Risk News
| Titel | Beschreibung | Quelle | Veröffentlicht |
|---|---|---|---|
| FCMs brace for ‘tough winter’ of energy market disruption | Banks stress-test clients, add big margin multipliers to insulate against risk of 100% price moves |
https://www.risk.net/risk-management/7952531/fcms-brace-for-tough-winter-of-ene… | |
| Banks may spend ‘billions’ to stop quantum hacking threat | Quantum-proof algo standards nearing completion, but enhanced cryptography won’t come cheap |
https://www.risk.net/risk-management/7952386/banks-may-spend-billions-to-stop-q… | |
| Covid chaos spurs on search for model risk aggregation | Many models failed in pandemic, but analysing them in clusters easier than whole-bank view |
https://www.risk.net/risk-management/7951676/covid-chaos-spurs-on-search-for-mo… | |
| Boosting the ESG exposure of a low‑risk portfolio | Nikolay Radev, senior quantitative researcher at FactSet, discusses the limitations of previous environmental, social and governance (ESG) measurement, and proposes a new approach to optimising ESG exposure in minimum tail-risk (MTR) portfolio construction |
https://www.risk.net/market-access/esg/7951941/boosting-the-esg-exposure-of-a-l… | |
| Growing use of ‘carte blanche’ keeps FCMs ‘awake at night’ | Executing brokers want to speed up trade processing, but practice is deemed risky by clearers |
https://www.risk.net/risk-management/7951901/growing-use-of-carte-blanche-keeps… | |
| Why FRTB model test loves volatility, but hates hedges | Crucial P&L test for internal models easier to pass if price swings are large, or desks poorly hedged |
https://www.risk.net/regulation/7951421/why-frtb-backtesting-loves-volatility-b… | |
| Op risk data: SEC says no to Charles Schwab robo-adviser | Also: China steps up scrutiny of wealth management products; Libor fines still rumble on. Data by ORX News |
https://www.risk.net/comment/7951626/op-risk-data-sec-says-no-to-charles-schwab… | |
| Concentration risk add-ons too low at Ice and ECC, says regulator | Results of European stress test suggest shortfall of collateral for large commodities positions is equivalent to 17% of total required margin |
https://www.risk.net/risk-management/7951436/concentration-risk-add-ons-too-low… | |
| The final stretch: outstanding issues in non-linear RFR derivatives | https://www.risk.net/market-access/risk-management/7951461/the-final-stretch-ou… | ||
| As crypto collapses, a major lender quadruples borrowing costs | Brokers warn crypto market faces a reckoning with wrong-way risk as lenders rush to tighten terms |
https://www.risk.net/risk-management/7951251/as-crypto-collapses-a-major-lender… |
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