Risk.net - Financial Risk Management News Analysis
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Total loss-absorbing capacity (TLAC) definition - Risk.net
WEBJan 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
WEBFind out more. 17 Jun 2025 18 Jun 2025. London, UK. Latest Risk management articles on risk management, derivatives and complex finance.
Risk-free rate (RFR) definition - Risk.net
WEBThe 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 ...
Value-at-risk (VAR) definition - Risk.net
WEBValue-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 …
RCSAs: designing and embedding in risk management
WEBAbout 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.
Risk Learning – Training and Development for Risk Professionals
WEBInteractive learning. Learn through engaging workshops, case studies, inspiring presentations, simulations and Q&A sessions. Our courses are delivered in formats including user-friendly online sessions, in-person in financial hubs worldwide and via immersive e-learning platforms for self-paced study.
Risk management news and analysis articles - Risk.net
WEBSep 16, 2024 · AI in banking risk management: exploring latest trends and use cases. The financial sector is abuzz with the potential of GenAI to revolutionise risk management. This Risk.net special report dives into some of the latest trends and use cases transforming this critical function for banks. 31 Jul 2024. IT disruption.
Risk factors definition - Risk.net
WEBRisk factors are the building block of factor investing. A risk factor is an underlying characteristic or exposure that can be used to explain the return profile of an asset class. The return profile of a bond, for example, is tied to risk factors such as duration, credit spreads and default risk, while a stock’s returns are linked to …
Valuation adjustments (XVAs) news and analysis articles - Risk.net
WEBJul 26, 2024 · The XVAs are a family of adjustments that can be made to the price of a derivatives trade, reflecting counterparty risk (CVA), own-default risk (DVA), funding (FVA), capital (KVA) and margin (MVA). Their theoretical roots and practical implementation are still debated, but pragmatism also matters: banks that ignore XVAs are at risk of ...