S&P
Market data vendor of the year: S&P Global Market Intelligence
S&P Global Market Intelligence wins Market data vendor of the year for its comprehensive data solutions and tools supporting trading, risk management and compliance
More data urged for effective counterparty credit risk management
Disclosure of client positions may not be commercially realistic, expert warns
Enhancing counterparty credit risk management in modern banking
A webinar addressing banks' strategies for optimising credit risk mitigation strategies and utilising risk-sensitive margining to manage counterparty exposures effectively
Tracing credit contagion effects from corporates to the real estate sector
S&P Global Market Intelligence explores possible credit contagion effects from the corporate sector to real estate by using S&P Global Ratings’ research and underlying data to formulate clients’ own views on risks in the sector
Adapting buy-side risk management strategies for complex market dynamics
Luke Armstrong from S&P Global Market Intelligence, Thomas Sheedy from Invesco and Julien Cuisinier from Artemis Fund Management explore the challenges and adaptive strategies shaping the evolving field of buy-side risk management
Collateral damage: the lowdown on dirty CSAs
How are banks coping with growing demand for non-cash collateral in uncleared derivatives contracts? An expert panel discusses the re-emergence of dirty CSAs
Emerging lessons from the current credit risk cycle
Experts discuss the challenges of higher inflation and interest rates, the impact on defaults, innovations in credit risk modelling and predictions for 2024
Future expectations for XVA and counterparty credit risk management
Alberto Micucci, director, financial risk and analytics at S&P Global Market Intelligence, discusses his future expectations for XVA and counterparty credit risk management.
Navigating technology integration in an altered buy-side risk landscape
Luke Armstrong discusses the expanding role of buy-side risk teams, the comprehensive integration of risk factors and how technology can help risk managers navigate a dynamically shifting risk landscape
Models shed light on opaque private credit markets
Stewart Webster, director of credit and risk at S&P Global Market Intelligence, discusses how his team is providing transparency in this challenging sector of the credit markets.
Assessing the importance of liquidity and climate risk in an evolving risk landscape
In a Risk.net webinar sponsored by S&P Global Market Intelligence, five experts discussed the challenges that evolving risks pose and how the buy side is having to adapt its approach. This article examines the key themes that emerged from that discussion
New developments in XVA: bank strategy in a changing world
Derivatives valuation has grown in complexity since the the financial crisis that began in 2007–08. It now encompasses a broader range of risk factors, including credit, funding, margin and capital – all of which can affect banks’ competitiveness and…
S&P Global Market Intelligence RatingsDirect® leverages AI for more precise insights in volatile markets
Zoi Fletcher speaks to Clemens Thym, S&P Global Market Intelligence, about how his team is enhancing RatingsDirect® with AI and adding value with ratings research
Bank balancing: optimising margin and capital in a higher rate environment
This Risk.net paper, featuring leading practitioner insights, assesses the challenges banks are facing in the new higher-for-longer interest rate environment, and the strategies and tools they are using to optimise margin and capital on their derivatives…
Diversifying buy-side risk frameworks
How asset managers can integrate emerging risk factors amid a turbulent market landscape
Market eyes emerging market CDS index expansion
Participants hope changes will help transform single-name volumes into greater index activity
The evolution of buy-side risk: managing the emerging importance of liquidity and climate risk
Risk managers have a tried and tested toolkit for market risk, but recent events and developments have highlighted the need for increasing rigour around liquidity risk and climate risk. This webinar explores the evolving scope of buy-side risk management…
Q&A: The evolution of climate risk assessment
Prerna Divecha of S&P Global Market Intelligence discusses the changing requirements for financial institutions in developing a robust and comprehensive view of climate risk
US vol experts hint at calm before storm in markets
Many buy-siders believe today’s relative tranquility in equities masks underlying fragility
Crypto: too important to ignore
This Rapid read survey report examines the crypto finance priorities of institutional investors, how far along they are on their crypto journeys, the challenges in entering and participating in this market, and what they value most when partnering with a…
Chinese banks expected to launch TLAC market onshore
Estimated issuance needs of $510 billion are heavy, but thought to be manageable