Risk Management



Featured image for “Basel III Deferred Until January 2023”

March 30, 2020 - Editor

The Basel Committee's oversight body, the Group of Central Bank Governors and Heads of Supervision (GHOS), has endorsed a set of measures to provide additional

Featured image for “Eventus Hires Roger Chandler For EMEA Sales”

March 25, 2020 - Editor

Eventus Systems, the provider of trade surveillance and market risk software, has hired Roger Chandler as Senior Sales Engineer for Europe. Based in London, he

Featured image for “Coronavirus, Market Volatility and double margin calls…”

March 18, 2020 - Editor

The current unprecedented volatility has led to significant swings in Mark-To-Markets (MTM) and has led to increased margin calls which have been fulfilled by further

Featured image for “COVID-19 Market Volatility and SIMM Model Governance – The Implications for phase 5 of UMR”

March 11, 2020 - Editor

Volatility in the markets now will mean significant effects on SIMM and IM in September 2020

Featured image for “Has Your Firm Been TIBER’d? Threat Intelligence-based Ethical Red Teaming”

March 9, 2020 - Editor

Organisations are at high risk of disruption from a variety of threats. Enter the Red team, an organised attack to exercise your preparations

Featured image for “Climate Change Modelling and Impacts on Your Business”

February 25, 2020 - Editor

We all know about modelling the impact of market prices, fx and interest rates – but what about the climate?

Featured image for “New ISDA SIMM Integration”

February 10, 2020 - Editor

A new integration between two popular vendors gives a new option for SIMM calculation

Featured image for “Wider Impacts on Margin in 2020”

January 22, 2020 - Editor

UMR isn't the only margin related event this year. Jo Burnham at Opengamma sets out what may happen this year.

Featured image for “Wider Impacts on Margin in 2020”

January 22, 2020 - Editor

UMR isn't the only margin related event this year. Jo Burnham at Opengamma sets out what may happen this year.

Featured image for “Simulating liquidity stress in the derivatives market”

January 7, 2020 - Editor

The Bank of England has carried out a research project using data from DTCC and Unavista. The project modelled the flow of liquidity to meet