AI in CCP Risk Models: Smarter Margining Ahead
AI enhances CCP risk models by enabling adaptive scenario generation, real-time pricing, & dynamic calibration—boosting resilience, speed, & regulatory trust.
Tag: Risk
Risk refers to the possibility of loss or damage, usually in financial or business contexts, and is determined by the likelihood of an adverse event occurring and the consequences if it does.
How CCP Risk Models Build Trust and Boost Trade
CCP risk models like Eurex Prisma and CME SPAN 2 build trust, ensure stability, and boost trade volumes through smart,…
DORA – The EU’s Digital Operational Resilience Act
DORA is a landmark regulation aimed at fortifying the cybersec & ops resilience of EU FIs. FIs can not only…
Key Concepts: VaR, stress testing & counterparty risk
Understanding VaR, stress testing, and counterparty risk empowers FIs to better assess and manage risks, enhance resilience, and make informed…
MaRisk: Germany’s Risk Management Framework for FIs
Introduction The Minimum Requirements for Risk Management (MaRisk), established by Germany’s Federal Financial Supervisory Authority (BaFin), is a cornerstone of…
Climate Risk: Scenario-Based Modeling
A recent report by the NGFS estimates that physical climate risk associated with climate change could lead to a loss…
The Capital Markets challenge: Market volatility
Market volatility has become a major challenge for investment banks in recent years, posing a growing concern for the financial…
AI & ML in CapMarkets: Top 5 use cases
AI and ML in finance and fintech is rapidly evolving, and banks are continuously experimenting with new algorithms and technologies…