How banks handle and model emerging operational risks
Spreading the net wide enough to catch as many data sources as possible is key to tackling emerging risks, as is setting up a structure to handle the associated modelling and management problems
Regulatory changes put spotlight on UK auditors
The 2008 financial crisis was in part a failure of audit – and UK authorities are pushing to bring auditors to heel this year. But the reforms happening at national and EU level may not go far enough
Risk aggregation remains challenging in Asia
Growing complexity reinforces importance of risk aggregation – but obstacles in Asia remain
Credit risk weighs more on planet S-II
A rise in government bond yields in May failed to lift insurance stocks. The parallel increase in credit spreads offers a possible reason why.
Project Colin: why Goldman-led margin hub fell apart
The world’s big dealers quietly started work on a new swaps market utility last year, dubbed Project Colin. The aim was to control the vast collateral flows arising from incoming bilateral margining rules, but the consortium has since fallen apart, and a coalition of middleware and back-office firms have stepped into the breach
Notes on alpha stream optimization
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