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home risk management frtb accounting ccps operational risk sma commentary three lines of defence derivatives structured products valuation adjustments (xvas) electronic trading regulation brexit ccps frtb commodities energy oil gas power position limits mifid ii manipulation asset management insurance liquidity risk repo solvency ii quantum banks regulators ccps corporates and insurers funds cutting edge investments energy banking views submit a paper events awards white papers research jobs newsletters welcome my account sign in events upcoming events irrbb - amsterdam the course will help nurture understanding, implementation and management of sound irrbb policies. 12 jun 2018 - 13 jun 2018 amsterdam, the netherlands risk canada 2018 risk canada will allow you to make valuable contacts with your industry peers from the buy side sell side and technology providers and will give you an opportunity to get your burning questions answe… 13 jun 2018 toronto, canada stress testing for insurers this two day course will provide attendees with a comprehensive understanding of the stress testing process. 13 jun 2018 - 14 jun 2018 london, uk deposit modelling - ny in this course, we discuss a number of risk and profitability management problems which require explicit assumptions about the behavior of nmds: interest rate risk, liquidity risk and funds transfer … 13 jun 2018 - 14 jun 2018 new york, usa view all events training view our latest in market leading training courses, both public and in-house. view training courses awards upcoming awards operational risk awards hosted by risk.net, these awards honour excellence in op risk management, regulation and risk management service provision. 12 jun 2018 london, uk risk technology awards risk technology awards 12 jun 2018 london, uk structured products asia awards for 25 years the awards have been recognising success across the broker market. entries open march 2018. 21 jun 2018 hong kong, hong kong energy risk europe awards 2018 the energy risk awards recognise excellence across global commodities markets as well as providing a unique opportunity for companies across the industry to gain valuable recognition. while… 25 jun 2018 london, uk view all awards risk events take a look at the wide variety of events and training on offer. view all events white papers latest white papers pulling it all together – challenges and opportunities for banks preparing for frtb regulation this white paper discusses the key challenges and opportunities facing banks as they prepare to implement the fundamental review of the trading book standard. it further examines how data aggregation… download interest rate risk in the banking book (irrbb): how bcbs 368 will affect alm this white paper examines the key elements of basil’s updated rules for irrbb and the effect they will have on a banks’ alm strategy. it further explores how a well-thought-out tenor mismatch strateg… download find white papers search and download thousands of white papers, case studies and reports from risk library all white papers research latest research risktech100® 2017 now in its eleventh year, the risktech100 is globally acknowledged as the most comprehensive independent study of the world's major players in risk and compliance technology. read more risk management systems for the insurance industry - market update 2017 this report updates the chartis report solvency ii technology solutions 2014, focussing on risk management systems for the insurance industry. read more about chartis research chartis is the leading provider of research and analysis on the global market for risk technology and is part of incisive media. view all research jobs find the latest jobs search by job title, salary or location to find your perfect role search now get new jobs via email don't miss out on new jobs sign up job of the week head of compliance – financial crime & offshore structures knowledge required head of compliance – financial 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, barcelona / milan view all jobs welcome you are currently accessing risk.net via your enterprise account. if you already have an account please use the link below to sign in . if you have any problems with your access or would like to request an individual access account please contact our customer service team. phone: 1+44 (0)870 240 8859 email: [email protected] sign in my account saved articles follow topics newsletters apps account details contact support sign out sign in follow us rss twitter linkedin facebook newsletters apps social hub free trial subscribe risk.net search risk.net home risk management frtb accounting ccps operational risk sma commentary three lines of defence op risk data: mexico bank hack fuels global payment network fears nomura’s europe cro headed to natwest markets credit data: ‘dirty diesel’ woes weigh on autoparts firms mark yallop on conflicts in fixed income citi’s cro on the importance of risk sensitivity derivatives structured products valuation adjustments (xvas) electronic trading gottex chief on expansion plans amid industry disruption eonia death will hit valuations and ois market – expert some banks open to committing to libor post-2021 ndf nightmare: banks seek fix for benchmark ‘mess’ asian ndf fixings threat signals yet another deadline drama regulation brexit ccps frtb ec official offers hope to prop traders on capital rules volcker rule revisions may complicate compliance – experts japan regulator: we are racing to finish frtb in 2018 the special one: a eurozone g-sib waiver for bnp paribas ecb’s angeloni: bullish on brexit, wary on regulatory reform commodities energy oil gas power position limits mifid ii manipulation sanctions and renewables inform lme product plans energy transition: adapting to the unknown air freight: a new frontier for hedging? keeping the lights on uk balancing market opening up to industrials asset management insurance liquidity risk repo solvency ii sustainable investing boom lifts demand for new data modelling correlation: from zig-zag to zig-zig buy-side modellers seek ‘holy grail’ of investing planned sale prompts hard look at post-trade firms risk-return dominance of us ‘big five’ a myth, data shows quantum banks regulators ccps corporates and insurers funds us bank rwa density edges higher over one-quarter of eu bank credit exposures overseas hedge funds cut cds positions as basis trades diminish citi fastest growing fcm; credit suisse loses ground – cftc data global banking sector equity surged in 2017 cutting edge investments energy banking views submit a paper how machine learning could aid interest rate modelling model risk in the transition to risk-free rates podcast: quantum computing to boom in next three to five years curve dynamics with artificial neural networks putting swaptions pricing in the fast lane books the handbook of alm in banking edited by andreas bohn and marije elkenbracht-huizing mifid ii: value-generation for investors by paolo sironi and maurizio ravezzi blockchain in financial markets and beyond edited by ron quaranta bcbs 239 edited by peter haines journals operational risk measurement beyond the loss distribution approach: an exposure-based methodology distortion risk measures for nonnegative multivariate risks the predictability implied by consumption-based asset-pricing models: a review of the theory and empirical evidence does the impact of exchange-traded funds flows on commodities prices involve stockpiling as a signature? an empirical investigation measuring system-wide resilience of central counterparties latest articles topics all sections key links risk.net asia risk glossary risk resources risk journals media centre sponsored content risk.net tools email newsletters site features apps trendlines volatility basel iii foreign exchange mifid brexit cyber security follow risk.net sign up for newsletters follow on twitter connect on linkedin like on facebook subscribe to rss feeds all social profiles our digital network waters technology central banking fx week chartis research risktech forum risk library risk books marketing services advertise with us reprints view all marketing services print magazines risk magazine asia risk energy risk digital brands insurance risk operational risk hedge funds review structured products you are currently accessing risk.net via your enterprise account. if you already have an account please use the link below to sign in . if you have any problems with your access or would like to request an individual access account please contact our customer service team. phone: 1+44 (0)870 240 8859 email: [email protected] sign in risk.net latest derivatives eonia death will hit valuations and ois market – expert working group hears end of euribor by 2020 would threaten financial stability 11 jun 2018 regulation ec official offers hope to prop traders on capital rules official sees problems in draft regulation, says eu council and parliament are discussing them 11 jun 2018 derivatives gottex chief on expansion plans amid industry disruption with brokers facing headwinds, swiss firm doubles down on scandi niche 11 jun 2018 risk quantum over one-quarter of eu bank credit exposures overseas 11 jun 2018 derivatives ndf nightmare: banks seek fix for benchmark ‘mess’ 10 jun 2018 latest derivatives some banks open to committing to libor post-2021 11 jun 2018 regulation volcker rule revisions may complicate compliance – experts 08 jun 2018 risk management nomura’s europe cro headed to natwest markets 08 jun 2018 comment op risk data: mexico bank hack fuels global payment network fears 08 jun 2018 regulation japan regulator: we are racing to finish frtb in 2018 07 jun 2018 asset management sustainable investing boom lifts demand for new data 08 jun 2018 derivatives regulator calls for term sonia as transition talk ramps up 07 jun 2018 regulation the special one: a eurozone g-sib waiver for bnp paribas 07 jun 2018 risk quantum data insights, delivered daily i risk quantum finds insights in data. the service tracks the public disclosures of over 120 banks, funds, insurers, corporates, and central counterparties – as well as reports from prudential and markets regulators – in asia, europe and north america. more information risk quantum us bank rwa density edges higher 11 jun 2018 risk quantum over one-quarter of eu bank credit exposures overseas 11 jun 2018 risk quantum hedge funds cut cds positions as basis trades diminish 08 jun 2018 risk quantum citi fastest growing fcm; credit suisse loses ground – cftc data 07 jun 2018 risk quantum global banking sector equity surged in 2017 07 jun 2018 risk quantum cds market structure transformed – bis 06 jun 2018 risk quantum xva swings boost us bank trading revenues 05 jun 2018 read more editors' choice risk management banks fear more trades will be caught in nmrf trap 31 may 2018 risk management lenders reveal struggles over ifrs 9 roll-out 29 may 2018 regulation esma clampdown puts pressure on mifid data services 30 may 2018 derivatives isda faces member backlash on margin lobbying 25 may 2018 derivatives libor expert: don’t rely on forward rfr rates for transition swaps users should embrace backward-looking risk-free rates instead, says chair of uk working group 29 may 2018 upcoming events operational risk awards 12 jun 2018 london, uk more information risk technology awards 12 jun 2018 london, uk more information risk canada 2018 13 jun 2018 toronto, canada more information comment david carruthers credit data: ‘dirty diesel’ woes weigh on autoparts firms bassam fattouh, rahmatallah poudineh, rob west energy transition: adapting to the unknown amir khwaja swaps data: anatomy of a wild week in dollar swaps damiano brigo, imane bakkar model risk in the transition to risk-free rates our take nazneen sherif how machine learning could aid interest rate modelling narayanan somasundaram asian ndf fixings threat signals yet another deadline drama philip alexander replacing too big to fail with too small to survive faye kilburn modelling correlation: from zig-zag to zig-zig trendlines libor eonia death will hit valuations and ois market – expert some banks open to committing to libor post-2021 regulator calls for term sonia as transition talk ramps up model risk model risk in the transition to risk-free rates banks should quantify loan-loss model risk – academic boe: uk banks falling short on stress-test model risk brexit ecb’s angeloni: bullish on brexit, wary on regulatory reform french ‘bombshell’ would gut mifir equivalence, say lawyers no safety net for no-deal brexit, warns bde’s alonso machine learning sustainable investing boom lifts demand for new data how machine learning could aid interest rate modelling curve dynamics with artificial neural networks liquidity asian ndf fixings threat signals yet another deadline drama mark yallop on conflicts in fixed income china a-shares: traders want access to onshore funding ccp hedge funds cut cds positions as basis trades diminish cds market structure transformed – bis g-sib swap portfolios reveal transatlantic divide big figure a shrinking market the gross mark-to-market value of all derivatives contracts held by uk banks is at its lowest since december 2007, bank of england data shows, continuing a slide that began in the middle of 2016. total gross derivative assets and liabilities combined at end-march stood at £4.8 trillion, down from £5 trillion in the last quarter of 2017, and just above the £4.7 trillion recorded at end-december 2007. read the full article cutting edge our take how machine learning could aid interest rate modelling 07 jun 2018 comment model risk in the transition to risk-free rates 04 jun 2018 risk management curve dynamics with artificial neural networks 29 may 2018 comment podcast: quantum computing to boom in next three to five years 29 may 2018 sponsored content actionable data breach insights from op risk modelling neil dodgson on artificial intelligence alm and liquidity risk reporting greatly enhanced by big data applications ibm and promontory on stress testing – a valuable exercise making its way in the world of regtech innovations in financial crime – how artificial intelligence and machine learning are changing the game the changing face of european power trading rethinking xva sensitivities – making them universally achievable risk management on course to move beyond cost centre regulatory and economic pressures argue for banks to embrace new approaches to technology facing down complexity – creating a global framework for compliance 7 days in 60 seconds citi’s cro, bnp’s regulatory windfall and a new market correlation the week on risk.net, june 2-8, 2018 receive this by email most read on risk.net some banks open to committing to libor post-2021 ndf nightmare: banks seek fix for benchmark ‘mess’ how machine learning could aid interest rate modelling eonia death will hit valuations and ois market – expert volcker rule revisions may complicate compliance – experts contact us advertising about infopro digital terms and conditions privacy policy cookie policy rss twitter linkedin facebook newsletters apps social hub © infopro digital 2017 © infopro digital risk (ip) limited (2018). all rights reserved. published by infopro digital services limited, haymarket house, 28-29 haymarket, london, sw1y 4rx. companies are registered in england and wales with company registration numbers 09232733 & 04699701. digital publisher of the year 2010, 2013, 2016 & 2017 digital publisher of the year you need to sign in to use this feature. if you don’t have a risk.net account, please register for a trial. sign in you are currently on corporate access. to use this feature you will need an individual account. if you have one already please sign in. sign in . alternatively you can request an indvidual account here:

URL analysis for risk.co.uk

https://www.risk.net/asset-management/5656901/buy-side-modellers-seek-holy-grail-of-investing
https://www.risk.net/comment/5675911/op-risk-data-mexico-bank-hack-fuels-global-payment-network-fears
https://www.risk.net/cdn-cgi/l/email-protection#442737353121362d2137042d2a222b34362b69202d232d3025286a272b29
https://www.risk.net/type/advertisement
https://www.risk.net/regulation/5662216/french-bombshell-would-gut-mifir-equivalence-say-lawyers
https://www.risk.net/topics/operational-risk
https://www.risk.net/topics/three-lines-of-defence
https://www.risk.net/author/philip-alexander
https://www.risk.net/derivatives/5636021/libor-expert-dont-rely-on-forward-rfr-rates-for-transition
https://www.risk.net/journal-of-financial-market-infrastructures/5606511/measuring-system-wide-resilience-of-central-counterparties
https://www.risk.net/risk-quantum/5646596/g-sib-swap-portfolios-reveal-transatlantic-divide
https://www.risk.net/asset-management
https://www.risk.net/author/faye-kilburn
https://www.risk.net/regulation/5667141/ecbs-angeloni-bullish-on-brexit-wary-on-regulatory-reform
https://www.risk.net/regulation/5681891/ec-official-offers-hope-to-prop-traders-on-capital-rules

Whois Information

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Error for "risk.co.uk".

the WHOIS query quota for 2600:3c03:0000:0000:f03c:91ff:feae:779d has been exceeded
and will be replenished in 309 seconds

WHOIS lookup made at 05:42:18 20-Jul-2017

--
This WHOIS information is provided for free by Nominet UK the central registry
for .uk domain names. This information and the .uk WHOIS are:

Copyright Nominet UK 1996 - 2017.

You may not access the .uk WHOIS or use any data from it except as permitted
by the terms of use available in full at http://www.nominet.uk/whoisterms,
which includes restrictions on: (A) use of the data for advertising, or its
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limits. The data is provided on an 'as-is' basis and may lag behind the
register. Access may be withdrawn or restricted at any time.

  REFERRER http://www.nominet.org.uk

  REGISTRAR Nominet UK

SERVERS

  SERVER co.uk.whois-servers.net

  ARGS risk.co.uk

  PORT 43

  TYPE domain

DISCLAIMER
This WHOIS information is provided for free by Nominet UK the central registry
for .uk domain names. This information and the .uk WHOIS are:
Copyright Nominet UK 1996 - 2017.
You may not access the .uk WHOIS or use any data from it except as permitted
by the terms of use available in full at http://www.nominet.uk/whoisterms,
which includes restrictions on: (A) use of the data for advertising, or its
repackaging, recompilation, redistribution or reuse (B) obscuring, removing
or hiding any or all of this notice and (C) exceeding query rate or volume
limits. The data is provided on an 'as-is' basis and may lag behind the
register. Access may be withdrawn or restricted at any time.

  REGISTERED no

DOMAIN

  NAME risk.co.uk

NSERVER

  EMMA.NS.CLOUDFLARE.COM 173.245.58.112

  GABE.NS.CLOUDFLARE.COM 173.245.59.114

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