Risk Management
March 30, 2020 - Editor
Basel III Deferred Until January 2023
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
Risk Management >>
March 25, 2020 - Editor
Eventus Hires Roger Chandler For EMEA Sales
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
Risk Management >>
March 18, 2020 - Editor
Coronavirus, Market Volatility and double margin calls…
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
Risk Management >>
March 11, 2020 - Editor
COVID-19 Market Volatility and SIMM Model Governance – The Implications for phase 5 of UMR
Volatility in the markets now will mean significant effects on SIMM and IM in September 2020
Risk Management >>
March 9, 2020 - Editor
Has Your Firm Been TIBER’d? Threat Intelligence-based Ethical Red Teaming
Organisations are at high risk of disruption from a variety of threats. Enter the Red team, an organised attack to exercise your preparations
Risk Management >>
February 25, 2020 - Editor
Climate Change Modelling and Impacts on Your Business
We all know about modelling the impact of market prices, fx and interest rates – but what about the climate?
Risk Management >>
February 10, 2020 - Editor
New ISDA SIMM Integration
A new integration between two popular vendors gives a new option for SIMM calculation
Risk Management >>
January 22, 2020 - Editor
Wider Impacts on Margin in 2020
UMR isn't the only margin related event this year. Jo Burnham at Opengamma sets out what may happen this year.
Risk Management >>
January 22, 2020 - Editor
Wider Impacts on Margin in 2020
UMR isn't the only margin related event this year. Jo Burnham at Opengamma sets out what may happen this year.
Risk Management >>
January 7, 2020 - Editor
Simulating liquidity stress in the derivatives market
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