Risk.net - Financial Risk Management News Analysis

Time 2020-06-26 13:04:22

Web Name: Risk.net - Financial Risk Management News Analysis

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The Energy Risk Awards recognise the leading firms in energy risk management. Corporates, financial players, technology and data firms, consultancies, brokers and exchanges are all welcome to submit … The Asia Risk Awards return in 2020 to recognise best practice in risk management and derivatives use by banks and financial institutions around the region. Hosted by Risk.net, these awards honour excellence in op risk management, regulation and risk management service provision. Energy Risk Asia Awards 2020 submissions are now open! The Energy Risk Asia Awards recognises excellence across Asian commodities market as well as providing a unique opportunity for companies across… Risk.net partnered with specialists NICE Actimize to survey senior financial crime executives in banks and other financial services firms to assess the efficiency of current resources, processes and … Download You are currently accessing Risk.net via your Enterprise account. If you already have an account please use the link below to sign in. If you have any problems with your access or would like to request an individual access account please contact our customer service team. Phone: 1+44 (0)870 240 8859 Email: [email protected] Shifting Libor fallback window jolts basis market Fallback spreads widened more than 20% after UK regulator says Libor’s end could be announced this year 25 Jun 2020 Bond-CDS basis keeps investors interested Difference between cash bond spreads and derivatives tightens but still offers value, dealers say 26 Jun 2020 iRisk 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.More information Banks ponder how to offset risks of ESG derivatives – or whether hedging is even desirable 17 Jun 2020 Big Figure Virus risks for exotic CLOs A coronavirus-induced recession could inflict big losses on US insurers’ unconventional collateralised loan obligations (CLOs) assets – including highly-rated tranches – a stress test by the National Association of Insurance Commissioners (NAIC) shows. “Atypical” CLOs, those the NAIC describes as having unusual payment features and non-standard principal balances, made up $1.4 billion of US insurers’ aggregate assets as of end-2019, an increase of 40% year-on-year. This does not include CLO assets that the NAIC was unable to map or model. Read the full article You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial. Sign in You are currently on corporate access. To use this feature you will need an individual account. If you have one already please sign in.Sign in.Alternatively you can request an individual account here:

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