Risk
Risk manager: Central Bank of Brazil
The G20 central bank has made important breakthroughs in applying ERM
Treasury systems initiative: Calypso Technology
The tech company secured important breakthroughs including with its Maps treasury operations system
SNB reduces risk exposure in fixed-income investments in Q4
Foreign currency investments decline by over 10 billion francs in December
Chilean central bank holds rates, citing uncertain outlook
Central bank warns of impact of fall in demand for Chile’s major export as mass protests continue
Risky markets had a ‘spectacular’ 2019, IMF officials warn
Largest combined number of rate cuts since 2008 drove financial vulnerabilities, senior officials say
ECB’s Mersch warns of negative side-effects of ultra-loose policies
Policies may be contributing to risk-taking, high asset-price inflation and inequality, board member says
US mutual funds' liquidity risk on the rise – Boston Fed paper
Ratio of illiquid assets to net assets increased from 2009 to 2019, researchers find
DNB stresses risks stemming from financially fragile households
Central bank study shows more than 14% of Dutch population could not raise €2,000 in an emergency
Central banks must take lead on climate disclosures – PBoC’s Ma
Reserve managers’ stances send important signals to the financial community, says Ma Jun
Fiji’s central bank faces climate change challenge
Governor notes disaster risk management is evolving at rapid pace
IMF cuts forecast again, but says slowdown may be ending
Fresh downward revision to growth outlook set against “tentative stabilisation”, says Gita Gopinath
Atlanta Fed research offers 17th century lessons for proposed standing repo facility
Crises can pose demand and credibility challenges, researchers warn
Climate risk models not up to scratch, warns BIS report
New research highlights models’ inability to accurately anticipate climate risk; says central banks must not become “climate rescuers of last resort”
Regional Fed presidents warn asset purchases are creating risks
Robert Kaplan expresses concern over Fed’s response to market funding pressures
Bank Negara Malaysia seeks feedback on new climate taxonomy
Central bank proposes classifying activities based on how much they harm the environment and how willing businesses are to improve
Crises are non-linear, beware high debt levels – research
IMF paper warns against complacency on high debt levels
Risk weight tweak could fix IFRS 9 capital clash – research
Practitioner suggests way to cancel out double-counting of Basel credit loss provisions
Machine learning can produce better credit scores – BIS paper
Fintech firms may be better at predicting default rates, researchers find
Yngve Slyngstad: contrarian person, brilliant investor
Knut Kjær reflects on the character of the man that has led Norway’s $1.1 trillion sovereign wealth fund and contemplates the complex governance challenges ahead
Tighter regulation may be working – MIT economist
Kristin Forbes says banks may be more resilient but warns risk could be shifting to shadow sector
BoE to test banks on climate risks over 30-year horizon
Unusual stress-test design reflects long horizon and interlinked risks posed by climate change
Leveraged lending creates challenges in UK stress tests
On some assumptions, banks would fail the tests; BoE to alter capital framework
CBDC has been “over-hyped” – former RBI deputy
Focus on retail CBDCs is a potential distraction from core central banking functions, says Sinha
Basel Committee proposes illustrative prudential framework for crypto assets
Holdings of crypto assets would be split between banking book and trading book depending on exposure risks