Risk.Net Risk Mgmt

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Comment: FRTB brought improvements to Basel II RWA regime, but also complexities with undesirable side effects hubs.li/Q040g3Sn0

Risk Benchmarking data shows North American banks use wider range of instruments than their peers elsewhere to manage IRRBB hubs.li/Q0401_2l0

Comment: geopolitical risk demands full integration into macro stress-testing, capital planning & portfolio construction hubs.li/Q0401Hh-0

ALM Benchmarking research: capital steering remains treasury-led at most banks hubs.li/Q03_S9TV0

Nailing down material risks. hubs.li/Q03_S1pM0

SGX is bolstering operational resilience by strengthening third-party risk controls to defend against possible outages, says risk chief Ivan Han hubs.li/Q03_GsZZ0

Latest op risk loss commentary: FIS’s inaction despite “several massive red flags” costs it $210m over Worldpay acquisition claims; Liberty pays $103m in record age discrimination compensation – data from @ORX_association hubs.li/Q03_5xpq0

Risk’s latest ALM Benchmarking study: central bank reserves and Level 1 assets comprise 73% of a typical bank’s buffer hubs.li/Q03_5wvS0

“The inclusion of specific ESG reporting in the op risk taxonomy may be an issue for some jurisdictions” – Lars Overby, head of credit, market & op risk, European Banking Authority hubs.li/Q03-W-s80

ALM Benchmarking: Nearly nine in 10 banks treat NII sensitivity as a primary metric for governing IRRBB hubs.li/Q03-K0yV0

Comment: Collateralised financing is not just an operational consideration, but a determinant of a firm’s capital efficiency and ROE hubs.li/Q03-K0sC0

“The person who is running enterprise risk also has AI. Is that the right person? Is that the right place? Not sure” – tech exec at a US bank hubs.li/Q03-xjnq0

Comment: Tokenisation could exponentially increase velocity of pledged collateral, but should be brought within regulatory purview hubs.ly/Q03-nRJP0

Risk Benchmarking: median ALM team has 10 staff, although some number 350 hubs.li/Q03-nS290

“This could be a bridge to something more forward-looking” – Per Nordkvist, former exec director, Finansinspektionen, on EBA’s op risk taxonomy hubs.ly/Q03-nLMt0

Read our review of 2025 here: hubs.li/Q03ZkSQb0

ALM tech is still batch-centric and file-led, Risk Benchmarking research finds. hubs.li/Q03Y-NZS0

Only 17 of 28 banks in Risk’s ALM Benchmarking study held internal stress tests with a horizon of 30 days or more. hubs.li/Q03YY45C0