SPAN has been the industry standard for margining for decades. In recent years, the demands on margin methodologies have increased due to the growth in the diversity and complexity of products and the greater need for portfolio and capital efficiency driven by regulatory change.
In a recent webinar, risk management experts Sidhartha Dash, research director, Chartis Research, Mario Schlener, Canadian leader of EY’s Financial Services Risk Management Practice and Andrew Woods, head of risk services for FIS’ Cross-Asset Trading and Risk business, gathered to discuss the…
Sponsored by IHS Markit, this session was broadcast at Risk Hong Kong virtual to discuss collateral management transformation and latest regulatory trends.
This white paper examines the roots of the combination between AI and Risk Management, the main application fields nowadays and the future challenges.
This Whitepaper will explore the best way for an organisation to bring the two equally important processes of risk and organisational strategy, centered around performance measurement, monitoring and reporting, under one coherent and cohesive framework to further drive strong business performance…
Hosted by TMX and Asia Risk, this virtual briefing discussed how futures can be efficiently utilized in a global bond portfolio. The discussion featured expert insights from: Yoji Asamizu, Head of Fixed Income Trading Hong Kong, Royal Bank of Canada Robert Catani, Head of Institutional Sales and…
This whitepaper looks at the events and market data of 2020 and discusses the possible takeaways for the risk professional in planning for future economic crises. The use of economic models is considered, as well as the effects on losses and premiums.
This paper is based on a series of interviews on how to dramatically reduce the time it takes for capital markets firms to produce reconciliation results.
As the Covid‑19 pandemic has severely impacted derivatives activity, the importance of a software solution for autocallables has been underscored.
The research report offers essential reading for anyone involved in counterparty credit risk analysis.