Topic
Risk Management
Practical thinking on measuring and managing market risk, counterparty credit risk, and valuation adjustments, and on the regulations that shape how firms do it.
Explore Risk Management
Risk Management Quick Explainer
As new calculations, new data requirements, and tighter documentation. Frameworks such as FRTB and SA-CCR change which measures a firm must produce and how often, which pushes work into scenario engines, sensitivities, and data lineage rather than reporting alone.
Credit, funding, capital, and margin adjustments are now part of how derivatives are priced and how desks are measured. The debate has moved from whether to price them to how to compute them consistently and fast enough to use in trading decisions.
Exposure changes with market moves, collateral terms, and netting, so one figure hides the path. Exposure profiles over time and under stress show where risk concentrates and what collateral actually covers.
Documented methodology, independent validation, stated limitations, and ongoing monitoring. In practice this favors transparent models, versioned inputs, and results that can be reproduced on request.
Market Risk
Measuring and hedging exposure to rates, equities, FX, and volatility.
Counterparty Credit Risk
Exposure, collateral, and default risk in derivatives portfolios.
Regulations
FRTB, SA-CCR, Basel, and what they demand from valuation and risk systems.
