The improvement of China Construction Bank’s risk management tools and processes in 2010 cemented its influential position in the industry and led to it being named Asia Risk’s 2011 House of the Year, China.
A revolution is under way in the market of contingent claims, the consequences of which are yet to be learned. Trilemma, a new technology vendor, addresses the shift in the pricing of these claims from a probability theory to a recalibration machine. It compares this shift to the scientific…
Senior management are expected to make crucial business decisions using complex risk models. Controversial discussions concerning the use of risk models during the financial crisis, and the new regulatory framework, have highlighted the need for a consistent approach, and the dangers that exist.
Prominent financial institution failures reminded market participants that over-the-counter derivatives bring counterparty credit risk. UBS Delta is providing tools for clients to measure counterparty exposure alongside other investment risk.
Never has the need for efficient management around over-the-counter derivatives business been more crucial, or such a focus, as it is today. BNY Mellon discusses how, with its collateral management services, it has helped clients achieve greater operational efficiency.
As regional banks cautiously develop currency markets and sovereign risk threatens global market stability, Société Générale explains why going back to basics is a sound strategy.
BNY Mellon this year launched Derivatives Collateral Net (DCN), a unique netting service for derivatives collateral management. Scott Linden and Mark Robinson of BNY Mellon talk about how they see it transforming the industry.
Sponsored by Credit Risk Management and chaired by Risk, a panel of industry professionals convened to discuss the dynamic between banks and capital markets, particularly on the issues of raising capital and the nature of credit analysis, in the current commercial credit risk management environment.
Omgeo outlines the challenges being faced by collateral managers since the collapse of Lehman Brothers 12 months ago, and how these challenges to standardisation and automation can bring the collateralising community together.
In this white paper, SunGard examines the scope of credit charging in the trading book, as well as the long term business and technological implications of the increased reliance on such a charge.