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.


  • Extra ACIS from Freddie Mac

    Freddie Mac last month issued one last ACIS transaction of 2016. It was the second ACIS not linked t...

    News Round-up    4 January 2017
  • Pension extension for OTC clearing

    The European Commission is extending transitional relief for pension scheme arrangements (PSAs) from...

    News Round-up    22 December 2016
  • CCP equivalence determined

    The European Commission has determined that India, Brazil, New Zealand, Japan Commodities, United Ar...

    News Round-up    19 December 2016
  • SCI Start the Week - 19 December

    A look at the major activity in structured finance over the past seven days.

    Pipeline While the pace of pipeline additions has slowed over the last couple of weeks, new deals d...

    News    19 December 2016
  • Proving compliance

    Demonstrating significant risk transfer discussed

    How to demonstrate significant risk transfer (SRT) was a hot topic at SCI's Capital Relief Trades Se...

    Talking Point    19 December 2016
  • Learning by doing

    Issuers weigh capital relief opportunities and challenges

    Capital relief trades, also called risk sharing trades, can provide issuing banks with several advan...

    News Analysis    16 December 2016
  • Contagion risk examined

    The latest Office of Financial Research working paper analyses counterparty exposures in the credit...

    News    13 December 2016
  • CME management beefs up

    CME Group has appointed Kim Taylor and Julie Winkler to new roles on its management team. The pair w...

    Job Swaps    12 December 2016
  • Odd-lot strategies

    Price exploitation likely more widespread

    The US SEC recently fined PIMCO US$20m for misleading investors about the value of MBS odd lots in i...

    News Analysis    12 December 2016
  • Evolving analytics

    Valuation and risk landscape discussed

    FINCAD has recently incorporated MBS into its F3 pricing, valuation and risk analytics solution. SCI...

    Provider Profile    6 December 2016
  • SCI Start the Week - 5 December

    A look at the major activity in structured finance over the past seven days.

    SCI content this week is sponsored by BNY Mellon. All content this week is being made available free...

    News    5 December 2016
  • Analytics platforms integrate

    GoldenSource has integrated with ICE Data Services' APEX delivery platform. The move builds on Golde...

    Job Swaps    2 December 2016
  • VM protocol launched

    ISDA and IHS Markit have launched the ISDA 2016 Variation Margin Protocol on ISDA Amend. It automate...

    News Round-up    29 November 2016
  • CCP recovery rules proposed

    The European Commission has proposed new rules to install a recovery and resolution framework to ens...

    News Round-up    29 November 2016
  • SCI Start the Week - 28 November

    A look at the major activity in structured finance over the past seven days.

    Pipeline With the week dominated by Thanksgiving, there were few pipeline additions. These amounted...

    News    28 November 2016
  • Clearing default implications considered

    The US CFTC's market risk advisory committee has approved a set of recommendations for improving the...

    News Round-up    23 November 2016
  • Relief extended for non-US dealers

    The US CFTC Division of Market Oversight has issued a time-limited no-action letter that extends rel...

    News Round-up    23 November 2016
  • Product development head named

    ICAP has appointed Stuart Connolly as head of client product development for its Post Trade Risk and...

    Job Swaps    21 November 2016
  • SCI Start the Week - 21 November

    A look at the major activity in structured finance over the past seven days.

    Upcoming SCI eventSCI's latest Capital Relief Trades Seminar, 'Navigating the Cash vs Synthetic Deba...

    News    21 November 2016
  • Evaluation score introduced

    Thomson Reuters has launched the Thomson Reuters Pricing Service Evaluation Score (TRPS Score), whic...

    News Round-up    17 November 2016
  • APAC head appointed

    ICAP has named Guy Rowcliffe, ceo of RESET, as head of Asia Pacific for its Post Trade Risk and Info...

    Job Swaps    17 November 2016