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The impact of liquidity spread risk on banks’ earnings

What exactly are liquidity spreads and liquidity spread risk? And how can banks incorporate liquidity spread risk into their risk management framework?

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Time for collective risk mitigation

In April 2018, The Economist wrote about the sharp increase of methane in the atmosphere during the past 10 years. This increase is worrying because, like carbon dioxide, methane retains heat and contributes to the heating of the earth. Scientists don’t agree on the cause of the increase either.

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Zanders Model Risk Framework

As automation and digitalization are adopted more widely in the financial industry, the number of financial models used is also steadily growing. As a result, an institution’s success or failure depends increasingly on the accuracy and reliability of those models.

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New Swiss standard on interest-rate risk in the banking book (IRRBB)

One of the most fundamental drivers for a retail bank’s net interest income is inherent in the bank’s balance sheet structure and is related to the fact that assets and liabilities do not have similar maturities.

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European banking supervisors issued publications on fintech and Big Data

Recently, several European banking supervisors issued publications on financial technology (fintech) companies and big data.

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