Risk.net is the world’s leading source of in-depth news and analysis on risk management, derivatives and regulation.
With so much changing in these fields, market participants need trusted, detailed intelligence and analysis on what it means for their companies and careers, their clients and competitors.
That’s where Risk.net comes in. Risk.net delivers unmatched coverage of complex issues that are ignored or under- reported elsewhere. We regularly break stories, but are not trying to compete in the provision of real-time news. Instead, we looks at topics in detail, assess the implications, speak with practitioners, regulators and other stakeholders, and write more detailed, analytical pieces.
Ultimately our users are able to make better, more informed decisions thanks to the information we provide. And they’ve been relying on our intelligence in various formats since as far back as 1987.
Click below to see how Risk.net developed into the information powerhouse it is today.
“Risk.net provides coverage not typically found elsewhere. It gives me original and accurate insight.”
Senior Counsel Regulatory, Standard Chartered Bank
“Risk.net’s content has been high quality during the financial crisis. The coverage of regulatory implications is particularly useful.”
Chief Analyst, Danske Bank
“I particularly like Risk.net’s regular email updates. There is something thought provoking to consider every week.”
Head of Global Energy Risk, Cargill
What do we cover?
We have an editorial team of 40 based in London, New York and Hong Kong.
The team is made up of five desks, with each specialising on a specific area. Click on the tabs below to find out more.
This desk produces articles relating to the measurement, modelling and management of financial risks. Coverage encompasses banks, as well as other types of financial services firms, such as asset managers and insurers.
The risk management team covers issues such as operational risk, legal risk, risk culture and governance, market risk, credit risk, liquidity risk, counterparty risk, risk transfer, risk modelling, valuation and prudential regulation.
They produce content for risk management professionals, mostly at banks, but also at other types of financial services firms. This includes chief risk officers, heads of risk management and heads of operational risk, in addition to more junior risk management staff. However, traders, analysts, quants, third-party vendors, consultants and IT professionals are all likely to find value in some aspects of our coverage.
This desk provides in-depth coverage of the derivatives markets across the interest rate, credit, foreign exchange and structured products asset classes. The over-the-counter markets are their primary target, but they also cover futures and cash as they relate to the derivatives markets (for example as collateral or alternative hedging instruments).
While the ongoing upheaval of the regulatory framework governing the derivatives market is very important, the derivatives desk is focused on the practical impart the new rules have on the trading of derivatives. They don’t focus on the detail of the actual rules, as that is the responsibility of the regulation desk.
The audience for this desk includes derivatives traders, sales people, quants and structurers at the Tier 1-3 international dealers, national champion banks and non-bank market makers, derivatives traders at buy-side firms, corporate treasurers, and derivatives and market structure experts at regulators and central banks. Plus the firms that service these areas, including CCPs, exchanges, brokers, law firms, consultancies and tech vendors.
The regulation desk provides topical, in-depth news and analysis on the content and implications of regulation. They focus on rules affecting risk transfer and risk management for banks and buy-side firms.
The key topics they focus on are prudential regulation, macroprudential regulation and market regulation.
Prudential regulation refers to rules designed to ensure the safety and soundness of the banking industry (Basel, FRTB, IRRBB etc).
Macroprudential regulation refers to the looser frameworks that are designed to enable central banks and supervisors to avoid or manage asset bubbles.
Market regulation refers to the rules that affect specific products, platforms or markets. Primarily this means the G20 derivatives reform agenda that impose clearing, execution and reporting requirements on swaps, and in some cases futures (Emir and Dodd-Frank, but also their equivalents in other G20 jurisdictions).
This desk covers risk management, derivatives and regulation as they apply to firms that are active in the energy and commodities markets.
When they cover risk management, the focus is primarily on how firms manage market risk. That said, the management of credit risk and operational risk, as long as it is within the energy/commodities content, are also reported on.
Coverage of derivatives encompasses any futures, options, swaps, over-the-counter instruments or bespoke structured products such as carbon emissions credits. By necessity, this means the team will occasionally touch on the underlying physical or ‘cash’ market that the derivative refers to – but the focus will always be on the derivative, not the physical.
The team’s regulation coverage focuses on the regulatory framework around the trading of energy and commodity derivatives. This means they are primarily concerned with financial regulators such as the CFTC, the FCA and Esma rather than wholesale market regulators such as Ferc or Acer.
This desk covers risk management, derivatives and regulation from the point of view of the buy-side. That includes asset managers, insurers, pension funds and hedge funds.
Risk management coverage focuses mainly – but not exclusively – on market risk. For insurers and pension funds this means paying special attention to interest rate risk and to how institutions manage and match their assets and liabilities. The team follows the work of asset managers and hedge funds to model, understand and manage investment risk on behalf of customers.
Derivatives coverage focuses on changes in market practice and how they affect the buy-side, dislocations in pricing that reflect fundamental or structural changes in the market, and broader changes in the industry that affect buy-side firms.
Regulatory coverage encompasses Solvency II and how that affects insurance company capital and risk management. The team also tracks the effects of Emir and Mifid II on the buy-side.
What makes Risk.net unique?
Our editorial team explain how Risk.net is different to other information resources.
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