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Risk Management

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Risk Management

Ian JonesApril 29, 2016 0

The Barnett Shale in North Texas hit a historic mark on April 25: Its rig count fell to zero. Two hundred rigs once harvested the 40 trillion cubic feet of natural gas in this massive basin, stretching beneath 17 Texas counties. Today, nothing. This dramatic silence in North America’s second-largest

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Risk Management

Chrysostomos KridiotisApril 26, 2016 0

Risk Data Aggregation and Reporting – Why now more than ever? – Part 1 of 2

This is the first out of a series of two blog articles in which I will attempt to discuss the importance of the execution of the principles of the BCBS 239 in the Banks. I feel that a Bank’s risk management department is like a radar on a ship. It

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Learn SAS | Programming Tips | Risk Management

Leonid BatkhanApril 13, 2016 0

Automatic data suppression in SAS reports

Have you ever used SAS to produce reports for publishing? Have you ever thought of or been told about suppressing data in such reports? Why do we need to suppress (in the sense of withholding, concealing, obscuring or hiding) data in published reports? The reason is simple - in order

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Fraud & Security Intelligence | Risk Management

Roger LangMarch 22, 2016 0

Should regulators standardize risk models?

Modeling risk to meet regulatory requirements is costly and complex. Because of that, some have suggested that financial services institutions (FSIs) move toward a set of standardized models. The argument is that central banks and regulatory authorities could then more easily monitor systemic risk and compare apples to apples. But

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Banking

Risk Management

Ian JonesDecember 18, 2015 0

Oil, options and inflation: Looking for a silver lining

Year-end outlooks from most analysts project the low-price environment in the oil market will continue for most of next year, but some pundits emphasize that the market has bottomed out and suggest recovery, though gradual, may be seen if increasing demand outpaces supply growth and sops up some of the

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Risk Management

Casey NovakDecember 2, 2015 0

Learning from theSkimm to simplify bank stress testing

I have a short attention span. So, imagine my delight when a colleague of mine introduced me to theSkimm. If you are not familiar, theSkimm takes the top news stories of the day and summarizes them quickly, in ways that are easy to understand – and often linked to pop

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Data Visualization | Risk Management

Ian JonesNovember 27, 2015 0

From boom to bust: Searching for sustainability in the new oil climate

Times have changed. As the oil industry shutters and sheds investments that made sense during the two-year period in which oil rode comfortably above $90, the market is establishing a new equilibrium at $40/barrel. This despite the fact that the Baker Hughes domestic rig count is down 64 percent. It’s

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Data Visualization | Risk Management

Ian JonesOctober 8, 2015 0

Oil portfolio restructured and back in the money

Though crude oil prices edged up last week, the market remains well below VirtualOil’s original $50 strike price, meaning the hypothetical portfolio’s production is shut in in the spot market again. Oversupply continues while China GDP forecasted growth is slowing. Given the market outlook, the VirtualOil board has decided to

Data Management | Risk Management

Larry RoadcapNovember 10, 2014 0

Value from Business-Driven Stress Testing

Going Beyond Regulatory-Mandated Tests to Achieve True Risk Management I regularly hear banking customers talk about ‘sweating their assets’ - leveraging their substantial investments in expanded teams of risk analysts, re-engineered processes and new risk systems for Basel II and III compliance – to gain better insights into their business.

Risk Management

Larry RoadcapSeptember 23, 2014 0

Five Keys to Successful Stress Testing

Stress testing is not new to the risk world but has been a major focus since the GFC (Global Financial Crisis). For a number of years now, stress testing has helped analytical specialists quantify various aspects of potential loss. What is new is the introduction of regulatory stress tests which

Analytics | Risk Management

Leo SadovyFebruary 18, 2014 0

Agile risk management – What might that look like?

I had the opportunity to moderate a roundtable discussion on risk management at the International Institute for Analytics’ (IIA) winter symposium in Orlando earlier this month. I set the stage for the session with a brief overview of my favorite risk approach, “Competing on Value”, by Mack Hannan and Peter

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