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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 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
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
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
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
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
“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
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
"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
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
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 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
“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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