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Questions (232)

Risk and Time In The Market -- request for reviewers

What is the relationship between risk and time in the market? That is one of the questions asked in this white paper.

It is in first draft form and I am seeking reviewers. Your help would be appreciated.

RISK AND TIME IN THE MARKET 20120726-1.doc

Started by Andrew in Questions

6 Replies

Credit Risk Solutions, by The Credit Factory

Please visit out website on our new Credit Risk products and models and services available. www.thecreditfactory.co.za.

Started by HS van der Linde in Questions

0 Replies

How does Libor-fixing affect the man on the street?

Libor has become the new focus in the chain of the recent Financial scandals, following in the footsteps of "sub-prime mortgages", "CDOs" and "credit default swaps".

The most popular questions being asked include the following.

How does Libor-fixing

Started by Boris Agranovich in Questions

2 Replies

Global Economic Data Disappoints

Weak U.S. consumer confidence and housing data this week suggest more slowing ahead along with Europe’s ills as the near term weight. Hopes for a China boost fade as weakening fundamentals continue. Real structural change and a consumer-driven econom

Started by Brian P. Klein in Questions

0 Replies

Is ring-fencing of retail operations and subsidiaries a viable solution?

Some countries have been considering ring-fencing of the retail operations of their large banks into separately capitalized subsidiaries, thus, in theory, allowing the investment banking divisions to fail, while their retail operations remain unaffec

Started by Boris Agranovich in Questions

0 Replies

Will the sovereign debt crisis increase concentration and M&A in global financial services?

Increasing regulatory pressure (Basel 3 and Solvency 2) coming along with the debt crisis might push smaller and medium sized companies to look for stronger shareholders and partners.

What do you think about the future trends in the M&A field in glob

Started by Boris Agranovich in Questions

0 Replies

Are Current Security Technologies Sufficient for Mobility and BYOD at Financial Companies?

Current security technologies such as SecurID, soft tokens, smart cards... seem to be unfit for mobility.

We have created a solution for mobility the provides device security as well as data security, voice security and document security: www.SecureAc

Started by Ben Ayed in Questions

0 Replies

What do you think about the U.S. government’s disclosure of the Flame virus against Iran?

Should the US government disclose Stuxnet, Flame activities to the world?

Started by Boris Agranovich in Questions

1 Reply

GR Secure Meeting sites

Edinburgh Castle, Edinburgh, UK Scotland.

Heavy tourist traffic, strong walls, modern yet medevil

Clean & Hi Tech.

Scloss Alder: castle from 1968 movie Where Eagles Dare.

Ideal venue for GR meetings on any issue.

Ex SAC Command post, Offutt AFB, CO USA?

Started by Stephen Russell in Questions

0 Replies

RiskMinds USA - notes from presentation by Klaus Duellmann, Deutsche Bundesbank on A New Methodology for Allocating Systemic Risk

Brief notes from presentation by Klaus Duellmann, Deutsche Bundesbank on A New Methodology for Allocating Systemic Risk:Drivers:- the level of tail risk- Higher exposure to the asset correlation(more later)

Started by Sohayla Fitzpatrick in Questions

0 Replies

From RiskMinds USA -my notes from The New York Fed - what is new on CCAR?

whats new with CCAR:- Forward looking- Timing coordination across BHCs- Well defined policies on capital actions- Stress testing integration

Started by Sohayla Fitzpatrick in Questions

0 Replies

fr

whats new with CCAR:- Forward looking- Timing coordination across BHCs- Well defined policies on capital actions- Stress testing integration

Started by Sohayla Fitzpatrick in Questions

0 Replies

fr

whats new with CCAR:- Forward looking- Timing coordination across BHCs- Well defined policies on capital actions- Stress testing integration

Started by Sohayla Fitzpatrick in Questions

0 Replies

From RiskMinds USA 2012 - A "snapshot" of Gary Whilhite's talk on Keeping Capital Models in Perspective

A "snapshot" of talk by Gary Wilhite, Wells Fargo, on Keeping Capital Models in Perspective:
How Should Capital Models Deal With Uncertainty & Assumption Mismatches?

Why are we interested in this question?
– Affects capital requirement
– Helps us underst

Started by Sohayla Fitzpatrick in Questions

0 Replies

From RiskMinds USA 2012 - A "snapshot" of Allocating Systemic Risk by Klaus Düllmann and Natalia Puzanova

A "snapshot" of talk on A New Methodology for Allocating Systemic Risk
Klaus Düllmann and Natalia Puzanova of Deutsche Bundesbank:

Introduction:
• A coherent full-allocation method (Euler allocation) for attributing
systemic risk to individual banks
• De

Started by Sohayla Fitzpatrick in Questions

0 Replies

From RiskMinds USA 2012 - A "snapshot" of James C. Allison's talk on RISK APPETITE

A "snapshot" of talk by James C. Allison, Manager, Global Risk, ConocoPhillips, on RISK APPETITE
Ensuring Risk Appetite Is Properly Articulated, Embedded, Understood & Respected
Throughout The Organization & Is Fully Integrated Into Strategic Planning

Started by Sohayla Fitzpatrick in Questions

0 Replies

From RiskMinds US 2012 - A "snapshot" of Robert Jarrow's talk on Detecting Asset Price Bubbles in Real Time

A "snapshot" of Robert Jarrow's talk on Detecting Asset Price Bubbles in Real Time

Detecting Bubbles
Three ways to detect in real time:
1. modeling the fundamental value (not practical),
2. modeling the process S (successful use is outlined below),
and
3.

Started by Sohayla Fitzpatrick in Questions

0 Replies

Pose Your Questions to Industry Leaders at RiskMinds USA Conference

The 3rd Annual RiskMinds USA Conference starts today. I will be attending this conference on behalf of the GlobalRisk community and will report back with key observations and discussions following the conference or before -the days and evenings are j

Started by Sohayla Fitzpatrick in Questions

2 Replies

CounterParty Valuation Adjustments

Hello All,

Iam working for a Project on CVA. I would like to know about its implementation Using Different Models.

Kind help would be deeply appreciated.

Thanks

Bala

Started by Balakumar Ramanathan in Questions

3 Replies

Information on the subject of evaluation of commodity portfolios wanted

Hello all,

I am looking for informative books or articles on the subject of evaluation (mark to market) of commodity portfolios. About the different models that can be used and how these work with different types of contract evaluations.

Does anyone kn

Started by Elles Prins in Questions

2 Replies

of 12

Featured Discussions

Introducing the Global Risk Series - Book 1 Risk Management How Tos

Dear GlobalRisk Community member, Our community’s mission is to foster business, networking and educational explorations among members. Learn from some of the top experts in the industry as they clearly explain how to approach the most important Risk management concepts. Check out their expert tips and use the link at the end of each article to navigate back to the website to leave your comment or ask a question. Some of the topics include: How do you Explain Risk Appetite? How to Prepare a…

Started by Boris Agranovich in White papers

16 Replies · Reply by GlobalRiskCommunity Mar 21, 2024

Politically Exposed Persons (PEPs) Screening Requirements

I have just published a guide on PEPs screening requirements around the world and would like to know if anybody has any feedback on it? https://complyadvantage.com/blog/politically-exposed-persons-peps-screening-requirements-around-the-world/CA-PEP-Screening-Map-FINAL-V7 (1).jpg

Started by Loona in Questions

3 Replies

[Free COVID-19 Framework] What's the path to recovery look like?

We created a free presentation (attached), which discusses both global and organizational impacts of the COVID-19 pandemic, along with critical actions organizations should take immediately. This presentation introduces a framework that helps regions and organizations navigate a path to recovery via 9 potential scenarios. These scenarios capture outcomes related to GDP impact, public health response, and economic policies. The presentation also breaks down 6 immediate and critical actions…

Started by David Tang in Questions

4 Replies · Reply by Steve Diaz Jul 8, 2023

If risk management is about decision making, are current risk management solutions irrelevant?

Now that the updated COSO and ISO risk management standards emphasize a connection to enterprise objectives and decision making, does this mean ERM and GRC solutions focused on risk registers and regulatory compliance are missing the true value of risk management?Will current risk management solutions evolve to integrate more decision support functionality or will standalone prescriptive analytics and other technology solutions take a more prominent role in enabling risk-informed…

Started by John Farrell in Questions

3 Replies

A question related to classification of instruments between trading and banking book.

We have an interesting question from one of our members. "We usually perform OTC FX transactions with clients backed-to-back on the market (with Banks). Now we are going to perform a FX swap (i.e. Spot + forward) JPY/EUR for the Bank account for 1 week at the longest. The purpose is to get EUR place @ CB for LCR compliance purpose (no trading purposes). Bank's Management think that this should be considered as a trading position and therefore be classified within the Bank's trading book.…

Started by Boris Agranovich in Questions

5 Replies · Reply by Prisha Singh Dec 26, 2023

Plunging oil prices: curse or blessing in disguise?

The recent sudden crash of oil prices has had a major impact on the world economy, leading to many troubled faces in the international arena. The Russians fear the effects of yet another powerful hit on their economy, Venezuela seems to be considering default and the Americans are weary of the consequences for its young and emerging shale oil industry. And then you have the Middle East, where the smallest match is enough to ignite the largest fire. But are these worries really justified or…

Started by Daniel Agranovich in Questions

1 Reply

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Forum

Questions (232)

Risk and Time In The Market -- request for reviewers

Credit Risk Solutions, by The Credit Factory

How does Libor-fixing affect the man on the street?

Global Economic Data Disappoints

Is ring-fencing of retail operations and subsidiaries a viable solution?

Will the sovereign debt crisis increase concentration and M&A in global financial services?

Are Current Security Technologies Sufficient for Mobility and BYOD at Financial Companies?

What do you think about the U.S. government’s disclosure of the Flame virus against Iran?

GR Secure Meeting sites

RiskMinds USA - notes from presentation by Klaus Duellmann, Deutsche Bundesbank on A New Methodology for Allocating Systemic Risk

From RiskMinds USA -my notes from The New York Fed - what is new on CCAR?

fr

fr

From RiskMinds USA 2012 - A "snapshot" of Gary Whilhite's talk on Keeping Capital Models in Perspective

From RiskMinds USA 2012 - A "snapshot" of Allocating Systemic Risk by Klaus Düllmann and Natalia Puzanova

From RiskMinds USA 2012 - A "snapshot" of James C. Allison's talk on RISK APPETITE

From RiskMinds US 2012 - A "snapshot" of Robert Jarrow's talk on Detecting Asset Price Bubbles in Real Time

Pose Your Questions to Industry Leaders at RiskMinds USA Conference

CounterParty Valuation Adjustments

Information on the subject of evaluation of commodity portfolios wanted

Note: this page contains paid content.

Featured Discussions

Introducing the Global Risk Series - Book 1 Risk Management How Tos

Politically Exposed Persons (PEPs) Screening Requirements

[Free COVID-19 Framework] What's the path to recovery look like?

If risk management is about decision making, are current risk management solutions irrelevant?

A question related to classification of instruments between trading and banking book.

Plunging oil prices: curse or blessing in disguise?

Note: this page contains paid content.

About Us

Useful Links

Business Partners