Risk Management

Risk management refers to the management and monitoring of structured credit and ABS portfolios. The discipline involves utilising strong operational processes, trading and technology skills, combined with expertise in the pricing and valuation of assets.

  • Climate concerns

    KBRA md Peter Giacone and Nephila Climate structured finance director Ariane West discuss the nexus ...

    PG: How does the insurance industry fit into the ESG discussion and where do you see touch points wi...

    Talking Point    22 April 2021
  • Bottoming out

    EU NPL ratios improve

    Despite the significant decline in economic activity since the coronavirus outbreak, European banks...

    News    22 April 2021
  • RWA boost

    ECB reveals TRIM findings

    The ECB has published the findings from its targeted review of internal models (TRIM). The exercise...

    News Analysis    20 April 2021
  • Corporate failures

    Default study sheds light on governance

    Governance failures have been shown to be a contributing factor in a large percentage of corporate d...

    News    25 March 2021
  • Performance indicators

    Footfall data, CMBS spread correlation highlighted

    Advan Research Corporation plans to create more sophisticated applications, such as bond calculators...

    News    16 March 2021
  • Morgan mulled

    Latest JP Morgan CRT trade cited as fresh evidence of US take-off

    The new JP Morgan Chase capital relief trade, for which Moody’s released the pre-sale repo...

    News Analysis    24 February 2021
  • Private role?

    Benefits of tokenisation weighed

    As investment trends shift more towards private financings, tokenisation could play an important rol...

    News Analysis    19 February 2021
  • UK social bond debuts

    Sector developments and company hires

    UK social bond debuts Kensington is prepping its inaugural STS and what is believed to be the UK ma...

    Market moves    27 January 2021
  • SCI Start the Week - 14 December

    A review of securitisation activity over the past seven days

    Last week's stories Bellemeade bonanza The latest Arch trade covers the same insurance v...

    News    14 December 2020
  • Leveraged finance: stepping into the void

    Contributed thought leadership by Ocorian

    As funds continue to reallocate capital to direct lending strategies, Sinead McIntosh, busines...

    Talking Point    7 December 2020
  • Risk transfer boost

    US CRT market picks up

    SCI publishes regular in-depth analysis of trends and developments across the capital relief trades...

    News Analysis    29 October 2020
  • Measurement uncertainty

    Inclusion of climate exposures in ICAAPs explored

    Many banks are planning to include climate exposures in their internal capital adequacy assessment p...

    News    27 October 2020
  • Structured finance solutions

    Contributed thought leadership by Ocorian

    Sonal Patel, md, head of sales - Americas, Bermuda and Caribbean, and Sinead McIntosh, business d...

    Talking Point    7 October 2020
  • Pagaya on hiring spree

    Sector developments and company hires

    Pagaya brings in new blood Pagaya, the data-driven asset manager, has made five key hires across a...

    Market moves    17 September 2020
  • SCI Start the Week - 15 June

    A review of securitisation activity over the past seven days

    Last week's stories Addressing inconsistencies Performance metrics switched Calabria confiden...

    News    15 June 2020
  • SCI Start the Week - 8 June

    A review of securitisation activity over the past seven days

    FREE - Capital Relief Trades Virtual Panel - LIVE For a discussion on how the Covid-19 fallout has...

    News    8 June 2020
  • Repricing of risk?

    Funded, unfunded investor collaboration to rise

    The outlook for the significant risk transfer market appears to be positive, at least in the short t...

    News Analysis    5 June 2020
  • CRT vol aims for the stars

    No longer staid and dependable, the CRT market is at record-breaking volatility

    Despite a levelling out in April, volatility in the credit risk transfer market remains extremely el...

    News Analysis    2 May 2020
  • Stochastic modelling

    IFRS 9 challenges persist amid pandemic

    Supervisors have advised banks to embed the effects of government programmes, such as payment morato...

    News Analysis    8 April 2020
  • Capacity constraints

    Covid-19 not yet posing solvency issues

    Government and central bank actions have kept both the financial system and the real economy afloat...

    News Analysis    30 March 2020
  • Research head named

    Sector developments and company hires

    North America David Walker has joined CIFC as head of research, responsible for leading the firm&...

    Market moves    24 March 2020