Risk.net - Financial Risk Management News Analysis
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.
Risk Events - The premier meeting place for the financial risk ...
Risk events comprise a variety of formats including: conferences, training courses, seminars, exhibitions, awards and rankings evenings; and are widely considered by the industry as the leading events in their field.
Risk Learning – Training and Development for Risk Professionals
The leading provider of exclusive, in-depth learning and development for professionals working in risk management, derivatives and financial markets.
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.
VAR versus expected shortfall - Risk.net
Mar 1, 2007 · John Hull discusses the limitations of VAR and the relative advantages of an alternative measure, expected shortfall Value-at-risk is often criticised as not presenting a full picture of the risks a company faces. In the second of a series of articles explaining recent developments in risk management and derivatives pricing, John Hull discusses the limitations of VAR and the relative ...
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 management news and analysis articles - Risk.net
Latest Risk management articles on risk management, derivatives and complex finance
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 ...
Risk Journals - Quantitative Risk Management Resources - Risk.net
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.
Risk-free rate (RFR) definition - Risk.net
The risk-free rate is the theoretical rate of return on an investment with zero risk. As such, it is the benchmark to measure other investments that include an element of risk.Government bond yields are the most commonly used risk-free rates for assets. Libor is a widely used proxy for a risk-free rate for swaps and bonds. But as a result of rigging controversies and a lack of relevant ...