Risk Insights Resource Center
Displaying 27 results
Past Events and Content
A Moribund Mortgage-Backed Securities Market Gets the SEC’s Attention
November 21, 2025
Hopes are riding on a concept release and comment period to revive public issuance of residential mortgage-backeds, increase liquidity and help ...
Is a Major Hedge Accounting Update on the Way?
April 25, 2025
It has been more like “whack-a-mole” since 2017. Some say a holistic review will better clarify how interest-rate and foreign-exchange hedges are ...
Interest Rate Risk Management’s Higher-Tech Moment
April 17, 2025
Artificial intelligence techniques and advanced analytics can address weaknesses exposed in 2022 and 2023.
Treasury Clearing’s Operational and Cost Implications Come Into Focus
August 23, 2024
Amid a transition said to be bigger than T+1, new providers prepare to move in, and interrelationships begin to take shape.
Market-Structure Changes Are Coming for U.S. Treasury Securities, and Competition Is Brewing
June 28, 2024
Clearinghouse operators look to challenge the current DTCC-owned utility provider; ICE enters the fray.
Strengthening Asset-Liability Management: Lessons from Bank Failures
May 7, 2024
Sponsored by SAS The importance of effective Asset Liability Management (ALM) was highlighted in the wake of the Silicon Valley Bank (SVB) collapse. ...
A New Look at the Supplementary Leverage Ratio
May 3, 2024
Should a pandemic-era policy response to Treasury market turmoil be reinstated permanently?
Geopolitical Risk
April 12, 2024
The Risk Snapshot Series highlights key insights from GARP’s quarterly survey of Financial Risk Managers (FRM®) about critical risk issues global ...
The Run on SVB: How Much Did Technology Have to Do with It?
March 15, 2024
In a world of “faster, always on, real-time money flows,” customer withdrawals en masse exacerbated the California-based bank’s catastrophic ...
Energy Security Risk 2024 Risk Trend Preview
January 5, 2024
The Risk Snapshot Series highlights key insights from GARP’s quarterly survey of Financial Risk Managers (FRM®) about critical risk issues global ...
Risk in Commercial and Residential Real Estate
October 20, 2023
The Risk Snapshot Series highlights key insights from GARP’s quarterly survey of Financial Risk Managers (FRM®) about critical risk issues global ...
In the Wake of Libor, New AFX Leadership Turns Attention to Growth
September 15, 2023
Regulatory concerns have surfaced, but supporters maintain that credit-sensitive rates including Ameribor have withstood market stresses and proved ...
Coping with Inflation and Liquidity Risk – and Their Knock-on Effects
August 11, 2023
Consistent risk modeling and holistic analysis of inflation’s impacts are keys to insurers’ approach
Hiding in Plain Sight: How Fundamental Risks Caused a Banking Crisis
August 9, 2023
What were the driving forces behind the recent U.S. bank failures? SSGA’s Daniela Litvin, Bruce Casper, David Tavares, Suzanne Smore, Ben Des Clayes, ...
Held-to-Maturity Accounting Revisited
July 7, 2023
A fair value approach may have sounded earlier alarms of Silicon Valley Bank’s decline, but a change in the reporting standard isn’t imminent
Liquidity Risk
December 9, 2022
The Risk Snapshot Series highlights key insights from GARP’s quarterly survey of Financial Risk Managers (FRM®) about critical risk issues global ...
Future-Proofing Liquidity Risk: The Stagflation Dilemma
December 7, 2022
Hear from Alla Gil, the co-founder and CEO of Straterix, as we examine the liquidity risk challenges and trends that have been fueled by extremely ...
Inflation, Dollar, Other Pressures Add Up to Debt Distress
October 21, 2022
Sovereign debt restructurings are urgently needed, the IMF says; a UN agency sees many developing countries edging toward default
Expectations for Inflation and Interest Rates: 2022 and Beyond
July 19, 2022
The Risk Snapshot Series highlights key insights from GARP’s quarterly survey of Financial Risk Managers (FRM®) about critical risk issues global ...
Impact of Russian Invasion of Ukraine: 5 Insights for Risk Managers
May 3, 2022
The Risk Snapshot Series highlights key insights from GARP’s quarterly survey of Financial Risk Managers (FRM®) about critical risk issues global ...
Illiquidity Risks in Lending Protocols
January 27, 2022
Where do lending protocols fit in the decentralized finance landscape, and do they suffer from insufficient liquidity? Xiaotong Sun investigates the ...
Financial Services in a Post-LIBOR World
December 9, 2021
The Risk Snapshot Series highlights key insights from GARP’s quarterly survey of Financial Risk Managers (FRM®) about critical risk issues global ...
The Black Swan Problem
July 15, 2021
How financial institutions cope with tail risk is an under-researched issue. Nick Christie, Nicoletta Marinelli and Håkan Jankensgård explain Black ...
Liquidity Stress Testing in Asset Management
June 17, 2021
How can financial institutions model asset liquidity risk? Thierry Roncalli, Amina Cherief, Fatma Karray-Meziou and Margaux Regnault explain the main ...
Risk Managers Call for More Regulation on Prime Brokers, Family Offices
June 7, 2021
The Risk Snapshot Series highlights key insights from GARP’s quarterly survey of Financial Risk Managers (FRM®) about critical risk issues global ...
Asset Pricing with Conditional Illiquidity
March 19, 2021
During crises like COVID-19, proper measurement and management of liquidity risk is paramount. Giuseppe Corvasce proposes a dynamic model for pricing ...
Integrated balance sheet management: Why should I put all my eggs in one basket
December 14, 2020
GARP’s Robert Sales leads a roundtable with Randy Ahluwalia, Managing Director, BNY Mellon, Gokce Ozcan, Partner, Oliver Wyman and Wei Chen, FRM, ...