Learn about the effect Ibor ending is going to have on the industry, and how the market will deal with the transition to risk free rates.

This training course will address in-depth the regulatory landscape of CCP’s and focus on how risk managers and clearing houses can most efficiently manage CCP risk.

Quant Summit Asia will bring together top quants to deliver their latest research and insights on the latest in quantitative finance, covering themes such as machine learning, portfolio construction,…

Over the last decade, regulators have directed most of their energy and time to Pillar 1 (Basel III and IV) reforms. Now, European regulators are focusing on Pillar 2—particularly on the in…

View our latest in market leading training courses, both public and in-house.

Hosted by , these awards honour excellence in op risk management, regulation and risk management service provision.

Hosted by , these awards bring together recognition of the leading vendor solutions for credit, operational and enterprise-wide risk management.

Take a look at the wide variety of events and training on offer.

Risk.net partnered with specialists NICE Actimize to survey senior financial crime executives in banks and other financial services firms to assess the efficiency of current resources, processes and …

This white paper aims to understand whether and how banks are approaching the assessment of their Credit Spread Risk in the Banking Book (CSRBB), and to identify best practices in preparation for com…

Search and download thousands of white papers, case studies and reports from our sister site, Risk Library

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Clearing house power-downs raise fears among members

When the datas not there, expert-led models could help

JP Morgan turns to start-up to manage CME margin

ADOL: Markovian approximation of a rough lognormal model

FCA steps up call for Libor pre-death trigger in swaps

JP Morgan debuts Nexus spinoff for hedge fund exposure

Sonia-Libor basis narrows after fallback verdict

EU to grant last-minute margin reprieve for equity options

G-Sibs eye simpler market risk calculations in Hong Kong

The future of compliance Why firms are taking the risk-based approach

Clearing house power-downs raise fears among members

JP Morgan debuts Nexus spinoff for hedge fund exposure

Quants clone private equity: pale imitation or real deal?

Over five years, swaps plummet, options climb at US banks

Threats posed by systemic banks vary by region

JP Morgan usurps Deutsche as worlds largest derivatives bank

ADOL: Markovian approximation of a rough lognormal model

Quants bring triptych of variables to risk measurement

A triptych approach for reverse stress testing of complex portfolios

Podcast: Mats Kjaer on how trades affect the balance sheet

Credit Risk Measurement and Management: Disruption and Evolution

Edited by Akhtar Siddique, Iftekhar Hasan and David Lynch

Measuring expected shortfall under semi-parametric expected shortfall approaches: a case study of selected Southern European/Mediterranean countries

Crash risk exposure, diversification and cost of equity capital: evidence from a natural experiment in China

Backtesting expected shortfall: a simple recipe?

The impact of enterprise risk management on the performance of companies in transition countries: Serbia case study

Quantification of the estimation risk inherent in loss distribution approach models

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Banking regulators remain focused on expanding and developing the range of stress-testing regimes across the globe to maintain stability, monitor emerging risks and avoid another financial crisis. Here, a forum of industry leaders discusses the evolution

Changing regulations and new accounting standards are creating enormous challenges for financial organisations. Thorsten Hein, principal product marketing manager, risk research and quantitative solutions at SAS, explores why, to successfully meet these

Insurer edges toward over-capitalisation on its own measures

In this paper, the author presents an easy-to-implement, fast and accurate method for approximating extreme quantiles of compound loss distributions (frequency + severity), which are commonly used in insurance and operational risk capital models.

Feds stress tests are forcing banks to cut loan portfolios and trading assets

Extending risk-adjusted performance metrics to take into account real-world investment returns

Allianzs Thomas Wilson re-examines how firms measure the value of capital-intensive products

Insurers are using the delays to Solvency II to improve their economic capital models

European insurers are refining their internal economic capital models as regulators efforts to define statutory solvency requirements grind to a standstill. Louie Woodall reports

Firms look to make model outputs publicly available to test investor response to future Solvency II requirements

Insurance Risk Solvency II Solutions Guide 2012/13

Ineffective use of economic capital frameworks could obscure true risk profile of firm

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