crime escalate, financial institutions and regulators are placing greater emphasis on combined FRAML solutions. For financial institutions the benefits of an integrated FRAML platform include improved capabilities,…
AI in risk management: one giant leap forward or a risk too far?
As technology advances at lightning speed, AI brings its own, not inconsiderable, risks. How, then, are today’s risk managers using AI tools to their best advantage – and what threats do they face along the way? In a Risk.net webinar, sponsored by FIS,…
Exchange rate risk management for contractors within a hybrid payment scheme: a case study in Punta del Este, Uruguay
The author proposes methods for how contractors may attempt to mitigate exchange rate risks in hybrid payment systems and validates these with empirical data from a hypothetical project.