Risk.net - Financial Risk Management News Analysis
WEBOur new research service compares op risk practices at financial institutions – from staffing to AI safeguards, key controls to board reporting packs. Click here for selected highlights. Singapore. The world's leading source of in-depth news and analysis on risk management, derivatives and regulation.
A year into the Covid‑19 pandemic - risk.net
WEBApr 15, 2021 · 2020 saw market volatility levels and daily value-at-risk (VAR) measures for global investment banks surge to their highest since the financial crisis that began in 2007–08 – a reflection of the extraordinary market conditions that took hold in the wake of the Covid-19 crisis.As a result, the world’s largest investment banks booked record-breaking trading revenues.
Estimating and reducing lapse risk - Risk.net
WEBFeb 3, 2011 · The financial crisis highlighted the perils of lapse risk, as the strained economic conditions caused some usually docile life policyholders to surrender more easily than expected, while others remained passive. The academic literature isn’t short of ways to tackle the problem – but insurers are finding implementing them difficult.
VAR versus expected shortfall - Risk.net
WEBMar 1, 2007 · Expected shortfall, like VAR, is a function of two parameters: N (the time horizon in days) and X % (the confidence level). It is the expected loss during an N -day period, conditional that the loss is greater than the X th percentile of the loss distribution. For example, with X = 99 and N = 10, the expected shortfall is the average amount ...
Derivatives news and analysis articles - Risk.net
WEBThames Water: a handy guide for worried counterparties. The UK’s largest water company – now junk-rated – has £1.3bn in swaps liabilities. Dealers ought to be safe, but face a host of headaches and questions. By Lukas Becker.
Total loss-absorbing capacity (TLAC) definition - Risk.net
WEBTotal loss-absorbing capacity is an international standard, finalised by the Financial Stability Board (FSB) in November 2015, intended to ensure that global systemically important banks (G-Sibs) have enough equity and bail-in debt to pass losses to investors and minimise the risk of a government bailout. From January 1, 2022, G-Sibs are required to hold a TLAC amount of 18% in terms of risk ...
Risk Journals - Quantitative Risk Management Resources - Risk.net
WEBRisk Journals deliver academically rigorous, practitioner-focused content and resources for the rapidly evolving discipline of financial risk management. Each quarter, Risk Journals provide peer-reviewed research and technical papers, delivered to a global audience in print and online. The Risk Journals portfolio has been serving broad and ...
Risk Events - The premier meeting place for the financial risk ...
WEBNavigating new norms: reinventing risk management in today's investment landscape. In this Risk.net webinar, sponsored by S&P Global Market Intelligence, risk and investment experts discuss emerging trends, foundational risks and innovative strategies to drive investment outcomes. 25 Sep 2024. 15:00 - 16:00 Europe/London.
Climate risk advisory firm of the year: Planetrics
WEBMay 5, 2022 · Further, the tool has been deployed by many institutions – including those following the guidelines of the Task Force for Climate-related Financial Disclosures – to inform reporting and disclosure. “Planetrics has been at the forefront of climate risk management since it first emerged,” says Thomas Nielsen, chief executive of Planetrics.
Journal of Risk - a Risk.net journal
WEBThis international peer-reviewed journal publishes a broad range of original research papers which aim to further develop understanding of financial risk management. As the only publication devoted exclusively to theoretical and empirical studies in financial risk management, The Journal of Risk promotes far-reaching research on the latest ...
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