Risk Insights Resource Center
Displaying 22 results
Past Events and Content
Volatility Control Indexes Prove Capable of Stabilizing Investment Performance
March 28, 2025
Acceptance is on the rise along with innovations in the data.
‘Father of the Fear Index’ Wins Financial Engineering Honor
February 14, 2025
VIX developer and Vanderbilt professor Robert Whaley is the International Association for Quantitative Finance’s latest Financial Engineer of the ...
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 ...
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 ...
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 ...
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 ...
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 ...
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 ...
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 ...
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 ...
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 ...
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 ...
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 ...
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 ...
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 ...
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 ...
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 ...
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 ...
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 ...
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? ...
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 ...
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 ...