Article ID: 7d7d7eeb0051e38a798f997367c909924e0eac305f90f5d4ccf6ca0eb1b477cc
Source ID: regulatory:risk.net
Published At: -
Extraction Method: trafilatura
URL: https://www.risk.net/insight/risk-management
Body Text
Risk management For more than 30 years, risk management professionals have turned to Risk.net for exclusive insight into the complexities and nuances of financial risk management and risk transfer. From showcasing the latest quantitative models to analysing regulatory developments in derivatives and clearing, Risk.net promotes best practice in risk monitoring and mitigation. Covering all global capital markets, from equities and interest rates to fixed income and commodities, Risk.net highlights the most important trends in capturing and mitigating market, credit, operational and liquidity risk. This section features predominantly third-party content. Read more about our policy on this content here. The changing shape of variation margin collateral Financial firms are increasingly open to using a wider variety of collateral when posting variation margin on uncleared derivatives. But concerns, including cost and operational complexity, are currently slowing efforts to use more non-cash alternatives Transforming the trade lifecycle with pricing and reference data in the cloud LSEG is developing its cloud-based data service to reflect how financial institutions now use information to feed systems and generate insight Institutional priorities in multi-asset investing Private markets, broader exposures and the race for integration LSEG streamlines post-trade efficiency across cleared and uncleared markets LSEG’s Post Trade Solutions extends clearing-style efficiencies to bilateral markets, helping Apac clients navigate rising margin and risk management pressures Interview: Linda Middleditch, Regnology Regnology’s Linda Middleditch discusses its acquisition of Wolters Kluwer’s FRR business Bringing trading-desk data into derivatives pricing models PricingDirect’s new autocallable model, which reflects the shift towards data-driven transparency as firms rethink how they value complex derivatives Rethinking credit risk The challenges confronting credit risk leaders – from shifting macro dynamics and sovereign pressures to growing counterparty complexity Fitch Solutions Toolkit for Credit Risk Leaders: enhancing credit risk management, mitigation and strategic decision-making The Fitch Solutions Toolkit for Credit Risk Leaders is a practical guide to enhancing visibility, agility and control across the credit risk workflow Breaking silos: agile insurance in an uncertain world Insurers are realigning strategy and operations in the face of growing uncertainty and more complex risk Post-trade processing: the next horizon The changing shape of post-trade and how market demand is shaping innovation on OSTTRA MarkitWire and beyond Stress-testing for a new age of banking Banks are using stress-testing to fulfil supervisory requirements and inform strategic decision-making Untangling corporate actions data complexity LSEG is developing AI capabilities and leveraging expert validation to bring structure and speed to corporate actions data SRT growth raises fresh questions on valuation and risk SRT growth and the implications for banks, investors and regulators Removing the barriers to AI success Addressing challenges of data quality and governance to scale AI for competitive advantage Energy supply chains seen as a growing risk Supply chain risk is now a major concern, with some firms even viewing it as an existential threat From fragmented signals to confident credit decisions Credit Benchmark and Oliver Wyman explore how aggregated bank data and advanced analytics are helping risk teams make confident, forward-looking credit decisions AI in capital markets: bridging predictive precision with generative possibility Regulatory requirements, compliance demands and concerns over data quality and consistency are prompting firms to approach AI with renewed caution and clarity Enhancing operational resilience during geopolitical uncertainty How financial institutions can strengthen operational resilience and navigate disruptions Why Basel’s push to overhaul PFE is a wake-up call for risk teams The regulatory push, lessons from Archegos and why a unified PFE/XVA framework is becoming the new standard Unlocking opportunities in the SRT boom Exploring the opportunities emerging in SRTs, also considering broader SRT developments and structural innovations The Term €STR transition: challenges and market readiness The progress, challenges and factors shaping the adoption of Term €STR as financial institutions transition from Euribor
Metadata (JSON)
{
"score": 10.333333333333334
}