Risikonachrichten
| Titel | Beschreibung | Quelle | Veröffentlicht |
|---|---|---|---|
| Risk modellers navigate fearful new world of depositor behaviour | Silicon Valley Bank suffered fastest bank run in history, but how should others respond? |
https://www.risk.net/risk-management/7956821/risk-modellers-navigate-fearful-ne… | |
| Eurex scrambles to avert Treasury collateral ban on US default | Current policy prevents CCP from selectively excluding eligible collateral |
https://www.risk.net/risk-management/7956816/eurex-scrambles-to-avert-treasury-… | |
| Quant Finance Master’s Guide 2023 | Risk.net’s guide to the world’s leading quant master’s programmes, with the top 25 schools ranked |
https://www.risk.net/quantitative-finance/7955680/quant-finance-masters-guide-2… | |
| UBS found no advantage in quantum computing – ex data chief | Swiss bank tested various use cases in the trading business before giving up on the technology |
https://www.risk.net/risk-management/7956765/ubs-found-no-advantage-in-quantum-… | |
| Op risk data: Frank fiasco costs JP Morgan $175m; BNP settles $41m mis-selling suit | Also: Internal fraud burns fewer fingers, but flame is far from out. Data by ORX News |
https://www.risk.net/comment/7956737/op-risk-data-frank-fiasco-costs-jp-morgan-… | |
| Eurex clearing chief calls for active account carve-outs | Isda AGM: Müller says EU clearing thresholds should exempt market-making and US client trades |
https://www.risk.net/regulation/7956740/eurex-clearing-chief-calls-for-active-a… | |
| CCPs mull collateral options amid debt ceiling deadlock | Isda AGM: Raising haircuts and minimum maturities are among measures on the table to avoid a cliff-edge |
https://www.risk.net/derivatives/7956722/ccps-mull-collateral-options-amid-debt… | |
| Counting down to dollar Libor transition | In a Risk.net webinar, experts discussed the impact of market volatility on Libor transition, the availability of term SOFR, developments in non-linear markets and management of forthcoming CCP conversions |
https://www.risk.net/insight/markets/7956686/counting-down-to-dollar-libor-tran… | |
| FSB to examine social media role in bank runs | Isda AGM: upcoming report will trace flow of deposits out of failing banks; BoE warns of hidden leverage |
https://www.risk.net/risk-management/7956700/fsb-to-examine-social-media-role-i… | |
| Managing inflation risk with hedging strategies | Dmitry Pugachevsky, director of research at Quantifi, explores how banks manage inflation risk using inflation swaps and inflation-linked bonds as hedging instruments |
https://www.risk.net/risk-management/7956666/managing-inflation-risk-with-hedgi… |
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