Risikonachrichten
| Titel | Beschreibung | Quelle | Veröffentlicht |
|---|---|---|---|
| Leveraging compliance: the looming challenges of the post-FRTB paradigm | FRTB guidelines will soon be implemented across a wide section of the global financial industry and will introduce a mountain of complexity to risk management standards and practices. Roger Coroas, head of business development, North America at ActiveViam, describes his vision for the post-FRTB paradigm |
https://www.risk.net/insight/risk-management/7956534/leveraging-compliance-the-… | |
| Why tougher liquidity rules may not reduce the risk of bank runs | EU regulator and industry experts say LCR reform is the wrong response to Credit Suisse and SVB |
https://www.risk.net/regulation/7956525/why-tougher-liquidity-rules-may-not-red… | |
| Banks find new uses for discarded FRTB models | Much-maligned IMA models are being upcycled and repurposed for internal risk management |
https://www.risk.net/risk-management/7956437/banks-find-new-uses-for-discarded-… | |
| How banks can avoid bad haircuts on hedge fund trades | HSBC quant makes case for looking at collateral and funding rates in concert |
https://www.risk.net/cutting-edge/views/7956509/how-banks-can-avoid-bad-haircut… | |
| Legacy legal costs could stretch state support for UBS | Downside protection of Sfr9 billion must cover numerous outstanding claims against Credit Suisse |
https://www.risk.net/risk-management/7956524/legacy-legal-costs-could-stretch-s… | |
| Op risk data: Wells Fargo whacked for Wachovia lapse, and a Ponzi slap | Also: Long and winding road to the end of Credit Suisse; Swedbank IT fails. Data by ORX News |
https://www.risk.net/risk-management/7956497/op-risk-data-wells-fargo-takes-its… | |
| Fed preps new white paper on cyber incident reporting | New proposals due on data capture after Fed dumps bid to use DFAST submissions |
https://www.risk.net/risk-management/7956495/fed-preps-new-white-paper-on-cyber… | |
| LCH plans for Q4 bitcoin derivatives clearing launch | CCP will run segregated default fund; does not rule out following up with ether-based contracts |
https://www.risk.net/risk-management/7956489/lch-plans-for-q4-bitcoin-derivativ… | |
| Stemming the tide of rising FX settlement risk | As the trading of emerging markets currencies gathers pace and broader uncertainty sweeps across financial markets, CLS is exploring alternative services designed to mitigate settlement risk for the FX market |
https://www.risk.net/insight/markets/7956483/stemming-the-tide-of-rising-fx-set… | |
| A model for small basket equities financing | A haircut model for equity baskets based on credit and equity indexes is introduced |
https://www.risk.net/cutting-edge/7956474/a-model-for-small-basket-equities-fin… |
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