Risk.net - Financial Risk Management News Analysis
WEBOur new research service compares op risk practices at financial institutions – from staffing to AI safeguards, key controls to board reporting packs. Click here for selected highlights. Singapore. The world's leading source of in-depth news and analysis on risk management, derivatives and regulation.
Total loss-absorbing capacity (TLAC) definition - Risk.net
WEBTotal 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 ...
An emergent taxonomy for operational risk: capturing the wisdom …
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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 ...
Risk factors definition - Risk.net
WEBRisk factors are the building block of factor investing. A risk factor is an underlying characteristic or exposure that can be used to explain the return profile of an asset class. The return profile of a bond, for example, is tied to risk factors such as duration, credit spreads and default risk, while a stock’s returns are linked to …
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 (RWAs) at most banks. Banks use credit risk modelling to calculate the amount of capital to hold against credit losses.
Risk Quantum: Data insights, delivered daily
WEBRisk Quantum database. Readers of Risk Quantum have access to some of the datasets that sit behind our stories – not just the segment of data that is the focus for the story, but the full time series, for the full population of covered firms. The available data covers more than 120 banks and over 450 risk metrics. Explore our data.
What is Strategic Risk? - Risk.net
WEBJun 24, 2016 · As with strategy, there is no generally agreed definition of strategic risk or SRM. MacLennan (2010) points out: It is relatively recently that strategic risk management has emerged as a distinct concern. Recognition that isolated risk management in specific areas is inadequate and that many risks are “strategic” in their nature and impact ...
Operational risk data news and analysis articles - Risk.net
WEBDec 27, 2023 · Op risk data: Monster real estate loan fraud bites Vietnam’s SCB. Also: Binance brought to book, Rabobank reprimanded over bond cartel. Data by ORX News. 20 Dec 2023. Op Risk Benchmarking.
Risk magazine - a Risk.net magazine and app
WEBDownload the Risk Magazine app. Each 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.
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