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Credit Risk Cited As Top Concern in Basel IV Survey

There is a general consensus among bankers as to which challenges posed by the Basel III finalization reforms (commonly referred to as Basel IV)...

On Demand Webinar – Survive to Thrive: Risk and Compliance

How have technology priorities changed as a result of the pandemic? In the areas of financial crime compliance, cybersecurity, and operational risk, COVID-19 is having...

Report Addresses Central Counterparty Default Management

The Committee on Payments and Market Infrastructures (CPMI) and the International Organization of Securities Commissions (IOSCO) have today published a report entitled “Central counterparty...

Addressing Emerging Operational Risk and Alleviating Data Blind Spots with AI Powered Risk Management | July 15

Date: 15 July 2020 Time: 10:00am ET / 3:00pm London / 4:00pm CET The digitalisation of financial services is in full flight, as financial institutions strive...

How Central Counterparties Use Default Waterfalls to Manage Systemic Loss

The US Treasury's Office of Financial Research has released a new working paper that examines how a central counterparty (CCP) uses a default waterfall...

Not All Operational Events Lead to Losses; WFE Issues Guidance

The World Federation of Exchanges, the global industry group for exchanges and CCPs, has set out how CCPs ensure that certain non-credit losses that...

ESMA Renews Its Decision Requiring Net Short Position Holders to Report Positions of 0.1% and Above

The European Securities and Markets Authority (ESMA), the EU’s securities markets regulator, has renewed its decision to temporarily require the holders of net short...

Addressing Emerging Operational Risk and Alleviating Data Blind Spots with AI Powered Risk Management

Date: 15 July 2020 Time: 10:00am ET / 3:00pm London / 4:00pm CET The digitalisation of financial services is in full flight, as financial institutions strive...

10 Best Books for FinOps Professionals

Browsing Amazon for recent books on finance and capital markets, one finds dozens – maybe hundreds – of books on investing, trading, analysis and...

ARRC Announces Best Practices for Completing Transition From LIBOR

Provides Date-Based Guidance, Including When No New LIBOR Activity Should Be Conducted The Alternative Reference Rates Committee, a group of private-market participants convened by the...

SmartStream Extends Public API to Promote Access to Collateral Management Technologies

SmartStream Technologies, the financial Transaction Lifecycle Management solutions provider, has extended its Public API (Application Programming Interface) for collateral management, to enable its clients with...

Five Important Changes to the Repo Market

Repo remains an opaque, relationship-based market compared to other asset classes, according to the latest Aite Group report. The repurchase agreement (repo) market is undergoing...
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WFE Calls for ‘Considered Approach’ to Treatment of CCP Equity in Resolution

The World Federation of Exchanges (WFE), the global industry group for central counterparties (CCPs) and exchanges, has called for a "careful and...

MiFID II: The Impact So Far

It has been over 30 months since the European Union’s Markets in Financial Instruments Directive came into force in January 2018. The...

State Street Launches Post-Trade Transaction Cost Analysis for Equities

BestX, State Street’s foreign exchange and fixed income best execution analytics platform, confirmed today that it has expanded its execution analytics software...

Managing Reference Data as Volatility Grips

As equity and bond markets tumbled amid the Covid-19 volatility, structured products were actively used and intensively traded to manage the portfolios...