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GARP Resources Archive

Displaying 453 results

Event

GARP 2025 Financial Risk Symposium

March 6, 2025

With today’s ongoing geopolitical tensions, macroeconomic uncertainty, and rapid advancements in technology, it’s clear the role of the risk ...

Regulation & Compliance | Financial Markets | Risks & Risk Factors | Innovation | Model Risk | Geopolitical
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Chapter Meeting

ESG Risk Assessment and the Importance of Data Quality

February 13, 2025

Join us for an informative discussion, led by academic and industry experts, about ESG risk assessment, the importance of data quality, and the key ...

Metrics | Climate Risk Management
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Event

The Status of Artificial Intelligence in Investment and Risk Management

January 22, 2025

To kick off 2025, the GARP New York Chapter will host an exciting event on artificial intelligence . Join us for an insightful discussion on the role ...

Risks & Risk Factors | Financial Markets | Tools & Techniques
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Event

The FRM Can Be Your Bridge

January 15, 2025

The ability to analyze and manage risk is important and more valuable than ever. Learn how the FRM gives you the knowledge and skills demanded by ...

Career Development | Financial Markets | Investment Management | Model Risk | Geopolitical | Career Trends
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Article

5 Risk Predictions for 2025

January 10, 2025

Rising threats in cybersecurity, regulation, insurance and climate, global debt, and the supply chain are among the risk challenges that could be ...

Financial Markets
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Article Members Only

The Six-Letter Word That Unites AI Factions

January 10, 2025

As debates rage over whether artificial intelligence is benign or evil and how it should be regulated, there is unity around the objective of ...

Innovation | Responsible & Ethical
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Article

Sovereign Exposures: Zero Reason for Zero Risk Weight

January 10, 2025

Despite rising geopolitical threats and evidence that sovereign debt in Europe is now volatile, banks are still allowed by regulators to treat ...

Default
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Article

Five Pillars of Generative AI Governance in Financial Services

January 3, 2025

GenAI-specific risks must be effectively addressed to ensure that the technology is fairly, responsibly and transparently implemented.

Enterprise
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Article

Privacy Can Be the Compass for Banks’ AI Governance Efforts

December 20, 2024

Prior experience offers guideposts for navigating uncharted regulatory waters.

Regulation & Compliance
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Article

Elevating Risk Management: The Imperative of Continuous Monitoring

December 20, 2024

Non-financial risks, like operational, cybersecurity and reputational threats, are exceedingly difficult to quantify. Instead of relying on ...

Enterprise
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Article

Corporate Digital Identity: The Key to Outpacing the Competition in the Evolving KYC Landscape

December 20, 2024

Manual customer profiling and due diligence is increasingly untenable. With “perpetual KYC,” client information is continuously monitored and updated ...

Data
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Podcast

Operational Resilience: Current Challenges and the Road Ahead

December 13, 2024

Hear from Pedro Morales, the Director and Global Head of AML/Sanctions Compliance at Google, about AI, cyber threats, fraud, third-party risk, ...

Resilience
Listen to Podcast
Article Members Only

TD Bank’s $3 Billion Hit: Have We Reached Peak AML?

December 13, 2024

Does the Canadian-owned bank’s severe punishment signify that anti-money laundering enforcement is working well and fit for purpose? Or is the system ...

Regulation & Compliance | AML & Fraud
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Article

Revisiting 60-40 Portfolio Allocations in the Wake of Volatility

December 6, 2024

Institutional investors winding down balanced stock-and-bond portfolios must manage the illiquidity of private equity, private debt and real estate ...

Investment Management
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Article

Rising Waters: Navigating the Future of Flood Risk and Insurance

December 6, 2024

Floods in the U.S. have increased in severity, frequency and volatility. How is this impacting homeowners, insurers, lenders and asset managers with ...

Modeling
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Article

States of Confusion: Despite Much Discussion – and Hundreds of Legislative Proposals – AI Policy Lacks Clarity

November 27, 2024

Regulatory risk and uncertainty complicate the planning and implementation of high-priority technology initiatives.

Regulation & Compliance
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Article

Statistical Hypothesis Skepticism: Implications for Credit Risk

November 27, 2024

Despite recent criticism of null hypothesis testing in the scientific community, credit risk modelers continue to use statistical measurement tools, ...

Modeling
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Article

Mossad-Hezbollah Aftermath: A New Perspective on Third-Party Risks

November 22, 2024

Although the war in the Middle East seems distant, recent attacks involving electronic devices have reminded us about the need for effective ...

Third Party Risk
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Article

Spot Bitcoin ETPs Dominate Even as Ether Offers Alternatives

November 22, 2024

Institutional interest is affected by staking methods and due-diligence requirements.

Investment Management
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Article

The Fallout from Political Elections for Central Banks

November 22, 2024

The global map of political leaders has been completely reshaped over the past year. Could this overhaul threaten the independence of central banks?

Regulation & Compliance
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Article

Are Digital Assets Up to Speed for Institutional Trading?

November 15, 2024

Blockchain technology is being primed for tokenization of assets. In terms of trade execution, an ECN venue is under 10 microseconds.

Digital Assets
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Article

Debt Restructurings Ramp Up in Out-of-Court ‘LMEs’

November 15, 2024

Aggressive liability management exercises create conflict and can threaten lender priority.

Default
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Article

Lost in Space: Risk at the Next Frontier

November 15, 2024

The case of the “stranded” astronauts, and other takeaways.

Enterprise
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Article

Charting the Future of Consumer Credit Risk

November 8, 2024

Credit risk managers who want to get ahead of the curve must understand the areas of consumer credit that are of the greatest concern in 2025. What ...

Modeling
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Article

Conquering Cross-Border Complexity with Effective Risk Management

November 8, 2024

In a fragmented global economy, compliance with local rules and regulations is key to managing risk when expanding across borders.

Regulation & Compliance
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Podcast

How to Fix Climate Change & Biodiversity Loss at the Same Time

November 7, 2024

Hear from Prof. Pete Smith of the University of Aberdeen, as we explore the overlap in the challenges from, and solutions to, climate change and ...

Climate Risk Management | Transition Risk | Geopolitical
Listen to Podcast
Article

Keeping It Simple: A Quick Guide to Effective Risk Identification

November 1, 2024

Comprehensive, successful risk management requires proactive identification, assessment and mitigation of threats. What steps can financial ...

Enterprise
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Article

After Three Decades, Target Date Funds Are Still Working on Their Track Records

November 1, 2024

Derivatives, a relatively new wrinkle, introduce risks of their own, which one firm counters with put options on equities. Underperformance has been ...

Investment Management
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Article

Root Cause Analysis in Internal Investigations: Getting to the Heart of the Problem

November 1, 2024

The process can be difficult, and prescriptive guidance is lacking, but the right analytical and remediation approaches can influence “tone from the ...

Conduct & Ethics
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Article

Does the Blockchain Race Go Only to the Swiftest?

October 25, 2024

Admittedly “a little late,” Citi has racked up some firsts and is building on the foundation of its integrated digital-assets platform.

Digital Assets
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Article

Reflections on the Past 25 Years: What Risk Managers Have Learned from the Technology Revolution

October 25, 2024

Engineering geniuses have greatly altered the way risk practitioners perceive the financial services industry and evaluate future scenarios.

Data | Innovation
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Article

Is Market Data Reform a Race to the Bottom?

October 25, 2024

Consolidated tape regulations in Europe and the U.S. are on parallel tracks with similar objectives, but there is no clear path to consistency and ...

Financial Markets
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Article

Digital-Asset Risk Management: VaR Meets Cryptocurrencies

October 18, 2024

As institutional interest grows, a traditional risk methodology is being tested against crypto-market volatility and uncertainty.

Digital Assets
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Article

A Swing Pricing Rule Was Highly Anticipated, but the SEC Left It Hanging

October 18, 2024

The regulator did not tip its hand on the controversial mutual fund requirement, but a re-proposal is possible next year.

Regulation & Compliance
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Article

The ECB’s Fresh Approach for Improving Culture and Risk Governance at European Banks

October 11, 2024

Traditionally, when providing guidance on risks related to culture and governance, regulators have emphasized positive attributes that banks should ...

Regulation & Compliance
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Article

The Art of Buying and Selling Risk Analytics

October 11, 2024

How can consultants or third-party vendors of analytics and models separate themselves fromthe pack? And what are banks looking from these external ...

Model Risk
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Article

A Closer Look at CrowdStrike and the Enterprise Security Wake-Up Call

October 11, 2024

The global tech breakdown underscores the importance not only of incident-response planning, third-party risk management and due diligence, but also ...

Resilience
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Article

Mitigating Risks to the Supply Chain: A Risk Manager's Guide

October 4, 2024

Volatility in the global supply chain has been ramped up by geopolitical threats, laborstrikes, trade tensions between countries, natural disasters, ...

Third Party Risk | Resilience
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Article

The Cash Management Impact of the Fed’s Rate Cut: How to Minimize Risk and Maximize Return

October 4, 2024

Changing yield curve dynamics are going to have a significant effect on risk-returntradeoffs in cash management. In response to reduced interest ...

Financial Markets | Investment Management
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Article

Supply-Chain Risk Is Global. A Risk Management Strategy Should Be, Too.

October 4, 2024

Understanding not only the nature and causes of disruptions, but also the complexities of third-party interrelationships, in the interest of ...

Resilience
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Article

Generative AI Has Made Banking Cheaper - But Has It Made It Better?

September 27, 2024

Large language models, like ChatGPT, have ushered in a new wave of AI that should savebanks time and money, and perhaps mitigate some risk. But there ...

Innovation | Data & AI Model Governance
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Article

What Political Forecasts Can Teach Risk Managers About Risk Filtering

September 27, 2024

How can risk managers better account for momentum bias and the other systematic errors ofpredictions? They can learn a lot from studying the flaws in ...

Metrics
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Article

From Latency to AI- and Algo-Driven Capital Markets

September 27, 2024

Technology advances promise better resource allocation, fairer access and faster insights.

Financial Markets
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Article

How to Manage Uninsured Deposit Liquidity Risk

September 20, 2024

Recent bank failures have confirmed that managing liquidity risk remains a complex and daunting task. This is particularly true for firms with large ...

Financial Markets
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Article

Syndicated Loan Trading: An Automation Laggard No More

September 20, 2024

Big-bank-backed Octaura and Versana are delivering on their promises for data and operational modernization.

Innovation
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Article

DORA’s Next Round: What Financial Institutions Need to Know

September 20, 2024

A new set of guidelines fills some gaps as the January deadline for EU operational-resilience compliance approaches. Data transparency and ...

Resilience
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Article

There Is More to Cyber Incident Reporting Than SEC Disclosure Requirements

September 13, 2024

Filing “similar but distinct” reports to multiple agencies diverts resources from dealing with attacks and their aftermath, critics say.

Cybersecurity
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Article

The ECB’s Paper on Novel Risks and IFRS 9 Overlays: A Missed Opportunity

September 13, 2024

Forecasting loan loss provisions for emerging risks under the IFRS 9 accounting standard is an important and extremely challenging task. The European ...

Default | Modeling
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Webcast

Revolutionizing Risk Decisioning with AI and Gen AI

September 9, 2024

Sponsored by SAS The transformation of Risk Decisioning is driven by the evolution across People, Process, and Technology, impacting Operational ...

Financial Markets | Career Development | Resilience
Watch Webcast
Article

Building Resilience and Bridges to Weather Risks

September 6, 2024

Interpersonal connections are core to organizational alignment and a resilient culture. Risk managers are “uniquely empowered” to streamline ...

Resilience
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Article

Ignore, Acknowledge or Advocate: How Risk Managers Should Handle Political Risk

September 6, 2024

Politics impact every financial institution’s bottom line and risk profile. How important is it for firms to adapt to this constantly evolving ...

Metrics
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Article

The Risk and Return Profile of Index-Linked Annuities: How to Build the Optimal Portfolio

August 30, 2024

Complex financial products like registered index-linked annuities (RILAs) feature an array of risks and benefits. Evaluating all possible outcomes is ...

Financial Markets | Investment Management
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Article

Whistleblowing, and How It Pays

August 30, 2024

Regulators increase rewards for enforcement assistance; SEC reports “unprecedented” public participation.

Conduct & Ethics
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Article

Preparing for Disruptions: Lessons Learned from the CrowdStrike Outage

August 23, 2024

An IT failure of global proportions exposed shortcomings in resilience planning. More extensive, automation-aided scenario simulations will be needed ...

Resilience
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Article

What Recent Turmoil Tells Us About Technology Risk Management Principles

August 23, 2024

The trading market suffered an ETFs-driven shock in early August. For technology risk managers, that event should serve as a reminder of the power of ...

Cybersecurity | Innovation
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Article

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.

Treasury
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Article

How Would You Like Your Model-Based Financial Disclosures?

August 16, 2024

Disclosures from credit-loss models can divulge vital data about the key risks facing a financial institution. Today’s scenarios-heavy IFRS 9 and ...

Modeling
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Podcast

Stress Testing: Past, Present and Future

August 15, 2024

Hear from Cristian deRitis, deputy chief economist at Moody’s analytics, about the evolution of stress testing, current trends, and the biggest ...

Stress Testing & Scenario Analysis
Listen to Podcast
Article

How to Better Manage Operational Risk in Uncertain, Volatile Times

August 9, 2024

Banks must now contend with complex cyber hazards, growing AI and a variety of other threats, but there are specific steps they can take to improve ...

Resilience
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Article

Peer-to-Peer Fraud: Scammers Adapt as Payments Go Digital

August 9, 2024

Lawmakers cite existing regulations – and propose a newly tailored rule – in pressuring Zelle and its owner-banks to strengthen consumer protections.

AML & Fraud
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Article

Don’t Be Deceived About ESG Sentiment. Companies Must Up Their Compliance Game.

August 9, 2024

Laws have differences and nuances, but all require a rethinking of risk management and compliance strategies.

Regulation & Compliance
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Article

Financial Market Infrastructures Press Their Case for Blockchain

August 2, 2024

DTCC, Clearstream and Euroclear place risk mitigation and control mechanisms within a digital-asset standardization and interoperability framework.

Digital Assets
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Article

Credit Modeling: How to Improve Discriminatory Power

August 2, 2024

Predicting defaults is a difficult challenge for risk managers, partly because credit risk models often lack adequate discriminatory power. Some ...

Modeling
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Article

A New Generation of Fake Documents Is Outrunning Conventional Anti-Fraud Capabilities

August 2, 2024

Look to artificial intelligence to detect and manage risks emerging from the technology’s dark side.

AML & Fraud
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Article

Is the ‘Too Big to Fail’ Designation Too Constricting?

July 26, 2024

Business and technology interdependencies – like those exposed in the CrowdStrike-Microsoft breakdown – have financial regulators considering a more ...

Regulation & Compliance
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Article

What Risk Managers Can Learn from the Roots of Modern Technology

July 26, 2024

Technology is ubiquitous in risk management today, and its uses and potential dangers are too numerous to list. Risk practitioners must comprehend ...

Data | Innovation
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Article

The Stress Testing Road Ahead: How to Prevent Future Bank Failures

July 19, 2024

Today’s stress tests rely on antiquated approaches that do not consider the full spectrum of banks’ specific exposures to different macroeconomic ...

Default
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Article

Avoiding the Risk Management Growth Trap

July 19, 2024

Banks that grow too fast are prone to failure, especially when they lack proper governance and risk management frameworks. But there are steps they ...

Enterprise
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Article

The Art of Distinguishing Real Risks from Pretenders

July 19, 2024

Risk managers today seem to allocate a lot of time to extreme “what if” tail-risk scenarios. Geopolitical risk is now the conjectural topic du jour, ...

Enterprise | Stress Testing & Scenario Analysis
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Article

Crypto-Connected Silvergate Bank, Overshadowed in the 2023 Crisis, Pays Regulatory Penalties

July 12, 2024

Three agencies assess the defunct California institution $63 million. Former CEO settles SEC charges for $1 million, CRO for $250,000.

Conduct & Ethics
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Article

Short-Selling and Securities-Lending Rules Meet Legal Resistance

July 12, 2024

The SEC says it is fulfilling Dodd-Frank transparency mandates. Alternative fund groups allege that they are flawed and arbitrary.

Regulation & Compliance
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Article

AI Regulation by Geography: How Jurisdictional Differences Have Emerged

July 12, 2024

Whether the varied approaches and emphases are seen as confusing or as healthy experimentation, financial firms must take their compliance ...

Regulation & Compliance
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Article

The Fed’s 2024 Stress Test: Key Takeaways

July 3, 2024

The good news is that the commercial real estate market is not projected to crater and that that large U.S. banks have enough capital to survive ...

Counterparty | Default
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Article

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.

Market
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Article

Risk-Management Considerations Amid Continuing Supply-Chain Pressures

June 21, 2024

The causes and effects – and ultimate business impacts – are macroeconomic and geopolitical.

Resilience
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Article

Are Board Risk Committees Up to the Task of Overseeing Large, Complex Banks?

June 21, 2024

Big banks today boast board risk committees, but the members of those committees often lack the risk expertise needed to ask tough questions on ...

Regulation & Compliance
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Article

An International Push for Anti-Money Laundering Reform

June 21, 2024

Authorities’ call for “urgent action” follows European Union legislation that could reshape the fight against financial crime.

AML & Fraud
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Article

New Reporting Rule Brings Repo Transactions Out of the Shadows

June 14, 2024

Regulators will see transaction-level data on “non-centrally cleared bilateral” – the last and biggest repurchase-agreement segment where ...

Financial Markets
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Article

Commercial Real Estate and Bank Systemic Risk

June 14, 2024

Shining the light of available data on real estate loan quality, concentration risk and “market-value insolvency.”

Financial Markets
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Article

The Limitations of Models and the Need for Simpler Scenarios

June 14, 2024

Risk models today are asked to perform statistical miracles, covering a multitude of far-flung scenarios that cannot be validated. This approach ...

Model Risk
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Article

How to Mitigate Risk and Improve Decision-Making via Probabilistic Thinking and Rare Events Modeling

June 7, 2024

Risk managers must acknowledge the role that chance plays – particularly in extremely unlikely events – to reduce risks and to make better, more ...

Enterprise | Stress Testing & Scenario Analysis
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Article

The Evolving Role of G-SIBs: Is Big Beautiful Again?

June 7, 2024

There is a growing appreciation for global systemically important banks. But G-SIBs still face tough risk management standards and high capital ...

Counterparty
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Article

After a Cyberattack, Assigning Blame Can Get Personal

June 7, 2024

The prosecution of a chief information security officer leaves other CISOs and their IT, compliance and risk management peers to wonder who might be ...

Cybersecurity
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Article

A Persistent and Systemic Threat Is Also a Common Thread

May 31, 2024

Cybersecurity continues to be a mainstay in assessments of risks to financial stability. Recent analyses look more closely at cyber’s ...

Cybersecurity
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Article

Reflections on the Value of Models

May 31, 2024

Right or wrong, models “are essential to making sense of the world.” It’s a problem “when people become servants to their particular models.”

Model Risk
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Article

The Potential Impact of Generative AI on Risk Careers: A Q&A with Michelle Liposky

May 31, 2024

The latest innovation in AI continues to transform the day-to-day jobs of risk managers. In which risk areas has generative AI gained traction, and ...

Tools & Techniques | Career Development
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Webcast

Harness the Power of AI With GARP’s New Risk and AI (RAI™) Certificate

May 28, 2024

As organizations integrate AI into their operations and business strategies, it’s critical for business leaders, risk managers, and young ...

Data & AI Model Governance | Career Development | Tools & Techniques | Risks & Risk Factors
Watch Webcast
Article

Preventing the Next Bank Failure: Lessons Learned from the Fall of Republic First

May 24, 2024

Coinciding with the post-COVID struggles of the commercial real estate (CRE) sector in the U.S., more regional bank failures could be on the horizon. ...

Financial Markets
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Article

Is the Three Lines of Defense Paradigm Dead?

May 24, 2024

A three-pronged approach to risk management has been widely employed by the financial services industry for the past 10 years. This model, however, ...

Conduct & Ethics | Regulation & Compliance
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Article

Five Ways to Strengthen Third-Party Cyber Risk Management – and Get Past Common Misperceptions

May 24, 2024

Contractual agreements and other protective measures may not stand up to all threats and crises. Business-continuity and incident-response plans, for ...

Cybersecurity
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Article

Navigating the New Regulatory Landscape: How European Banks and Risk Managers Must Adapt

May 17, 2024

Credit risk managers are going to have to adjust to new standards that are on the horizon for models and for artificial intelligence. What specific ...

Counterparty
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Article

The Rise of Conjectural Risk Management

May 17, 2024

Today, stress testing forecasts and ECL calculations are heavily reliant on guesswork scenarios that largely forego empirical data. How has scenario ...

Default | Modeling
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Article

Rethinking Technology Risk: Moving Beyond Guns, Gates and Guards

May 10, 2024

Risk management for a long time suffered from a narrow, protective approach focused on dangers, rather than risks and opportunities. As technologies ...

Cybersecurity | Data
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Article

Data Privacy as a Driver of Governance, Risk and Compliance

May 10, 2024

With the coming AI boom and accompanying regulation, privacy assurance will pay off for organizations that respond effectively to public concerns and ...

Data
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Webcast

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. ...

Financial Markets | Market
Watch Webcast
Article

AI Rears Its Head as a Cyber Threat

May 3, 2024

Accompanying the widespread deployment of powerful new business applications is a growing realization that the technology also gives fraudsters and ...

Cybersecurity
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Article

Managing Inflation Risks: A Practical Guide

May 3, 2024

Price hikes and price uncertainty can have a huge impact on spending, investment, loan origination and, ultimately, default risk. But what tools can ...

Metrics
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Article

A New Look at the Supplementary Leverage Ratio

May 3, 2024

Should a pandemic-era policy response to Treasury market turmoil be reinstated permanently?

Treasury
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Article

A Tool for Systemic-Risk Analysis Is Making Some Long-Awaited Headway

April 26, 2024

The ACTUS data standard is seen as helping regulators to identify brewing crises early enough to take mitigating actions.

Data
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Article

A Modest Suggestion to Improve Stress Testing

April 26, 2024

The current process for ensuring that banks have enough capital to cover their potential losses is too reliant on conditional scenario analysis. ...

Default | Modeling
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Article

Navigating the Unknown: Manage Geopolitical Risk Proactively

April 26, 2024

Acknowledge complexity and uncertainty and prepare for various disruptive scenarios, a leading risk analysis and intelligence executive advises.

Enterprise
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Article

Corporate Treasury Power Play: Strategic Moves to Maximize M&A Success

April 19, 2024

When preparing for a merger or acquisition, the treasury team can actively shape its success, assuming a pivotal role in the due diligence, ...

Enterprise
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Article

The Budget Brain-Teaser: How to Optimize Capital

April 19, 2024

Markets can evolve rapidly, sometimes driven by unprecedented events, and financial institutions therefore cannot over-rely on historical data for ...

Modeling
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Podcast

Geopolitical Risk: Trends, Challenges and Prognostications

April 14, 2024

Hear from Daniel Wagner, CEO of Country Risk Solutions, about the complexities of the global geopolitical risk landscape. In these volatile and ...

Geopolitical
Listen to Podcast
Article

Dividend-Paying Stocks: Where Mitigating One Risk Begets Another

April 12, 2024

Amid sky-high stock prices and interest rates, investors reaching for income must sift carefully through dividend-paying stocks to avoid value traps.

Investment Management
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Article

Reflections on Daniel Kahneman’s Contributions to Risk Management: The Power of Human Frailties

April 12, 2024

All major risk management failures of the past 50 years have been driven at least partly by human biases and tendencies. Now is a good time to ...

Conduct & Ethics
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Article

Anti-Fraud Strategies Take Center Stage Amid Consumers’ Shifting Expectations

April 12, 2024

Financial firms can strengthen relationships and loyalty by protecting consumers from, and educating them about, the threats.

AML & Fraud
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Webcast

The Intersection of Compliance and Resilience

April 9, 2024

Sponsored by Fusion Risk Management Operational resilience is top of mind at both global regulators and financial services firms. Whether you are a ...

Investment Management | Third Party Risk | Regulation & Compliance | Innovation
Watch Webcast
Article

When Insurance Becomes a Risk Factor

April 5, 2024

Insurance products can help mitigate and properly distribute risks, but also often come with perverse incentives that can work against risk managers. ...

Modeling
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Article

T+1 Settlement: A Hard Deadline Approaches, with Some Gaps in Preparedness

April 5, 2024

Firms globally must be ready for North America's shorter securities processing cycles by May 28. Similar mandates for EU and U.K. markets are ...

Financial Markets
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Article

How to Grow Your Risk Hiring Potential: A Q&A with Robert Iommazzo

April 5, 2024

The outlook for career growth in risk management remains robust, despite high interest rates and restructuring at many financial institutions. But ...

Career Development
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Article

Nature Risk: The Velociraptor Next Door

March 28, 2024

What’s the difference between the risks nature imposes on humans and the risks humans impose on nature? What are some examples, and what steps can ...

Data
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Article

Post-Libor Transition, There Remain Refinements to Be Made and Risks to Be Aware of

March 28, 2024

Market participants are told to stay vigilant “to preserve the robust system of reference rates achieved through the decade-long transition effort”.

Financial Markets
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Article

The Data Conundrum for Risk Modelers

March 28, 2024

Understanding the Difference: Forecasts, scenario projections, and model outputs aren't raw data; they carry inherent errors and biases. Risk ...

Modeling
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White Paper

COVID-19: A Catalyst for Evolving MRM

March 28, 2024

The COVID-19 pandemic reshaped the landscape of the financial services industry, prompting a reevaluation of traditional model risk management ...

Resilience
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Article

Private Credit Moves In on Traditional Loan Channels, and Regulators Are Watching

March 22, 2024

The segment remains small relative to total debt and the economy, but the risks of contagion and banking instability cannot be ruled out.

Counterparty
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Article

The CRR3 Output Floor: A Strange Backstop for Credit Risk Measurement

March 22, 2024

Basel 3.1 has a so-called output floor that places strict limits on the amount of benefits a bank can gain from using internal models to meet ...

Modeling
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Article

How Blockchain Technology Can Streamline an Investment Value Chain

March 22, 2024

Eliminating intermediary steps and inefficiencies isn’t merely theoretical. A property lending firm’s CTO explains.

Innovation
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Article

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 ...

Market
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Article

Balancing the Business Model and Concentration Risk

March 15, 2024

It is extremely difficult to identify, measure and manage adverse concentrations. Why is it important to understand the effects of concentration risk ...

Metrics
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Article

In the SEC's Cyber Disclosure Rules, Timing Is a Sticking Point

March 8, 2024

Risk and operational concerns center on a four-day reporting deadline, while other principles and objectives are less contested.

Regulation & Compliance
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Article

Cyber Risks Spark Optimism in Cat Bond Market

March 8, 2024

Expectations are high even as the growth factor of inflation recedes.

Financial Markets
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Article

The Bottom Line on Trust: Institutions Can't Count on It

March 8, 2024

The public has soured on government and politics, media and the corporate world. For banks, it will take “all hands on deck,” from “resiliency teams ...

Enterprise
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Article

Stress Testing in 2024: Analyzing the Fed’s Newly Released Scenarios

March 1, 2024

The Federal Reserve this year requires banks to consider exploratory scenarios that factor in deposit runs and funding liquidity problems, among ...

Modeling
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Article

How to Take the Stress Out of Stress Testing

March 1, 2024

All banks that are subject to this years’ annual stress test from the Federal Reserve are expected to have sufficient capital to pass, despite the ...

Stress Testing & Scenario Analysis
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Article

Do Cryptocurrencies Pose a Macro Threat to the Global Financial System?

February 23, 2024

Digital currencies like bitcoin have made significant inroads among investors and in several countries – but are their risks greater than their ...

Digital Assets
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Article

Did CECL and IFRS 9 Fix the Procyclicality Problem?

February 23, 2024

Modern reporting standards for expected credit losses are, as anticipated, more volatile than the previous incurred-loss approach. But the key ...

Default
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Article

California Law, Following Europe, Introduces a New Privacy Rights Wrinkle

February 23, 2024

Tips to avoid the emerging risks of “dark patterns” and preserve informed consent through customer interfaces.

Regulation & Compliance
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Podcast

Risk Resilience: 2024 Trends and Perspectives

February 16, 2024

In this podcast, Julie Muckleroy, Global Banking Strategist from SAS, and Abraham Izquierdo, Managing Director of Trading and Treasury Risks at Grupo ...

Resilience
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Article

The Corporate Transparency Act Puts Spotlight on Beneficial Ownership Information

February 16, 2024

New AML-related compliance burdens fall on business entities and banks; “disclosing of essential information for the greater good” of corporate and ...

Regulation & Compliance
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Article

Coming Up Short: Risk Management Deficiencies of the UN's Interim Report on AI Governance

February 16, 2024

The United Nations' proposed governance of artificial intelligence is welcome, but it lacks risk management necessities, and a more structured and ...

Enterprise
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Article

Bank of America Quantitative Strategies Leader Is Named Financial Engineer of the Year

February 16, 2024

International Association for Quantitative Finance honors Leif Andersen, also affiliated with NYU and Carnegie Mellon, as "both an academic and a ...

Innovation
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Article

Geopolitical Risk is Spreading Across the Risk Spectrum. Are You Prepared?

February 9, 2024

Whether we’re talking about, say, the Israel-Hamas armed conflict, the ongoing Russia-Ukraine war, or attacks on commercial shipping vessels in the ...

Financial Markets
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Article

Life Settlements Are Settling In as an Alternative Asset Class

February 9, 2024

As insurance-policy death benefits attract yield-hungry investors, portfolio management requires attention to policyholder longevity, insurer ...

Investment Management
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Article

EU Banks Enjoy Success, But Must Stay Vigilant About Emerging Risks

February 9, 2024

European banks have done a fine job of building capital while keeping their risk exposure in check in volatile times. How have they achieved this, ...

Default
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Podcast

Forecasting 2024: Risk Trends and Predictions

February 5, 2024

Hear from Moody’s Analytics’ Cris deRitis about geopolitical risk, cybersecurity, political unease, supply-chain threats, and other key issues that ...

Enterprise
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Article

Is Institutional-Grade Blockchain Ready for Its Great Leap Forward?

February 2, 2024

Perceiving an inflection point for digital assets, DTCC joins with international peers in a call for order, collaboration and standardization.

Innovation
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Article

Continuity and Resilience: Lessons from 2023 into 2024

February 2, 2024

Geopolitical and other uncertainties are escalating third-party risks for all sectors. More robust and integrated stress and scenario testing become ...

Resilience
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Article

How to Measure and Model the Multi-Layered Threat of Cyber Risk

February 2, 2024

Risk managers working in the cybersecurity arena face the daunting task of identifying, analyzing and evaluating a variety of idiosyncratic risks. To ...

Data
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Article

Have Spot Bitcoin ETFs Changed the Digital-Asset Game?

January 26, 2024

The products approved by the SEC are “step one” in a revolution, says the CEO of BlackRock, an early leader in fund inflows. But many crypto-related ...

Investment Management
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Article

Risk Management Forecast for 2024: Defining Trends and Ways to Prepare

January 26, 2024

Amid continuing economic and market uncertainties, conduct regular risk assessments, understand models and their limitations, and be ready to respond ...

Enterprise
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Article

The Costs of Credit Scores and Data Privacy

January 19, 2024

EU courts have recently granted even more protection to consumers’ data, raising doubts about the future of credit scoring in Europe. While greater ...

Counterparty
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Article

Artificial Intelligence Poses Difficult Questions for Corporate Boards. It Can Also Improve How They Work.

January 19, 2024

As with any technological breakthrough, AI carries risks along with payoffs. Both sides of that ledger can benefit from AI-driven governance, ...

Enterprise
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Article

Siri, What’s My Stress Scenario?

January 19, 2024

Risk managers are in line to face a myriad of difficult challenges in 2024, ranging from geopolitical tensions to cyber threats to the growing impact ...

Metrics
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Article

New Year's Resolutions for Risk Managers in 2024

January 12, 2024

Finding balance in managing risk and return is extremely challenging, especially during periods of uncertainty fueled by geopolitical tensions, cyber ...

Metrics
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Article

Basis Trades: Treasury Market Lubricant or Systemic Risk?

January 12, 2024

A winning strategy for hedge funds has regulators worried about leverage and financial stability; a “vulnerability worth monitoring,” according to ...

Financial Markets
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Article

The Risk-Reward of Buy Now, Pay Later

January 12, 2024

BNPL platforms have grown exponentially over the past five years, and may seem like a savior for cash-strapped consumers. However, proper financial ...

Counterparty
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Article

5 Risk Predictions for 2024

January 5, 2024

Inflation, commercial real estate volatility, cyberattacks, geopolitical threats, social unrest, and extreme weather events are among the risks that ...

Metrics
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Article

Government-Owned, Consumer-Centered Banks Gain Limited Traction, but the Idea Is Alive

January 5, 2024

Although only one U.S. state has opened a public bank, advocates believe the model can benefit localities financially while reaching customers not ...

Conduct & Ethics
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Article

How Harnessing the Power of AI Can Revolutionize Alternative Lending

January 5, 2024

New and enhanced analytics, personalization and decision support are well suited to the needs of the SME market.

Data
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Article

Structural Changes Loom in Securities Finance

December 22, 2023

Changing market dynamics accompany questions about future governance of the EquiLend platform, following a settlement of antitrust charges

Financial Markets
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Article

The FHFA's New Vision: A Wonderful Life for the Federal Home Loan Banks?

December 15, 2023

FHLBanks have moved away from their intended mission as community-oriented mortgage lenders and are therefore in need of a revamp. The Federal ...

Counterparty
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Article

Financial Firms Pay Steep Price for WhatsApp and Other 'Off-Channel' Messaging

December 15, 2023

Will upwards of $2 billion in regulatory penalties deter further violations of communication-retention rules? Solutions may require attention to ...

Regulation & Compliance
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Article

Unveiling the Hidden Threat of Payment Fraud

December 15, 2023

Operational challenges and reputational damage can compound the financial costs.

Counterparty
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Webcast

Make Your Move with the FRM

December 12, 2023

The ability to make timely, informed, risk-based decisions is fundamental to the success of companies in every industry. Are you curious about how ...

Career Trends | Financial Markets | Model Risk
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Article

Will Increased Complexity Save Scenario Analysis?

December 8, 2023

Banks are now under pressure to deploy more explanatory scenarios that expand the range of tail risks they consider. The hope is that this approach ...

Modeling
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Article

Asset Exchange Connects a Network of Lenders to Customized Advice and Analytics

December 8, 2023

PNC Capital Markets seeks to stand out from the loan-platform crowd.

Counterparty
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Article

Navigating and Managing Geopolitical Risks

December 1, 2023

Fueled by the ongoing Israel/Hamas and Russia/Ukraine conflicts, headline-grabbing geopolitical threats are a source of significant concern for ...

Metrics
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Article

Updated U.S. Cyber Guidelines Place Emphasis on Risk Governance

December 1, 2023

The 10-year-old NIST framework gets a makeover that draws from and expands applicability of proven practices in financial services and other critical ...

Cybersecurity
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Article

Corporates Awake to Bank-Counterparty Risk

December 1, 2023

Treasurers reacted to this year’s banking turmoil with more – and more sophisticated – metrics to keep watch on their banking relationships.

Counterparty
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Article

Redefining Financial Stability: Pros and Cons of New Regulatory Proposals

November 22, 2023

The Basel III Endgame and the Fundamental Review of the Trading Book are among the upcoming regulations that have unique limitations and advantages.

Regulation & Compliance
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Article

Combating Cybercrime in the Age of Remote Work

November 22, 2023

Despite familiarity with bigger attack surfaces and less-secure perimeters, threat awareness and deterrence require continuing and constant vigilance.

Cybersecurity
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Podcast

Real Estate Risk in Volatile Times

November 21, 2023

Hear veteran risk manager, advisor and professor Clifford Rossi’s viewpoints on trends, threats and opportunities in the commercial and residential ...

Default
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Article

Operational Risk Capital Proposal: Time to Hit the Pause Button

November 17, 2023

The so-called Basel III Endgame could lead to significant amendments in operational loss estimation at big banks.

Resilience
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Article

The 2023 Banking Turmoil: A Middle-of-the-Road Crisis

November 17, 2023

This year’s regional banking fiascoes in the U.S. offered valuable lessons for risk managers, but do they measure up with the 2008 global financial ...

Default
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Article

5 Ways to Improve Model Risk Management

November 17, 2023

How risk assessment, data management, governance and AI can contribute to continuous improvement.

Model Risk
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Article

Real Estate Risks Are Global, but Impacts and Perceptions Vary

November 10, 2023

China’s residential and commercial markets are top concerns in a GARP Benchmarking Initiative survey. In the U.S., multifamily and some office types ...

Counterparty
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Article

Can Banks Reliably Estimate Credit Losses?

November 10, 2023

Financial institutions have improved their ability to forecast losses thanks to better models, impactful regulations and voluminous, higher-quality ...

Modeling
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Article

The Constantly Evolving Cyber Threat Landscape: Current Lessons for CISOs

November 3, 2023

Because the risks are growing more in volume than in complexity, existing defenses can usually suffice. Here is a look at some of the more novel ...

Cybersecurity
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Article

Has ESG Gone Off the Rails?

November 3, 2023

“When regulation starts to become coercive, then there is a problem,” an investment manager writes.

Investment Management
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Article

The Impact of Generative AI on Risk Careers

November 3, 2023

The latest innovation in AI has already made inroads in risk monitoring, measurement and analysis. How will GenAI change the risk landscape, and will ...

Career Trends
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Article

Responses Are Mixed to the SEC’s Treasury Central Clearing Proposal

October 27, 2023

Cost-benefit questions persist despite potential for significant risk reduction

Counterparty
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Article

The Road to Better Model Risk Management

October 27, 2023

Firms new to the discipline have their work cut out as regulators bring attention and clarity to model risk. The experience of forward-thinking early ...

Model Risk
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Article

Investment Managers Keep Faith in Emerging Markets

October 20, 2023

“Many EMs are well positioned to have economic growth acceleration in 2024 and beyond,” says one portfolio manager. “We invest in companies, not ...

Investment Management
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Article

Could Speedier High-Frequency Trading Prompt the Next Market Meltdown?

October 20, 2023

Traders and market makers are pushing hard for faster HFT, claiming it will result in more liquid and more efficient markets. But a proposed speed ...

Innovation
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Article

After Temporary Dislocations, Insurance-Linked Securities Are Breaking Records

October 20, 2023

Anticipated cyber catastrophe bonds and innovative deal structures are expected to fuel further growth

Investment Management
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Article

How to Reduce Bank Failures: A Novel Approach

October 13, 2023

Poor risk governance, culture and infrastructure have been responsible for many financial meltdowns, including this year’s SVB and Signature Bank ...

Regulation & Compliance
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Article

Addressing Data Management Challenges with Emerging Technologies and Industry Collaboration

October 13, 2023

Along with AI, cloud and other advances, it will take a cultural shift to overcome the obstacles of overlapping standards, legacy-system complexities ...

Data
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Article

How Regulatory Backstop Measures Can Lead to Worse Risk Management

October 6, 2023

Whenever supervisors do not feel sure about risk measurement, they add conservatism. But the probability of default backstop the ECB has added to ECL ...

Default
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Article

Unmasking Gray Actors: How to Spot and Stop a Costly Wave of Fraudulent Behavior

October 6, 2023

Subtle deceptions hook unsuspecting victims; risk mitigation measures can be mobilized.

Cybersecurity
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Article

Amid Controversy over Capital Requirements, Top-Rated Structured Bonds Offer Respite

September 29, 2023

The biggest U.S. banks are wary of proposed Basel III impacts, but securitization risk weights could drop

Default
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Article

Balanced Risk Modeling: How to Better Prepare for Shocks

September 29, 2023

Risk managers need to worry about both idiosyncratic outcomes and systemic risks. An integrated, comprehensive modeling approach is the only way to ...

Metrics
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Article

Global Investment Performance Standards: After 25 Years, Room to Grow, and Gaps to Close

September 29, 2023

More smaller and alternative funds are in the fold as consultants and outsourcers offer to support compliance

Investment Management
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Article

The Reawakening of Blockchain – and Its Impact on Risk Management

September 22, 2023

A series of large blockchain initiatives from the like of JPMorgan Chase and the LSE have recently grabbed headlines, once again placing the ...

Digital Assets
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Article

Should Internal Bank Models Be Used for Capital?

September 22, 2023

Large U.S. banks may be forced to employ standardized, regulator-driven models to calculate capital in the future. But, for a variety of reasons, ...

Modeling
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Article

Behavioral Biometrics: A Safe Middle Ground for the Fight Against Financial Fraud?

September 22, 2023

An advanced identity verification tool is reinforcing but not replacing legacy methods

Cybersecurity
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Article

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 ...

Market
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Article

NBFIs: Risks and Opportunities From Nonbanks in the Financial System

September 15, 2023

Conventional banks face major risks from the explosive growth of so-called shadow banks, but these institutions also offer hope to up-and-coming risk ...

Financial Markets
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Article

Management Liability: Four Ways to Reduce the Risk

September 15, 2023

The right preparatory steps can effectively insure against losses and benefit risk management overall

Resilience
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Article

Quantum Computing: Breakthrough Performance Comes with High-Stakes Perils

September 8, 2023

Although the fully realized technology is years away, it is advancing incrementally, and risks are coming into focus

Innovation
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Article

SVB and Signature Bank Fallout: Why We Need a Different Approach to Regional Bank Regulation and Risk Management

September 8, 2023

Regulators seem to once again be focused on increasing capital and liquidity requirements for banks of a certain size in response to recent fiascoes ...

Regulation & Compliance
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Article

An Overlooked Element of Executive Safety: Data Privacy

September 8, 2023

Proliferation of personal data puts company leaders at risk. Security technologies can protect them.

Cybersecurity
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Podcast

Risk-Based Decisioning in an Age of Uncertainty Part 2

September 6, 2023

In this podcast Zeynep Salman, Senior Business Solutions Manager at SAS, will explore the top trends and market practices for financial institutions ...

Resilience
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Article

The Impact of Evolving Central Bank Digital Currencies on Banks and Risk Management

September 1, 2023

Digital currencies developed by central banks may be the wave of the future, but still face significant barriers to entry. Are CBDCs a threat to ...

Data | Digital Assets
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Article

How Generative AI Will Disrupt Credit Risk Modeling

September 1, 2023

Improved coding of PD, LGD and EAD models is one of the potential benefits of this innovative technology. How does this work, and what else can ...

Modeling
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Article

Systemic Vulnerabilities Underscore the Need for a Data Standard

September 1, 2023

Legal Entity Identifiers, although still a work in progress, point the way toward real-time risk analysis and contagion alerts

Data
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Article

Reassessing the Current State of Bank Safety

August 25, 2023

What level of danger are banks now facing? In the wake of a series of extreme events, do they need to adopt complex, nonlinear models for tail risk ...

Financial Markets
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Article

Exhaustive Scenario Analysis: What Banks Can Learn From the Airline Industry’s Flight Simulations

August 25, 2023

Flying is hundreds of times safer than driving, thanks at least partly to comprehensive simulations performed by airline pilots. Banks that want to ...

Modeling
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Podcast

Risk-Based Decisioning in an Age of Uncertainty Part 1

August 23, 2023

Is it possible for financial institutions to offer on-demand, superior customer experiences while making risk decisions in near real-time in an ...

Resilience
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Article

Insurance Regulation Could Stymie Financing for Risky Companies

August 18, 2023

Opponents say a higher capital charge will affect availability and returns on collateralized loan obligations

Regulation & Compliance
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Article

Is Honesty Really the Best Policy in Risk Management?

August 18, 2023

The truth, contrary to the Bible, does not always set you free – particularly if you are a risk manager who does not want to block innovation. What ...

Conduct & Ethics
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Article

Building a Healthy Risk Culture: A Q&A With Clifford Rossi

August 18, 2023

Banks with effective risk cultures are less prone to errors and more equipped to handle shocks. But what specific steps do they need to take to ...

Enterprise
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Article

Building a Healthy Risk Culture: A Q&A With Clifford Rossi

August 18, 2023

Banks with effective risk cultures are less prone to errors and more equipped to handle shocks. But what specific steps do they need to take to ...

Career Development
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Article

A CRO on a Mission to Help Build a Resilient Culture

August 11, 2023

For BNY Mellon’s Senthil Kumar, “intelligent risk-taking” is at the heart of holistic risk management

Enterprise
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Article

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

Market
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Article

Banks Have a Better Grip on Online Fraud, but the Threats Persist

August 11, 2023

Digitization brings both opportunity and vulnerability. Beware social engineering and email compromise.

Cybersecurity
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White Paper

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, ...

Market
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Article

Four Hurdles of the EU’s Digital Operational Resilience Act

August 4, 2023

Stringent requirements for technological reliability, cybersecurity, business continuity and vendor risk management take effect in January 2025. ...

Cybersecurity
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Article

Traditional vs. Fixed Analysis: Weighing the Pros and Cons of An Alternative Approach to Scenario Design

August 4, 2023

For decades, to better manage uncertainty and make more accurate forecasts of losses, financial institutions have relied on a multi-scenario strategy ...

Modeling
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Article

How Risk Managers Should Define a Crisis, and Why It Matters: A Q&A With Dr. René Stulz

August 4, 2023

The global financial services landscape has been significantly altered by unpredictable – and sometimes unprecedented – events over the past 15 ...

Enterprise
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White Paper

A Guide to PRA’s Model Risk Management Principles

August 1, 2023

UK-incorporated banks, building societies and investment firms that use internal models for capital calculations now face pressure to adhere to model ...

Model Risk
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Article

Remembering Harry Markowitz: A Risk Management Pioneer and Beloved Mentor

July 31, 2023

The risk community looks back on the finance legend and Nobel Prize winner, whose creation of Modern Portfolio Theory (MPT) transformed wealth ...

Career Development
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Article

Risk Management and the Tangled Web of Financial Control, Accounting and Technology

July 28, 2023

Aided by blockchain, financial control professionals are making impressive advancements in risk management. What are the differences between ...

Data
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Article

What to Know About U.S. Regulators’ Third-Party Risk Management Guidance

July 28, 2023

Defining expectations for risk-based approaches and governance, the agencies are “more prescriptive and clarifying” than in their 2021 proposal

Third Party Risk
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Article

CECL and IFRS 9: Superior Risk Management or Psychological Ploy?

July 21, 2023

Projecting expected credit losses is tricky, partly because scenario analysis is imprecise and partly because recessions do not necessarily yield ...

Default
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Article

Moving Up on the Compliance Agenda: The EU’s EMIR Refit

July 21, 2023

Market infrastructure rules affect derivatives counterparties and trade repositories, stress data quality and standardization

Data
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Article

Collateral Management Technology Is Boosting Efficiency and Adding Strategic Value

July 21, 2023

Systems are rising to the post-Dodd-Frank challenges of operational and transactional complexity

Counterparty
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Article

Extensive Cybersecurity Rules Are Pending at the SEC

July 14, 2023

Critics complain about new layers of complexity and the unintended consequence of information leakage

Cybersecurity
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Article

The Commercial Real Estate Dilemma and Its Impact on Bank Risk Management

July 14, 2023

Banks that are heavily invested in the troubled CRE market now face a variety of complex risks, from the remote work trend to rising inflation to the ...

Counterparty
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Article

Integrated Third-Party Risk Management: Collaborative, Coordinated and Continuous

July 14, 2023

Recent disruptive events underscore the importance of holistic, proactive approaches; vendor assessments and due diligence; and “every employee’s ...

Third Party Risk
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White Paper

The Suitability of Models in Today's Environment of Emerging Risks

July 13, 2023

Model failures in recent times have called into question the effectiveness of the methodologies currently used by many banks, particularly for credit ...

Model Risk
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Article

A Midyear (Global) Report Card: Economic Trends, and Ongoing and Emerging Risks

July 7, 2023

Economies across the world have bucked predictions and avoided recessions this year, but significant risks remain. How do U.S. economic developments ...

Metrics
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Article

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

Market
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Article

How to Better Manage Fraud in a Post-Pandemic World

July 7, 2023

In the wake of the COVID-19 crisis, internal fraud is on the rise at banks – but there are strategies they can employ to minimize this risk.

AML & Fraud
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Article

An Appeals Court Decision Could Alter the Fundamentals of Syndicated Leveraged Loans

June 30, 2023

Lenders’ advocates warn of market chaos if the loans have to be treated as securities

Financial Markets
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Article

In a Highly Connected World, Disease Is Not Isolated from Other Risks

June 30, 2023

Filling the gaps in hygiene research is critical to risk management and business resilience

Enterprise
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Article

Risk Management and Radical Uncertainty

June 23, 2023

Extremely rare tail-risk events simply cannot be modeled. But that doesn’t mean traditional models that rely on historical data do not have worth.

Financial Markets
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Article

A Brave (and Risky) New World: The Gig Economy Comes for Hedge Funds

June 23, 2023

The most rapidly growing segment of the hedge fund industry is a gig business model that offers more freedom to managers and investors – and could ...

Innovation
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Article

After the Reports and Recriminations, What Is Left to Learn About the 2023 Bank Failures?

June 16, 2023

Lawmakers, academics and others have unanswered questions. A Federal Reserve governor, for one, calls for further inquiries.

Regulation & Compliance
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Article

Foundation IRB: An Inferior Option for Credit Risk Modeling?

June 16, 2023

For certain asset classes, Basel III prohibits the use of the advanced IRB approach for credit risk measurement, favoring instead a foundation ...

Modeling
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Article

Facing the Reality of Real-Time Payments: Are Anti-Fraud Protections Up to Speed?

June 16, 2023

FedNow, a milestone for the U.S., launches in July. Artificial intelligence will be on guard.

Innovation
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Article

The Fed’s Report on Silicon Valley Bank: Key Risk Takeaways

June 9, 2023

There was plenty of blame to go around for the demise of SVB, but regulatory findings show that banks require more proactive boards and need to ...

Regulation & Compliance
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Article

Risk Management Specialist vs. Generalist: Which Is Right for You?

June 9, 2023

Aspiring FRMs and junior-level risk managers must choose between two career paths. There is no right answer, but there are pros and cons a young risk ...

Career Development
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Article

The Three Rs of Regulatory Response to Recent Bank Failures

June 2, 2023

Assumptions about financial stability and customer behavior must be reassessed, and technology infrastructure modernized

Regulation & Compliance
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Article

Securities Lending and Repo Get the Blockchain Treatment

June 2, 2023

Deutsche Börse affiliates are leading adopters, but volumes have yet to take off

Financial Markets
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Article

A Lesson From SVB: Don't Forget Risk Management Fundamentals

June 1, 2023

Recent bank collapses have increased the demand for competent risk management. What have we learned about the value of risk awareness, and what ...

Career Development
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Article

Risk Modeling: What Can We Learn from the Rigor of Academics?

May 26, 2023

Financial risk models have repeatedly been found wanting over the past few years, partly because model developers are limited by regulations. But ...

Modeling
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Article

Risk Management and Public Key Cryptography

May 26, 2023

Risk managers must consider all risks and make decisions based on complex, voluminous, fast-changing data, all while worrying about timeliness and ...

Cybersecurity
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Article

How Unrealized Losses Weigh on Bank Balance Sheets

May 26, 2023

Mortgage-backed securities plus other credit exposure approach total bank equity capital, according to one estimate

Default
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Article

Measuring Corporate Culture: It’s Complicated

May 19, 2023

From surveys and questionnaires – the “workhorses of culture research” – to “the explosion of digital trace data” and faster and cheaper ...

Conduct & Ethics
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Article

Agile Approaches for Credit Risk Modeling: Curse or Blessing?

May 19, 2023

Today, agile model development methodologies are becoming increasingly popular. What are the advantages and pitfalls of these approaches when ...

Modeling
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Article

The Parlous State of ESG

May 19, 2023

Navigating a minefield of ratings, regulations and politicization

Investment Management
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White Paper

Crisis Risk and Risk Management

May 17, 2023

Firms that use data to account for interactions between risks can more accurately forecast crises – but some types remain unpredictable. René M. ...

Resilience
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Podcast

Risk Management’s Latest Trial by Crisis

May 12, 2023

Hear veteran risk manager, advisor and professor Clifford Rossi’s perspective on recent turmoil in the banking system, on where risk management fell ...

Resilience
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Article

Banks Short – or Long – on Deposits Can Go to the Markets

May 12, 2023

Innovative private-sector platforms can help navigate rough patches, but they’re not designed to rescue banks on the brink

Financial Markets
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Article

Is There a Need for a Chief Liquidity Officer?

May 12, 2023

The benefits of a new “C” function could outweigh the cost and effort of creating it

Investment Management
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Article

The Future of DeFi: What It Means for Risk Managers

May 5, 2023

Junior risk practitioners and aspiring FRMs who are interested in building a career in decentralized finance need a blend of intellectual curiosity ...

Career Development
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Article

First Republic Fallout: A Call for More Effective Bank Board Risk Committees

May 2, 2023

The collapse and eventual sale of First Republic was a stark reminder that greater scrutiny of interest rate, liquidity and credit risks is needed to ...

Enterprise
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White Paper

What Bank Board Risk Committees Should Be Asking Management Teams

May 2, 2023

Greater scrutiny of interest rate, liquidity and credit risks is needed to stem the tide of bank failures. Cliff Rossi explains why risk committees ...

Conduct & Ethics
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Article

Different, but the Same: What Bank Failures Can Teach

April 28, 2023

Although every crisis is different, financial firms can spot the warning signs – and even predict various risks – if they learn from the past

Enterprise
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Article

Stress Testing and Scenario Analysis: The Customization Challenge

April 28, 2023

Recent bank defaults have proved that “one size fits all” regulatory stress tests do not work. Are there practical ways of individualizing prescribed ...

Modeling
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Article

Alternative Data and Credit: The Business Dimension

April 28, 2023

Consumer credit scoring innovations cross over to small-business and startup loans

Data
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Article

Lying with Statistics: How Risk Model Selection Contributed to SVB’s Downfall

April 21, 2023

Just how easy is it to manipulate data in a model to suit the preferences of an individual or of bank management? Flaws in the current model ...

Model Risk
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Article

Bank Failures and the Need for Better Risk Leadership

April 21, 2023

To prevent future fiascoes, financial institutions must improve their culture and their risk training. It all starts at the top, where the CRO must ...

Conduct & Ethics
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Article

Financial Crime and Compliance: Responsibility Is Not Just on Banks

April 21, 2023

Lawyers, accountants and other “gatekeepers” must also be accountable

Regulation & Compliance
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Podcast

SVB and Signature Bank: The Roles of Risk Modeling, Culture and Stress Testing

April 14, 2023

Hear from risk modeling expert Tony Hughes about the parts various risk management techniques played in recent bank failures, as well as the current ...

Stress Testing & Scenario Analysis
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Article

Silicon Valley Bank: The Postmortems Came Fast and Furious

April 14, 2023

Managerial failings were in plain sight. As with past crises, remedial playbooks and regulatory actions to rein in risks and avert contagion will be ...

Conduct & Ethics
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Article

Credit Risk Measurement: Basel III’s External Ratings Dilemma

April 14, 2023

The rollout of Basel III in both Europe and the U.S. is on the horizon, but flaws remain in its requirements for calculating risk-weighted assets. ...

Default
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Article

Getting Beyond RCSA: Why Operational Risk Needs a New, Improved Process

April 14, 2023

Risk Control Self-Assessments are, by definition, limited. Dynamic data-driven assessments are a better way.

Data
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Article

SVB and Signature Bank: Risk Management Revelations

April 6, 2023

Recent bank collapses can be traced to their narrow-minded approach to stress testing and scenario analysis. What exactly went wrong at these ...

Modeling
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Article

Will the SEC Help Reinvigorate Public Stock Issuance?

April 6, 2023

Countering the rampant growth in private markets, near-term steps may have to be “incremental”

Financial Markets
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Article

Reimagining the Federal Home Loan Bank System

April 6, 2023

How can we reduce systemic risk and create more competition in the U.S. mortgage secondary market? A pair of GSEs currently dominate this space, but ...

Enterprise
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Article

Stress-Testing the Supply Chain for Risk Resiliency

March 31, 2023

An investment-like portfolio management approach, enhanced by real-time ecosystem data sharing

Resilience
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Article

A Lesson From SVB: Don’t Forget Risk Management Fundamentals

March 31, 2023

Recent bank collapses have increased the demand for competent risk management. What have we learned about the value of risk awareness, and what ...

Financial Markets
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Article

How D&I Can Drive ROI: A Q&A With Amundi's Allen Xiao

March 31, 2023

Why is it important to have an ethnically and culturally diverse risk management team? A deputy CRO shares his viewpoints on the cultural, risk and ...

Career Trends
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Article

Would DFAST Have Saved SVB?

March 24, 2023

There is a school of thought in the banking industry that Silicon Valley Bank would not have failed had it been subject to comprehensive stress ...

Stress Testing & Scenario Analysis
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Article

The Fall of Silicon Valley Bank: A Systemic Risk View

March 24, 2023

Before it was shuttered, how much of a threat did SVB pose to the financial system? Comparing the bank’s systemic risk profile with banks of similar ...

Financial Markets
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Article

Could SOFR, Under Stress, Hurt Bank Balance Sheets and Lending Capacity?

March 24, 2023

A New York Fed study fleshes out “Main Street” lenders’ critique of the Libor replacement rate

Financial Markets
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White Paper

Reimagining the Federal Home Loan Bank System

March 22, 2023

How can we reduce systemic risk and create more competition in the U.S. mortgage secondary market? Clifford Rossi explains how these objectives can ...

Enterprise
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White Paper

The Fall of Silicon Valley Bank: A Systemic Risk View

March 20, 2023

How much of a systemic threat did SVB pose to the financial system before it was shuttered? GBI’s Chris Donohue, Bryan Feierstein and Eli Crane ...

Financial Markets
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Article

Due Diligence Is Under Review

March 17, 2023

Litigation and reputational risks arise in the wake of breakdowns in screening processes. Are improved, perhaps more technology-assisted practices on ...

Enterprise
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Article

Risk Management Lessons Learned From SVB

March 17, 2023

Now is the time for risk managers to address the critical questions that matter for the banking industry: Was the failure of SVB preventable, what ...

Financial Markets
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Article

Silicon Valley Bank: A Failure in Risk Management

March 14, 2023

What drove the collapse of SVB? Insufficient board oversight, incomplete modeling and poor liquidity risk management practices were among the key ...

Financial Markets
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Article

$2 Billion and Counting: The Rise of E-Communications Fines – and How They Can Be Avoided

March 10, 2023

For banks slow to react to the risks, surveillance and control solutions are in reach

Regulation & Compliance
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Article

When to Change IFRS 9 Scenario Weights for ECL: A Simple Rule

March 10, 2023

Financial institutions in Europe now employ a range of scenario-weighting approaches to estimate IFRS 9-compliant expected credit losses, with little ...

Default
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Article

It’s in the Details: Are Spreadsheets Putting Firms at Risk?

March 10, 2023

Mitigating the risks in end-user applications through intelligent automation and digital transformation

Data
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Article

Measuring and Modeling Residential Real Estate Risk in Unprecedented Times

March 3, 2023

Risk modelers in the mortgage industry now face significant obstacles, thanks in part to rising interest rates, high inflation, stagnant growth and a ...

Modeling
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Article

Regulators Draw a Line on an Attempted Use of Term SOFR

March 3, 2023

The auto-loan-backed securities market awaits clarification as the mid-year Libor transition deadline approaches

Financial Markets
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Article

Managing Compliance and Complexity: A GRC Call to Action

March 3, 2023

Seven tips to improve business value along with risk, ESG, business and technology strategy

Enterprise
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Article

Managing Liquidity Risk and Funding Costs During a Crisis

February 24, 2023

Liquidity risk can spin out of control amid an extreme event. But financial institutions can take a three-pronged, multi-scenario approach to assess ...

Metrics
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Article

A Defense of Empirical Risk Management

February 24, 2023

Traditional credit risk models have recently come under heavy fire. But there is still value in learning from history, even while modifications are ...

Model Risk
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Article

Continuing Complications in Supply-Chain and Third-Party Risks

February 24, 2023

Rapid responses and resilience are essential amid economic and geopolitical disruptions and regulatory challenges

Third Party Risk
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Podcast

Forecasting 2023: Predictions for Financial and Non-Financial Risks

February 17, 2023

Hear risk management prognostications from Cris deRitis, the deputy chief economist at Moody’s Analytics. Risk managers have been severely tested ...

Enterprise
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Article

Helyette Geman, of Johns Hopkins and Birkbeck, Is Financial Engineer of the Year

February 17, 2023

“Research across disparate topics” and “extensive career of important contributions” earn IAQF/Northfield honor

Innovation
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Article

The Risk Appetite Dilemma: How to Overcome Obstacles and Enhance Risk-Adjusted Return

February 17, 2023

Risk appetite statements can yield many benefits, but only when they adhere to established risk-tolerance levels and make use of proper metrics that ...

Enterprise
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Article

How to Develop Effective Risk Documentation

February 17, 2023

Financial institutions need to account for risks properly as part of enterprise risk management, but what steps can they take to manage documentation?

Enterprise
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Article

Treasury Trading Reforms Move Forward and Get Some Pushback

February 10, 2023

As the SEC seeks to bolster resilience, market participants advise caution on specifics

Financial Markets
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Article

What Do CROs Look for in a Risk Manager?

February 10, 2023

Technical skills are always in demand for job candidates and for risk professionals seeking to climb the corporate ladder, but problem-solving, ...

Career Trends
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Article

When Due Diligence Fails: Cautionary Current Events

February 10, 2023

Hard-won lessons from costly missteps

Enterprise
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Podcast

2023 Market Trends: How Will They Impact ALM Efforts?

February 9, 2023

Hear from Dr. Donald van Deventer, Managing Director--Risk Research and Quantitative Solutions @ SAS, as we discuss the impact of current market ...

Investment Management
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White Paper

Risk Management: DeFi Lending and Borrowing

February 9, 2023

Decentralized finance promises a new and efficient way of enabling access to financial services, but it does not come without sizeable risks. Kashish ...

Innovation
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Article

Follow the Sun to Manage Investment Risk

February 3, 2023

“Light exchange” Blue Ocean brings 24/7 equities trading closer to reality

Financial Markets
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Article

Bypassing Legal Reviews and Procedures: An Overlooked Source of Risk?

February 3, 2023

Like risk managers, legal professionals say they can positively impact business results

Enterprise
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Article

Under the Hood: Evaluating the Basel Committee’s Self-Analysis of Basel III

January 27, 2023

A new BCBS report states that Basel III reforms have yielded stronger, more resilient banks without any negative side effects. But the analysis ...

Regulation & Compliance
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Article

Open Banking Is on the Way in the U.S., Accompanied by Risk Concerns

January 27, 2023

While regulations are still pending, data management, privacy and third-party compliance issues are likely to arise

Data
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Article

How to Model Forward-Looking Credit Risk

January 27, 2023

During uncertain times, the traditional approach for estimating expected credit losses simply doesn’t work. However, while forecasting ECL is a ...

Modeling
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Article

Model Risk Management Challenges and Opportunities in a Volatile World: A Q&A with Evan Sekeris

January 20, 2023

In uncertain times marked by rare and extreme events, the obstacles facing risk modelers are steep. But aspiring and early-career FRMs with an ...

Model Risk
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Article

Corporate Treasury’s Seat at the Enterprise Risk Management Table

January 20, 2023

Looking past silos to contribute to a holistic view of risk

Enterprise
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Article

The Evolution of Risk Management: 25 Years of the FRM Program

January 17, 2023

How does a recovering lawyer with a background in Wall Street derivatives find himself at the center of a global embrace of risk management? As we ...

Career Development
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Article

Does Fed Policy on Reserve Balances Raise Risk of Market Disruption?

January 13, 2023

Research shows a link between intraday reserve shortfalls and interest rate spikes

Financial Markets
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Article

Reducing Operational Risk with Systems Engineering

January 13, 2023

What are the underlying problems behind the operational failures that have plagued large banks? Should they consider a systems engineering approach ...

Resilience
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Article

How the Cyber Risk Landscape Changed in 2022 – and What’s in Store for 2023

January 13, 2023

Companies recognizing bottom-line impact will spend more on cybersecurity

Cybersecurity
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Article

5 Risk Predictions for 2023

January 6, 2023

In the coming year, we can expect a slowdown in worldwide economies, an increased emphasis on operational resilience, a shift toward simpler and more ...

Metrics
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Article

Growth in Private Markets Attracts Trading Platforms to Serve Them

January 6, 2023

Systems can facilitate price discovery and liquidity, but could too many of them spread the business too thin?

Financial Markets
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Article

The ‘Quantum Cat’ After the Digital Asset Crash

January 6, 2023

Crypto may be paradoxically alive and dead, with unresolved questions and unfulfilled promise

Digital Assets
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Article

Cryptos at the Banking Gate: Too Close for Comfort?

December 16, 2022

FTX’s implosion and related fallout have ratcheted up concerns about systemic risk and contagion

Regulation & Compliance
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Article

Trust Is Being Tested in Uncertain Times

December 16, 2022

The business world needs to better understand and manage it, build reputational resilience “from the inside out”

Enterprise
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Article

FTX Fiasco: Risk Management Lessons Learned

December 16, 2022

The failure of the crypto giant has shined a spotlight on the crucial role of CEOs, who must lead the development of comprehensive, engaging risk ...

Conduct & Ethics
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Article

Digital Transformation: 5 Things CROs Need to Know

December 9, 2022

To lead their firms’ into the digital era, chief risk officers should place a premium on people, avoid excessive reliance on technology, build ...

Digital Assets
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Article

Pension-Fund Risk: How to Improve Liquidity Management

December 9, 2022

Recent nonfinancial incidents, including geopolitical conflicts, the pandemic and a supply-chain crisis, have destabilized markets and sent risk ...

Investment Management
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Podcast

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 ...

Market
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Article

Regulators and Innovation: A Reconsideration

December 2, 2022

Financial regulation at its best adapts dynamically to changing market conditions and emerging issues. Technology is posing a crucial test.

Regulation & Compliance
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Article

Catastrophe Risk Protection: Hurricane Ian Dislocates an Already Challenged Market

December 2, 2022

A cyber cat bond is expected soon, but capital constraints may hinder market growth

Default
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Article

The Stagnation of Stress Testing: Causes … and Potential Solutions

November 18, 2022

An overreliance on scenarios can limit the effectiveness of stress tests. Why is excessive dependence on scenarios problematic, and, with a recession ...

Resilience
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Article

Distributed Ledgers and Digital ID: A Logical Match for KYC?

November 18, 2022

Identity verification and authentication are key to electronic commerce and the further digitalization of financial services and other businesses, ...

Innovation
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Article

Operational Resilience Through Supply Chain and Business Process Mapping

November 11, 2022

A discipline for navigating the complexities of concurrent and cascading crises

Resilience
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Article

Transitioning Veterans: Could a Military Background Jumpstart a Career in Risk Management?

November 11, 2022

When a military member approaches the transition to civilian life, he or she isn't your average career-changer. Whether it's a resume full of job ...

Career Development
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Article

Risk and Compliance Disruptors: Innovative Startups Specialize in Automation and Acceleration

November 4, 2022

Entrepreneur-led Themis reinvents workflows; Debbie helps with debt management; Cable combats financial crime

Regulation & Compliance
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Podcast

Tail Risk: How to Incorporate Extreme Events into Financial Risk Modeling

October 28, 2022

Hear from Prof. Clifford Rossi as we examine some of today’s biggest financial risk modeling challenges. Risk modelers have recently been befuddled ...

Modeling
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Article

Economic Misery and Bank Financial Performance

October 28, 2022

Current risk models don’t have sufficient data to account for today’s volatile markets. What’s the true impact of factors like unemployment and ...

Default
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Article

Coinbase’s Institutional Flip Side

October 28, 2022

Hurt by exposure to retail crypto trading, the exchange has a growing prime brokerage and alliances with BlackRock’s Aladdin and other platforms

Digital Assets
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Article

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

Market
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Article

Stress Testing Integration: How to Combine Capital and Liquidity

October 21, 2022

Though the importance of integration is now widely understood by financial institutions, stress testing of capital and liquidity is still typically ...

Metrics
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Article

The Expected Credit Losses Dilemma: Weighting IFRS 9’s “SICR”

October 21, 2022

Under IFRS 9, European banks today face a steep increase in their loan-loss provisions if it is determined at the time of financial reporting that ...

Default
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Article

Buy-Now-Pay-Later and Alternative Data Bring Disruption to Retail Credit

October 14, 2022

Fast-growing fintechs contend with a credit cycle as CFPB eyes a rulemaking on consumer data rights

Counterparty
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Article

Risk Careers: Trends and Key Skills in Demand in a Topsy-Turvy World

October 14, 2022

In a sea of volatility and unpredictability, what does the current job market look like for aspiring FRMs and early-career risk practitioners?

Career Trends
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Article

Asset Managers Who Prepare for Increased Transparency on DEI May See Big Returns

October 14, 2022

Getting out ahead of mandatory standards can bring organizational improvements and boost assets under management

Regulation & Compliance
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Article

As Crypto Winter Lingers, Digital Custodians Fill Senior Posts

October 7, 2022

Strategic moves by trust companies, Nasdaq and others prioritize safety of assets and institutional participation

Digital Assets
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Article

The Risk Matrix Approach: Strengths and Limitations

October 7, 2022

The RMA is an effective and intuitive technique used by risk managers to prioritize threats to their organization in a graphic manner – but it’s not ...

Data
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Article

Beyond Deepfakes: Synthetic Fraud’s Next Alarming Evolution

September 30, 2022

Artificial intelligence powers potentially more pervasive shallowfakes – and holds a key to solutions

Cybersecurity
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Article

Are CECL and IFRS 9 Reasonable and Supportable?

September 23, 2022

Recent events, including the pandemic, have raised questions about whether the forward-looking accounting standards that are now in place for credit ...

Default
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Article

The Ethereum Merge: A Smoother On-Ramp for Institutional Finance?

September 23, 2022

Energy-efficient blockchain may be more hospitable to ESG-minded investors; crypto market risks still loom large

Innovation
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Article

A Call to Arms: Incorporating Extreme Events into Financial Risk Models

September 16, 2022

Recent nonfinancial incidents, including geopolitical conflicts, the pandemic and a supply-chain crisis, have destabilized markets and sent risk ...

Metrics
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Article

Uncleared Margin Rules Reach Final Phase, but the PRA Has Questions

September 16, 2022

U.K. regulator seeks assurances about the adequacy of initial margin calculations; ISDA defends its standard model

Financial Markets
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Article

SEC Penalizes a Chief Compliance Officer, Putting Spotlight on Personal Liability

September 16, 2022

CCOs and other executives await regulatory clarity on potential financial exposure

Regulation & Compliance
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Article

Model Validation: Dissecting the Boundaries of a Rules-Based World

September 9, 2022

The European Banking Authority is seeking feedback from regional supervisors and banks about a handbook it has created for validation of IRB models ...

Modeling
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Article

Fintech Innovation: What Does It Mean for FRMs?

September 9, 2022

Regulatory efforts are being outpaced by the progress being made by financial technology companies. How will the growth of fintechs impact the ...

Innovation
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Article

The 'Rebranded' Mission for Legal Entity Identifiers

September 9, 2022

LEI governing body sets digital-commerce goals beyond original focus on financial markets

Data
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Article

The Rise of Low Code: A Productivity Breakthrough with Caution Flags

September 2, 2022

As major banks and others empower “citizen developers,” operational risks and “shadow IT” need vigilance

Innovation
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Article

Decoding Country Perils: The Nature and Causes of the Risk of Nations

September 2, 2022

What are the best indicators of short- and long-term country risk, and what steps can firms take to identify, assess and manage this multi-layered ...

Metrics
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Article

Will the ‘Systemically Important’ Club Become Less Exclusive?

August 19, 2022

A proposal to bolster cybersecurity would extend the designation into critical-infrastructure sectors outside of financial services, but banking ...

Cybersecurity
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Article

Financial Infrastructure at a Systemic Crossroads

August 19, 2022

Disruption is the enemy, business continuity is the mission, and operational resilience and uptime are strategic imperatives for risk professionals ...

Resilience
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White Paper

Understanding the Risks of Multiple Credit Scores in Mortgage Lending

August 17, 2022

Competition among credit score providers is heating up, with increased focus by regulators on expanding equitable access to credit for consumers with ...

Counterparty
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Article

Crashing with Crypto: Coinbase as Case Study

August 12, 2022

Risk and reputational flaws are cautionary lesson for fintechs and other innovators

Enterprise
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Article

Economic Capital: The Power of Diversification

August 12, 2022

As we speed toward the January 2023 deadline for Basel III implementation, the calculation of economic capital has become more important than ever. ...

Modeling
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White Paper

Calculating the Regulatory Surcharge for US G-SIBs

August 4, 2022

To ensure that they are fully prepared for future crises, global systemically important banks (G-SIBs) must hold extra levels of regulatory capital. ...

Regulation & Compliance
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Article

Scenario Analysis: Assessing the Quality of the Journey

July 29, 2022

Model Risk
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Article

Embedded Applications: New Revenue and New Risks for Banks

July 22, 2022

Innovation
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Article

Model Risk Management Lessons Learned: Tracing Issues from the Pandemic to the Great Recession

July 8, 2022

Model Risk
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Article

How to Use ERM, ML and Scenario Analysis to Advance Your Risk Career

July 1, 2022

Enterprise
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Article

Getting Schooled on Risk: Graduate Programs Cultivate Talent for the Times

June 24, 2022

Enterprise
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Article

SEC Rule Has Fund Firms Grappling with a VaR Mandate

June 17, 2022

Investment Management
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Article

How to Improve Cyber Resilience: A Q&A with the OCC’s Patrick Kelly

June 10, 2022

Cybersecurity
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Article

Consumer Outlook: Continued Growth, or Putting on the Brakes?

June 10, 2022

Financial Markets
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Article

U.S. Law and Global Challenges Reshape AML Compliance

June 3, 2022

Regulation & Compliance
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Article

FASB Update Facilitates Hedging of Fixed-Income Risk

May 27, 2022

New guidance is well timed for rising interest rates

Regulation & Compliance
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Article

How to Manage Balance-Sheet Risk in Volatile Times

May 27, 2022

Given the looming prospect of a recession, it’s critical for financial institutions to strengthen their balance sheets. To meet this objective, firms ...

Metrics
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Article

CRO Takes a Plea in Archegos Case

May 20, 2022

AML & Fraud
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Article

Stress Testing Uncertainty: What Does It Mean for FRMs?

May 20, 2022

Banks, of course, need to ensure that they have enough capital to cover their risks – but, thanks to the pandemic and the resultant ...

Stress Testing & Scenario Analysis
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Article

Model Validation for Credit Risk: A Critical Deficiency in the Jeffreys Test

May 13, 2022

Modeling
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Article

Anchorage Digital Bank Found Deficient in Anti-Money Laundering Compliance

May 13, 2022

Regulation & Compliance
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Article

The Pandemic Will Improve Risk Modeling – If We Let It

May 6, 2022

Modeling
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Article

Engineering a Diverse Workplace: Edward Jones’ CRO Is Determined to ‘Be the Difference’

May 6, 2022

Enterprise
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White Paper

Robust Estimation of Loss Models in the Insurance Industry

May 5, 2022

Comprehensive loss models are important for all financial services firms, but particularly for insurers. Chudamani Poudyal and Vytaras Brazauskas ...

Model Risk
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White Paper

The Time Varying Bayesian Beta

April 21, 2022

Vasicek’s Bayesian approach for estimating security beta has been widely accepted in the financial services industry, but is it too static? Giuseppe ...

Metrics
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Article

5 Digital Risk Management Tools Every FRM Should Know About

March 24, 2022

Discover five of the most important risk management tools for financial risk managers to understand and utilize.

Career Development
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White Paper

Rethinking Business Models from the Perspective of ESG

March 17, 2022

Forward-looking financial institutions are adapting their methodologies to account for environmental, social and governance issues. Enrico Guarnerio ...

Model Risk
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Article

Common Risk Management Interview Questions and Tips for Success

March 10, 2022

Anticipating risk management interview questions can help you land the job. Here are some common questions to consider.

Career Development
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White Paper

The Art of Running Model Validation in a Bank

March 10, 2022

Financial institutions are under increasing regulatory pressure to implement robust model validation. Subrahmanyam Oruganti and Surabhi Kashyap ...

Model Risk
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White Paper

Bayesian Backtesting for Counterparty Risk Models

March 3, 2022

Financial institutions need a conceptually sound and easy-to-implement approach for analyzing model performance. Matthias Arnsdorf and Mante Zelvyte ...

Counterparty
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Article

What Does a Risk Manager Do?

February 18, 2022

Risk manager's help prepare for uncertainties, minimize threats and mitigate losses. To find out what risk managers do in their day-to-day work read ...

Career Development
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White Paper

Political Risk Management

February 17, 2022

The COVID-19 pandemic and social unrest have shined a corporate spotlight on political risk. Omari Scott Simmons explains how businesses can use ...

Geopolitical
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White Paper

Assessing ESG Risks for Businesses in the COVID-19 Era

February 3, 2022

Business operations, supply chains and economies around the globe have been disrupted by the pandemic. Paul Hirose and T. Markus Funk discuss the ...

Resilience
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White Paper

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 ...

Market
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White Paper

Do Artificial Neural Networks Provide Improved Volatility Forecasts?

January 20, 2022

Stock market volatility forecasting is an important component of measuring and managing investment risks. Mehmet Sahiner, David G. McMillan and Dimos ...

Innovation
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White Paper

IFRS 9 and Probability of Default

January 14, 2022

Loss allowances for expected credit losses differ significantly across European banks. The University of Innsbruck’s Matthias Bank and Bernhard Eder ...

Modeling
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Article

5 Trending Risk Management Jobs that Are Hiring Now

December 7, 2021

Which types of roles are hiring, and what does the current career landscape look like? Here are five trending jobs that are hiring now.

Career Trends
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White Paper

Credit Risks of Peer-to-Peer Lending: The Stock Market Effect

October 20, 2021

How does the performance of a stock exchange impact credit quality, loan defaults and delinquencies in the P2P space? Xin Liu, Xiaoran Ni, Zhigang ...

Counterparty
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White Paper

Why Do Bank Boards Have Risk Committees?

September 16, 2021

Banks reap many benefits from well-functioning risk committees, but reduced risk is not necessarily one of them. René M. Stulz, James G. Tompkins, ...

Enterprise
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White Paper

Pricing Extreme Mortality Risk in Volatile Times

September 9, 2021

COVID-19 has increased the challenge of properly pricing extreme mortality risk. Han Li, Haibo Liu, Qihe Tang, Zhongyi Yuan analyze the latest U.S. ...

Financial Markets
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White Paper

Forecasting Tail Risk Measures for Financial Time Series

September 2, 2021

Can a financial institution improve its VaR and expected shortfall projections via a risk model that incorporates economic and financial covariates? ...

Metrics
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Podcast

Alternative Data in Risk Modeling

August 30, 2021

In this episode, we begin a four part series looking at Responsible AI by looking at Alternative Data in risk Modeling. Over the course of the coming ...

Data
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White Paper

Modeling and Forecasting the CBOE Volatility Index

August 19, 2021

Predictions of future price variability are needed to measure the risk of a portfolio and to value financial instruments. Giuseppe Corvasce examines ...

Model Risk
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White Paper

Credit Default Swaps and Credit Risk Reallocation

August 6, 2021

How can investors’ exposure to credit risk be reallocated through credit default swaps? Using granular data on both debt and CDS exposures by French ...

Default
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White Paper

The DeFi Paradox: Risks and Opportunities

July 29, 2021

By reducing the costs and risks of using centralized intermediaries, decentralized finance promises cheaper and more open access to financial ...

Innovation
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Podcast

Managing Pension Risk

July 26, 2021

Many companies are considering their de-risking options and strategies for pension risk transfer (PRT). PRT is steadily increasing in the U.S. but ...

Investment Management
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Disasters, Large Drawdowns and Long-term Asset Management

July 22, 2021

Long-term investors are often reluctant to invest in assets or strategies that can suffer from big drawdowns. The University of Lausanne’s Eric ...

Investment Management
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White Paper

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 ...

Market
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Article

Preparing for a Career in Fintech: A Q&A with Professor Michael Imerman

July 14, 2021

If you're interested in financial risk management, you're aware that the financial services landscape has been significantly altered by the emergence ...

Career Development
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White Paper

Quantile Risk-Return Tradeoff

June 24, 2021

The quantile regressions technique is effective for measuring the performance of stocks, particularly when dissecting the tails of returns. Nektarios ...

Investment Management
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White Paper

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 ...

Market
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White Paper

The Potential Impact of ESG on Tail Risk

June 10, 2021

Environmental, social and governance (ESG) trading activity has become a staple of financial markets, but whether ESG scores convey information ...

Model Risk
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White Paper

Risk Management for Emerging Markets: How to Avoid Another Derivatives Crisis

June 3, 2021

Recent losses reported by financial institutions have not only caused enormous alarm but also fueled debate and confusion about the appropriate use ...

Financial Markets
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White Paper

Cyberattacks on Small Banks and the Impact on Local Banking Markets

May 27, 2021

Cyber breaches can cause significant reputational damage at diminutive banks. Fabian Gogolin, Ivan Lim and Francesco Vallascas explore the effects of ...

Cybersecurity
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White Paper

Stock Market Volatility: Friend or Foe

May 20, 2021

How is portfolio performance impacted by different types of volatility? Michael J. Dempsey, Abey Gunasekarage and Thanh Truong assess the connection ...

Financial Markets
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White Paper

The Effects of the Adoption of IFRS 9

April 29, 2021

How does this accounting standard impact the predictability of credit losses across European banks? Christophe Lejard, Eric Paget-Blanc and ...

Modeling
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White Paper

Cyclical Patterns of Systemic Risk Metrics: Cross-Country Analysis

April 22, 2021

What can we learn about liquidity, solvency and mispricing risks through the study of a prolonged financial cycle? The IMF’s Plamen K. Iossifov and ...

Metrics
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White Paper

Modeling Extreme Events

March 25, 2021

What factors should financial institutions consider when forecasting and analyzing rare tail-risk incidents? Bernd Schwaab, Andre Lucas and Xin Zhang ...

Model Risk
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White Paper

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 ...

Market
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Podcast

Global Risk Management Trends, 2021 and Beyond

March 15, 2021

Over the next two years, driven in part by the economic consequences of COVID-19 and the shift toward work-from-home, financial institutions are ...

Enterprise
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White Paper

The Energy Transition: Challenges and Opportunities for Risk Managers

February 10, 2021

As governments and companies commit trillions of dollars to achieve net-zero emissions by midcentury, market risks have never been higher for oil ...

Enterprise
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White Paper

Risk Management in China: A Case Study on Equity Pledges

January 28, 2021

Private enterprises must take a disciplined approach to risk management, particularly as they seek to raise capital. To demonstrate the challenges ...

Financial Markets
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White Paper

The LIBOR Transition: Alternatives to the Alternatives

January 7, 2021

Although imperfect, LIBOR has proven to be quite useful in a variety of financial products and applications. DHG’s Jared Forman and Ben Boulris ...

Metrics
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Podcast

Has COVID-19 Accelerated Cyberattacks?

January 5, 2021

Circling back on the issue of cybersecurity after many months of COVID, we speak with Robert H. Rosenzweig, RPLU, a SVP and National Cyber Practice ...

Cybersecurity
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Podcast

Opportunities for Energy Risk Professionals Post-ERP

December 22, 2020

Edward Hancox, VP, Certification and Educational Programs and Beth Gould Creller, SVP, Certification and Educational Programs discuss the decision to ...

Enterprise
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Podcast

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, ...

Market
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Podcast

From Respond to Re-imagine - PART 2

December 10, 2020

From Respond to Re-imagine – PART 2: Charting the journey forward for banking and risk management In this episode, we continue our circle back with ...

Resilience
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Podcast

From Respond to Re-imagine - PART 1:

December 1, 2020

In this episode, we circle back with Naeem Siddiqi, Senior Advisor, Risk and Quantitative Solutions, SAS, to explore the effects of COVID-19 on banks ...

Resilience
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Podcast

COVID-19 and Disruption in Electricity Markets

November 10, 2020

COVID-19 has resulted in significant decreases in demand for electricity, primarily due social distancing and quarantine policies. Glen Swindle, ...

Resilience
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Podcast

How COVID-19 Has Changed the Audit Landscape

October 5, 2020

The pandemic has certainly had a significant impact on the third line of defense in risk management, presenting audit with significant challenges in ...

Resilience
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Podcast

COVID-19 and the Commercial Real Estate Market

August 24, 2020

The pandemic has had a dramatic impact on commercial real estate, greatly dimming the short-term attractiveness of big cities while triggering ...

Default
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Podcast

COVID-19: Implications for Banks

August 10, 2020

Clearly, the impacts of COVID-19 on banks globally are unprecedented and requiring huge pivots in a short time. Join us on this podcast where our ...

Resilience
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Podcast

A Quick Message from GARP

July 27, 2020

We would like to thank our listeners for tuning in to our special subseries on COVID-19. We have had some fascinating and productive discussions and ...

Enterprise
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Podcast

Need to know: Data Privacy vs. Public Health

July 13, 2020

Today, we welcome back Steve Durbin, Managing Director of the Information Security Forum (ISF), to discuss the evolving implications of data privacy ...

Data
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Podcast

Global Expansion in Uncertain Times

July 6, 2020

Companies looking to expand globally might be hesitant to tap into new markets given how the business environment has changed so dramatically as a ...

Enterprise
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Podcast

Transformational Risk Leadership in Turbulent Times

June 29, 2020

With complex challenges like COVID-19, climate change and racial violence facing firms, how do chief risk officers prioritize risk? Today’s chief ...

Career Development
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Podcast

ESG in a COVID-19 World: The Risks You Can't Ignore

June 22, 2020

Elena Philipova discusses how incorporating ESG factors can mitigate risk in a post-COVID-19 world. The COVID-19 pandemic underscores the importance ...

Resilience
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Podcast

The Risks of Reopening

June 15, 2020

Shutting down the global economy in the age of Covid-19 was tough. Reopening is proving even harder. How should organizations continue operating in ...

Resilience
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Podcast

How Hong Kong is Fighting the Pandemic

June 1, 2020

The effects of COVID-19 spread to virtually every aspect of Hong Kong’s economy, impacting operational, credit and market risks at all types of ...

Resilience
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Podcast

A quick message from GARP

May 25, 2020

We would like to thank our listeners for tuning in to our special subseries on COVID-19. We will be skipping this week due to the holidays, but will ...

Enterprise
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Podcast

COVID-19’s Impact on the Leveraged Loan Markets

May 18, 2020

The current pandemic is having an enormous impact on the leveraged loan markets which until recently were priced to perfection. Bid-Ask spreads have ...

Resilience
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Podcast

COVID-19: CECL, Stress Testing and Overall Credit Risk Impact

May 11, 2020

To help risk managers stay informed of the latest developments and address the challenges associated with COVID-19, GARP has launched a podcast ...

Modeling
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Podcast

Calculating Credit Risk: The COVID – 19 Factor

May 4, 2020

COVID-19 is having a dramatic impact on the nature of market, credit, financial, and operational risks facing companies. Information about these ...

Modeling
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Podcast

Basel IV and the Future of Regulation

February 10, 2020

Today we speak with Luis Jesus - Global Solution Lead, Regulatory Capital Management, Risk Research and Quantitative Solutions Division, SAS and Luís ...

Regulation & Compliance
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Podcast

What's on the horizon for Stress Testing

December 6, 2019

We spoke with Rutang Thanawalla, Director, Risk Advisory, Deloitte about the ever evolving role of stress testing. For more information on this ...

Stress Testing & Scenario Analysis
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Podcast

An Update on CECL

November 14, 2019

Today, we speak again with David Anderson, Advisory Director from KPMG, for an update on Current Expected Credit Losses, also known as CECL. For more ...

Modeling
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Podcast

How to Build a Well-Understood Risk Management Program

November 13, 2019

In this episode, GARP Executive Editor, Robert Sales, speaks with Brenda Boultwood, a former CRO and a current Risk Advisory Partner at Deloitte, ...

Enterprise
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Article

Climate Risk Reality: A Wake-Up Call for Risk Managers

November 1, 2019

The shift to a low-carbon economy has been set in motion, and banks are now facing clear physical and transition risks. What do these risks entail, ...

Enterprise
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Article

Banks Rally Behind UN Sustainability Campaign

October 1, 2019

"Principles for Responsible Banking" has 130 signatories from 49 countries; "shareholders, clients and employees increasingly want this," a CEO says

Enterprise
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Article

Can the Financial Industry Make Us Climate-Resilient?

September 27, 2019

Investing now is "imperative from the perspective of risk management," say the authors of a Global Commission on Adaptation report on climate-change ...

Enterprise
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Article

Global Warming Tops a Ranking of Extreme Risks

September 24, 2019

Non-financial threats loom larger, relative to economic or banking worries, according to the Thinking Ahead Institute

Enterprise
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Podcast

Credit Risk Modeling and Decisioning

September 3, 2019

Today we speak with Vikas Deep Sharma, Executive Director, EY and Ivy Tan, EY Senior Manager, specializing in IFRS 9 and Credit Risk for the ...

Modeling
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Podcast

The Next Generation of Risk Leadership

August 8, 2019

On this episode we are so pleased to welcome: Hillary Ackerman, former CRO, Goldman Sachs Bank, now retired, and the boards of Dynegy Inc, Hartford ...

Career Development
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Podcast

Adapting to the New Risk Landscape

July 24, 2019

Welcome back to the New Age of Risk Analytics. Troy Haines, SVP, Head of Risk Research & Quantitative Solutions at SAS talked with us about his ...

Enterprise
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Article

The Evolution of Climate Risk Management in Financial Services

June 28, 2019

Though climate risk management is still in its early stages, financial institutions are making progress in areas like governance and strategy. While ...

Enterprise
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Podcast

What is a Model? And other thoughts with Sonia Sodhi

June 18, 2019

We spoke with Model Risk Management expert Sonia Sodhi at the SAS Global Forum on What is a Model? and more. To view Sonia's slides and audio and all ...

Model Risk
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Podcast

What IFRS17 Means for You

May 29, 2019

GARP's new podcast with SAS, The New Age of Risk Analytics, features an episode focusing on the new insurance accounting standard, IFRS 17, which may ...

Modeling
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Podcast

GARP Presents: The New Age of Risk Analytics Podcast

April 22, 2019

Sweeping changes to regulations and accounting standards, breakneck advances in technology and the emergence of innovative competitors are upending ...

Innovation
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Podcast

What IFRS17 Means for You

April 9, 2019

The new insurance accounting standard, IFRS 17, has broader implications then might be realized. David Anderson, Advisory Director, Risk Consulting ...

Modeling
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Podcast

Cybersecurity: A Global Assessment

January 18, 2019

As a cyber risk management adviser to public- and private-sector organizations, Coalfire has a firsthand perspective on information security ...

Cybersecurity
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Podcast

The Crisis and Its Lessons, Relearned

December 19, 2018

Risk managers’ role “involves two related but fundamentally different tasks,” David M. Rowe writes in An Insider’s Guide to Risk Management. Rowe ...

Resilience
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Podcast

Paxos and the Quest to Institutionalize Blockchain

November 5, 2018

In 2015, Paxos (then known as itBit) became the first firm active in the emerging digital asset and blockchain business to obtain a New York State ...

Innovation
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Podcast

The Future of Risk: Christine Todd Whitman

October 9, 2018

Christine Todd Whitman, former Governor of the State of New Jersey and former Administrator of the EPA (2001-2003), shared her perspectives about ...

Enterprise
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Podcast

An ERM Pioneer Looks Back...and Ahead

September 12, 2018

At Citibank, David X Martin (http://davidxmartin.com/) developed one of the first comprehensive enterprise risk management processes. While with ...

Enterprise
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Podcast

GDPR: The Next Steps

August 16, 2018

Fully in effect as of May 25, 2018, the far-reaching data security and privacy provisions of the European Union’s General Data Protection Regulation ...

Data
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Podcast

Growth at Risk: Global Financial Stability Report (GFSR)

May 22, 2018

Fabio Natalucci, Deputy Director of the Monetary and Capital Markets Department at the International Monetary Fund, discusses the April 2018 Global ...

Financial Markets
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Podcast

Future of Risk: Jeh Johnson

February 25, 2018

Jeh Johnson, former U.S. Secretary of Homeland Security, speaks with Jeremy Davis, VP, Media and Event Producer, GARP about the new age of risk. The ...

Enterprise
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Podcast

The State of Financial Crime

January 19, 2018

In this episode, Steve Beattie, Principal and Global Financial Crime Operations and Advisory Leader at EY, joins GARP Editor in Chief Jeff Kutler for ...

AML & Fraud
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Podcast

The 2018 Global Cyber Threat Outlook

December 13, 2017

Steve Durbin, Managing Director of the Information Security Forum (ISF), talks to GARP Editor-in-Chief Jeff Kutler about ISF’s 2018 Global Security ...

Cybersecurity
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Podcast

EY’s Mark Watson on Risk Priorities for Global Banks

December 6, 2017

Mark Watson, Executive Director in EY’s Financial Services Organization (FSO) advisory practice, joins GARP’s Jeff Kutler to discuss the 8th annual ...

Enterprise
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Podcast

Russia’s Involvement in U.S. Political Hacks

October 13, 2017

Jack Tomarchio (former Principal Deputy Under Secretary for Intelligence and Analysis, Department of Homeland Security) shares his invaluable ...

Geopolitical
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Podcast

Careers: New York Chapter Panel Discussion

October 13, 2017

Candice Nonas (Managing Consultant, Resources Global Professionals) moderates a panel of professionals from Deutsche Bank, Ernst & Young, and ...

Career Trends
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Podcast

How to Effectively Communicate Risk to Senior Management

October 13, 2017

John Carlin (Chair, Global Risk and Crisis Management, Morrison & Foerster; former Assistant Attorney General of the Justice Department’s ...

Enterprise
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