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.
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 ...
Total loss-absorbing capacity (TLAC) definition - Risk.net
WEBJan 1, 2022 · Total 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 ...
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.
Journal of Risk - a Risk.net journal
WEBThis international peer-reviewed journal publishes a broad range of original research papers which aim to further develop understanding of financial risk management. As the only publication devoted exclusively to theoretical and empirical studies in financial risk management, The Journal of Risk promotes far-reaching research on the latest ...
Risk Learning – Training and Development for Risk Professionals
WEBInteractive learning. Learn through engaging workshops, case studies, inspiring presentations, simulations and Q&A sessions. Our courses are delivered in formats including user-friendly online sessions, in-person in financial hubs worldwide and via immersive e-learning platforms for self-paced study.
Strategic Risk-Management Framework - Risk.net
WEBJun 24, 2016 · Strategic Risk-Management Framework. 13. This chapter covers the topic of developing a risk-management framework for managing strategic risks, in particular concentrating on the most up-to-date international standard created by the International Standards Organisation (ISO). After discussing the …
Isda Simm definition - Risk.net
WEBIsda Simm. The standard initial margin model (Simm) is a common methodology to help market participants calculate initial margin on non-cleared derivatives under the framework developed by the Basel Committee on Banking Supervision and the International Organization of Securities Commissions. The standardised margin methodology was developed by ...
Risk Journals - Quantitative Risk Management Resources - Risk.net
WEBRisk Journals deliver academically rigorous, practitioner-focused content and resources for the rapidly evolving discipline of financial risk management. Each quarter, Risk Journals provide peer-reviewed research and technical papers, delivered to a global audience in print and online. The Risk Journals portfolio has been serving broad and ...
Value-at-risk (VAR) definition - Risk.net
WEBValue-at-risk is a statistical measure of the riskiness of financial entities or portfolios of assets. It is defined as the maximum dollar amount expected to be lost over a given time horizon, at a pre-defined confidence level. For example, if the 95% one-month VAR is $1 million, there is 95% confidence that over the next …