Liability management
Sovereign risk manager of the year: Côte d’Ivoire
Risk Awards 2025: Dual-tranche $2.6 billion deal enables African sovereign to refinance costly private loans and improve debt sustainability
Creditors struggle to stop stressed firms borrowing more
Dropdowns, uptiers and double dips grow in number, and lenders can't prevent them
Banking ALM outlook 2024
Video Q&A with Andrew Aziz, chief strategy officer and head of product, SS&C Algorithmics
New trends in interest rate and liquidity risk management
A recent series of Risk.net webinars explored the banking crisis, interest rate risk and revamping banking asset-liability management practices. In the series, panellists dissected what went wrong and identified early lessons. Fast forward to the close…
Risk Technology Awards 2023: Bank runs become sprints
The abrupt collapse of SVB is changing what banks want from ALM software
As PNC bleeds non-interest deposits, US Bancorp picks up more
Divergence in savings mix follows March’s deposit flight
First Republic burned through short-term investments in 2022
Cash and securities maturing within a year went from over- to undermatching short-term funding liabilities
EU banks need ‘billions’ in hedges to pass new NII test
Declines in net interest income can be hedged, but the markets may struggle to handle the demand
Solving the data challenge: technical solutions for optimisation of risk management, capital and liquidity resources
Since the financial crisis that began in 2007–08, regulatory pressure on requirements around capital adequacy, liquidity, funding, balance sheet size and leverage has become increasingly intense. As a consequence, financial institutions need to manage…
A defence against the next convexity crunch
Crédit Agricole rates traders describe a new way of hedging the risk of bond convexity
Covid-19 prompts buy-side rethink on stress tests and risk integration
FactSet explores why asset managers and owners are deploying novel bank-quality modelling and alternative datasets as they take aim at risk-informed portfolio management
A framework to analyze the financial effects of climate change
Starting with an expert assessment of the climate risk factors over a specified horizon, then moving to a description of the expected number of climate events and the severity of the losses if an event occurs, the authors describe a framework to analyze…
ALM product of the year: Moody’s Analytics
Asia Risk Technology Awards 2020
Interest rate derivatives house of the year: Goldman Sachs
Asia Risk Awards 2020
Libor takes a back seat as insurers await regulatory clarity
Eiopa silence on discount curves holds back transition plans
A tech-driven transformation
A panel of experts explores how greater collaboration between risk and finance teams can garner significant benefits and add value, how technological innovation is making the regulatory landscape more complicated to navigate and produce transformative…
IFRS 17 Special report 2019
The insurance industry has long been vocal about the need for a two-year extension to the International Accounting Standards Board’s (IASB’s) proposed 2021 implementation date for International Financial Reporting Standard (IFRS) 17 – the accounting…
Ripple effect: The impact of moving away from Libor
Sponsored Q&A