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The Stagflation Challenge for Next-Generation Risk Managers: A Q&A With Paul Shotton

The threat of stagflation is now causing headaches for financial risk managers. This rare confluence of abnormally high inflation and stagnant growth hasn’t been seen in the U.S. since the oil crisis...

November 18, 2022 | By Tod Ginnis

Market

Compounding Libor Complications: A Panoply of Replacement Benchmarks

Market participants have never underestimated the difficulties of transitioning away from the Libor (London interbank offered rate) by the end of 2021, but as the countdown continues, the magnitude...

December 4, 2020 | By John Hintze

Market

Operational Risk Metrics: Seeing Is Believing

Tests conducted by researchers at the Durham University Business School, in collaboration with the Risk Accounting Standards Board (RASB) found that exposures to the operational risks of U.S. banks...

December 4, 2020 | By Peter Hughes

Market

Where Next with Operational Risk?

Despite 20 years of endeavor, it's thumbs down for banks' approach to operational risk management (ORM). The Basel Committee on Banking Supervision has abandoned the banks' flagship advanced...

October 16, 2020 | By Peter Hughes

Market

On the Road to the Libor Transition: New Solutions Sought and Proposed

While heeding regulators' insistence that they move away from the London Interbank Offered Rate (Libor) benchmark by the end of 2021, U.S. banks are facing the fact that the Federal Reserve-supported...

September 25, 2020 | By John Hintze

Market

What Is the Right COVID-19 Diet for Your Risk Appetite?

The pandemic has produced unprecedented shocks that have hurled financial institutions' risk limits into chaos in a short period of time. Consequently, significant revisions to the standard risk...

September 11, 2020 | By Alla Gil

Market

The Rise of a 'Complexitocracy'

“Complexitocracy” is not in the dictionary. But maybe it should be. If it were, the definition would be something like, “governance or control exercised by an elite of quantitative modelers.” In bank...

July 31, 2020 | By Peter Hughes

Market

The Trouble with VaR: Rethinking a Key Metric Amid COVID-19

The current COVID-19 crisis is leading to questions about the accuracy and efficacy of value-at-risk (VaR) as a risk management tool and as an input to capital computation. VaR measures the maximum...

July 2, 2020 | By Subrahmanyam Oruganti and Yashendra Tayal

Market

Economies and Populations Will Recover, but When?

"The coronavirus pandemic is a different kind of shock. Never before have modern economies shut down at the drop of a hat." Thus wrote Tobias Adrian and Aditya Narain, director and deputy director,...

April 17, 2020 | By Jeffrey Kutler

Market

IHS Markit, Liquidnet Name Heads of Analytics Businesses

Financial analytics units of both business information services giant IHS Markit and trading platform operator Liquidnet Holdings said they filled top leadership positions in late January. IHS Markit...

February 7, 2020 | By Jeffrey Kutler

Market

NYU's Volatility Institute Broadens Its Mandate

The Volatility Institute at New York University's Stern School of Business, founded in the aftermath of the 2008 financial crisis, has a new name - the Volatility and Risk Institute - signifying a...

November 8, 2019 | By Katherine Heires

Market

Refinitiv Puts ESG and Fund Rating Units Under One Executive

Market data giant Refinitiv, having already endorsed United Nations Sustainable Development Goals and established “the link between sustainability and financial performance” as a pillar of business...

April 5, 2019 | By Juliette Fairley

Market

FRTB: The Road to IMA

“Buy the rumors, sell the facts” is normally a good trading strategy. It plays nicely to the human bias that the Roman senator Tacitus described as “omne ignotum pro magnifico est,” or everything...

January 11, 2019 | By Gil Shefi

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