As the energy sector has recently experienced extreme fluctuations in price and other dynamics due, in part, to pandemic-related and geopolitical effects, in this paper we take a look at some of the challenges energy traders face when seeking to apply XVAs to their derivatives transactions.
Supercharged risks are running circles around banking risk models. Here’s how the cloud can keep you one step ahead.
Drawing on recent academic evidence and business insights, this paper provides a contemporary look at what AI and ML adoption could mean for commercial lending and credit risk assessments. It also proposes different approaches to AI and ML adoption tailored to each step of the commercial lending…
Case Study: Protecting a crude oil derivatives portfolio from event volatility with WTI Crude Oil Weekly options
Read how a trader identified a short-term risk to their portfolio and used Crude Oil Weekly options as a precise low premium hedge.
Supercharged risks are running circles around banking risk models. Here’s how the cloud can keep you one step ahead. Download the latest whitepaper, written by intel, SAS and Microsoft industry experts and learn about several principles to guide a banks approach to introduce cloud-based risk…
In this case study, a portfolio manager uses options on futures to make asset allocation ratios easier to manage and, at the same time, potentially enhance portfolio returns.
The 5th annual global institutional ETF trading survey report
While it is commonly believed that the pandemic was a black swan event, according to most risk experts it wasn’t. As they point out, the COVID Pandemic was an event that was foreseeable in its occurrence, though perhaps not in its timing. Despite being (thankfully) rare, these types of events do…
The role of the risk manager and CIO in tackling the energy sector's latest cyber risks
Research into the future of private market asset investing in Asia-Pacific was conducted by Asia Risk in partnership with IHS Markit. The findings shine a light on the reasons private asset allocations decreased across the majority of investors in the region in 2020, but are set to rebound in 2021.