Risk Insights Resource Center
Displaying 16 results
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?
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 ...
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
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
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 ...
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 ...
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, ...