Risk.net - Financial Risk Management News Analysis
WEBSingapore. The world's leading source of in-depth news and analysis on risk management, derivatives and regulation.
Key Risk Indicators - Risk.net
WEBJan 25, 2016 · Key Risk Indicators are the metrics identified to support proactive risk management. When implemented as a part of an integrated enterprise risk management framework, KRI s are critical to informing management of direction of the risk profile in relation to the risk appetite of a firm.
VAR versus expected shortfall - Risk.net
WEBMar 1, 2007 · Expected shortfall, like VAR, is a function of two parameters: N (the time horizon in days) and X % (the confidence level). It is the expected loss during an N -day period, conditional that the loss is greater than the X th percentile of the loss distribution. For example, with X = 99 and N = 10, the expected shortfall is the average amount ...
Credit risk definition - Risk.net
WEBCredit risk is the risk of a borrower defaulting on a loan, or related financial obligation. Alongside market risk and operational risk, it is one of the three major classes of risk that banks face, and accounts for by far the largest share of risk-weighted assets (RWA s) at most banks. Banks use credit risk modelling to calculate the amount of ...
Top 10 operational risks for 2020 - Risk.net
WEBMar 4, 2020 · The biggest op risks for 2020, as chosen by industry practitioners
Total loss-absorbing capacity (TLAC) definition - Risk.net
WEBJan 1, 2022 · Total loss-absorbing capacity is an international standard, finalised by the Financial Stability Board (FSB) in November 2015, intended to ensure that global systemically important banks (G-Sibs) have enough equity and bail-in debt to pass losses to investors and minimise the risk of a government bailout. From January 1, 2022, G-Sibs are required to hold a TLAC amount of 18% in terms of risk ...
Energy news and analysis articles - Risk.net
WEBSep 28, 2012 · Energy Risk Commodity Rankings 2023: Axpo – the power of partnerships. In the face of recent extreme volatility and price hikes, the strong partnerships Axpo has with its clients has enabled both parties to weather the …
Risk magazine - a Risk.net magazine and app
WEBEach month the magazine content is reformatted to make the most of your tablet and mobile’s functionality while retaining the familiar feel of Risk Magazine. Download the Risk app today to read content from the undisputed leader in risk management and derivatives intelligence on your tablet and mobile.
Hedge funds news and analysis articles - Risk.net
WEBAug 19, 2024 · Hedge funds pile into euro systematic vol selling. Range-bound rates markets in Europe entice hedge funds to sell short-dated straddle positions. 30 Jul 2024. Markets.
Journal of Risk - a Risk.net journal
WEBThis international peer-reviewed journal publishes a broad range of original research papers which aim to further develop understanding of financial risk management. As the only publication devoted exclusively to theoretical and empirical studies in financial risk management, The Journal of Risk promotes far-reaching research on the latest ...
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