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Risk models: a general strategy
This year has been a time of momentous change in the world of operational risk. At the beginning of the year the Basel Committee invited comments on their new SMA proposals for capital calculation as...
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Overview of the process for new filers and existing ones: Controls and best...
Gary, can you tell the Risk Insights’ readers about yourself and your professional experiences? I started my career with Deloitte and through them participated in the restatement effort of Fannie Mae....
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A snapshot of funding risk management
On September 27th and 28th, 2016 the Center for Financial Professionals held their US conference on Liquidity and Funding Risk. Practitioners from across the industry discussed issues and strategies...
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Quality MI is integral to good quality non financial risk management
Without data you’re just another person with an opinion – W Edwards Deming, Data Scientist This is a very true statement, however it can equally said that too much data with too few opinions is...
View ArticleAddressing imperfect results in your PPNR CCAR Models
Jonathan and Ryan, please tell the Risk Insights’ readers about yourself and your professional experiences. WES: I’m a Managing Director in Novantas’s Global Treasury and Risk practice, and I oversee...
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EU insurance regulator eyes changes to Solvency II
Last Word, an independent financial media solutions provider has announced that EU insurance regulator Eiopa is planning to change the current Solvency II regulations to limit the ravages that...
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Pension funds and insurers at risk from low interest rates, says IMF
Insurance companies and pension funds are at risk of becoming insolvent if ultra-low interest rates persist for a prolonged period, the International Monetary Fund has warned. After almost eight years...
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Improving usefulness of PPNR CCAR stress test models: Adding 30+ years of...
In expectation of eventual rising rates, PPNR modeling teams are searching for analytic insights on how deposit balances will behave when rates rise. But given the extremely low interest rates lasting...
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Data & technology as it relates to model governance
Jeremy, you will be presenting at Stress Testing USA 2016. You will provide insights into how data and technology relates to model governance. What key points do you expect to cover at the event?...
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It’s time to think about NSFR
Liquidity managers are right between the roll out of the Liquidity Coverage Ratio (LCR) and the Net Stable Funding Ratio (NSFR). The LCR has already had a heavy impact across the financial industry,...
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Security experts think the Tesco hack is the ‘most serious’ attack on UK...
20,000 customers have had money stolen from their accounts. The hacking of Tesco Bank customer accounts is the “most serious” ever to hit the UK banking sector, security experts have said. Around...
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Developing an accurate KRI framework for both leading and lagging indicators
Romain Wilt, Director Europe, Advisory & Oversight GRM Operational Risk at RBC, recently participated at the 2nd Annual New Generation Operational Risk: Europe Summit in March 2016. Download...
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The importance of liquid alternatives in a portfolio context
Chris, we look forward to welcoming you to our upcoming International Fund Management 2017 Summit, where you will be presenting. Please give us a brief overview of your experience and your role at...
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Incorporating a level of liquidity in stress testing for a broader overview...
Antonello, thank you for joining us to present at the upcoming International Fund Management 2017 Summit. Please provide us with an overview of your current role at BlackRock? I manage a team...
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Adopting policy requirements and embedding into day to day activities
Will Martyn, Head of Operational Risk Framework & Policy at HSBC shares his professional insights on the importance of embedding policy and framework into day to day activities. Will, can you...
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It’s all about cash
Due to the financial crises, managing liquidity has become a hot topic for regulators. In response to the deficiencies in banking regulation revealed by the crises, the Basel Committee on Banking...
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Brexit: What does it mean for asset managers?
What does the future lie for asset managers since the decision to leave the European Union? When reviewing the risk of Brexit for investment managers, we should assess the continuing ability of UK...
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Return-seeking strategies in fixed income: adopting the right approach for...
Ahead of the upcoming International Fund Management Summit 2017, 8-9 March, Adam Smears, Head of Fixed Income Research, Russell Investments discusses the the role of unconstrained fixed income. The...
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Blurred Lines Between Active and Passive Investing
The asset and fund management industry have been debating the blurring lines of active vs passive. The trend towards passive investments continues to gain steam as more investors are opting for lower...
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The Fund Management industry: Reviewing the regulatory landscape and scope of...
Since the infamous 2007/2008 financial crisis, much of the regulatory focus has been on the sell side, with risk management diverging significantly given regulations for banks and the resources needed...
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