Risk.net - Financial Risk Management News Analysis
Data insights, delivered daily. Risk Quantum tracks thousands of data points across hundreds of metrics from organisations that represent a cross-section of the financial system. Published daily, articles are short and broken into chunks – the facts, the context and a brief commentary – and use data visualisations to get each story across.
Risk management news and analysis articles - Risk.net
Data insights, delivered daily. Risk Quantum finds insights in data. The service tracks the public disclosures of over 120 banks, funds, insurers, corporates, and central counterparties – as well as reports from prudential and markets regulators – in Asia, Europe and North America.
Risk Events - The premier meeting place for the financial risk ...
Asia Risk Congress. Asia Risk Congress is Asia’s leading risk management, derivatives and regulation event. Attended by more than 600 delegates, the event will discuss the latest on Libor transition, regulatory developments, non-financial risk and derivatives. 24 Sep 2025 - 25 Sep 2025. Singapore.
Total loss-absorbing capacity (TLAC) definition - Risk.net
Jan 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-weighted assets (RWAs) definition - Risk.net
Risk-weighted assets are used to determine the minimum amount of regulatory capital that must be held by banks to maintain their solvency. This minimum is based on a risk assessment for each type of bank risk exposure: credit, market, operational, counterparty and credit valuation adjustment risks. The riskier the asset, the higher the RWAs and the greater the amount of regulatory capital ...
Value-at-risk (VAR) definition - Risk.net
Value-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 month the portfolio will not lose more than $1 million.
Case Studies on Risk Management Failure
Jun 19, 2020 · They all practiced some form of risk management to keep abreast of developments, and what really matters is the underlying belief of how risk management would be practised. CASE STUDY 1: LEHMAN BROTHERS. Amid the global financial crisis, Lehman Brothers filed for bankruptcy on September 15, 2008. It …
RCSAs: designing and embedding in risk management
About the course. This course offers an in-depth exploration of the RCSA process, from designing and conducting assessments to reporting results and planning follow-up actions. Emphasising the integration of RCSA s within the broader risk management framework, key concepts such as risk taxonomy, governance and appetite are explored.. The curriculum examines RCSA methodology, highlighting the ...
Credit risk definition - Risk.net
Credit 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.
VAR versus expected shortfall - Risk.net
Mar 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 ...