Risikonachrichten
| Titel | Beschreibung | Quelle | Veröffentlicht |
|---|---|---|---|
| Esma warns new foreign clearing house rules could backfire | Löber says euro swaps trading may move away from CCPs that face toughest EU scrutiny |
https://www.risk.net/risk-management/7953251/esma-warns-new-foreign-clearing-ho… | |
| Op risk data: Banks dial in $600m loss for illicit phone use | Also: Santander staff mistreatment; cum-ex rumbles on; CFTC steps up scrutiny of swaps reporting. Data by ORX News |
https://www.risk.net/comment/7953206/op-risk-data-banks-dial-in-600m-loss-for-i… | |
| Archegos revives Lehman-era trade booking controversy | Experts debate whether defaulted TRS positions should have become house exposures immediately |
https://www.risk.net/regulation/7953191/archegos-revives-lehman-era-trade-booki… | |
| Market-making by a foreign exchange dealer | An optimal liquidity model for pricing and hedging decisions is presented |
https://www.risk.net/cutting-edge/banking/7952481/market-making-by-a-foreign-ex… | |
| Using correlation to model op risk losses may be unsafe – study | Techniques for linking economic factors and bank losses produce varying – and sometimes contradictory – results |
https://www.risk.net/risk-management/7953161/using-correlation-to-model-op-risk… | |
| Geopolitical risk models not ‘rigorous’ enough, says quant | Joseph Simonian believes game theory and reinforcement learning could improve matters |
https://www.risk.net/investing/quant-investing/7953021/geopolitical-risk-models… | |
| Banks temper credit loss models by editing Covid narrative | https://www.risk.net/risk-management/7952686/banks-temper-credit-loss-models-by… | ||
| Risk Technology Awards 2022 | The 2022 Risk Technology Awards recognised products and services that helped firms steer through the Covid-19 pandemic, a testament to the winners’ resilience in the face of unprecedented disruption and the key role they play in today’s markets. This year’s awards include 24 award categories, in credit risk, operational risk, enterprise risk management (ERM) and regulatory risk. |
https://www.risk.net/awards/7952941/risk-technology-awards-2022 | |
| Risk Technology Awards 2022: No oil painting | After years of relative peace, the risk landscape has turned ugly. This year’s winners of the Risk Technology Awards weigh the challenges facing their clients |
https://www.risk.net/risk-management/7952936/risk-technology-awards-2022-no-oil… | |
| Is stochastic cross-currency basis a better way to model IM? | Using Monte Carlo model extension for forward IM calculation avoids excessive outputs for MVA |
https://www.risk.net/comment/7952661/is-stochastic-cross-currency-basis-a-bette… |
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