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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: csqueries@infopro-digital.com * Sign in * Welcome * You are currently accessing Risk.net via your institutional login. If you already have an account please use the link below to sign in. If you have any problems with your access, contact our customer services team. Phone: +44 20 7316 9685 Email: csqueries@infopro-digital.com * Sign in * Home * Risk management * Derivatives * Regulation * Investing * Cutting Edge * Quantum * Counterparty Radar * Insight * Books * Journals * Learning * Events * * Latest articles Topics * * Highlights * Synthetic US Libor ruling * Surge in unrated CDS * Ice’s systemic review * Cyber insurance costs climb * Korean autocall warning * * Risk management UKRAINE NUCLEAR SCENARIOS: BLACK ENOUGH FOR YOU? A NUCLEAR STRIKE ON UKRAINE WOULD OPEN THE DOOR TO THE PIT; OUR READERS GUESSED HOW MARKETS WOULD FARE, WITH SURPRISING RESULTS * * * Tom Osborn * @TomOsborn * 03 Jan 2023 * Tweet * Facebook * LinkedIn * Save this article * Send to * Print this page This article is part of Risk.net’s series of crowdsourced scenario-generation exercises. Click here to download a pdf of the full results. Earlier editions of Risk.net’s scenario exercises have surprised participants with the severity of some of the possible outcomes. In our latest – and bleakest – scenario, the surprise for some is that the computed outcomes are so mild. More than 50 readers joined the exercise, offering their take on stock index levels, oil prices and bond yields in the Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content. 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Copying this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/ If you would like to purchase additional rights please email info@risk.net YOU MAY ALSO LIKE US MIDTERM ELECTION SCENARIOS: A FRIGHT AFTER HALLOWEEN Republican control of Congress could deal “a sharp shock to markets”, analysis suggests * 3 NOV 2022 LME MODEL QUIRK SAVED MEMBERS $915M NICKEL MARGIN Report on March 2022 blow-up says CCP may need to “intervene” on deduction of VM gains from IM * 11 JAN 2023 CLIENT MARGIN FOR SWAPS DROPS TO VIRTUALLY ZERO AT CREDIT SUISSE Required funds posted to the bank’s US clearing unit totalled $12 at end-2022 * 12 JAN 2023 EBA TO SCRUTINISE BANKING BOOK MODELS AMID MACRO TURMOIL Banking regulator raises concerns as bankers doubt their IFRS 9 and IRRBB models * 20 OCT 2022 AS INTEREST RATES SURGE, BANKERS FRET OVER LAST YEAR’S MODELS IRRBB modellers trying to predict client behaviour have little relevant data to fall back on * 31 OCT 2022 CITI QUANTS’ AI MODEL AIMS TO HEDGE EARNINGS SURPRISES Machine learning tool forecasts effect of shocks on implied volatility surfaces in minutes * 7 NOV 2022 ERSTE, RBI TOP UP PROVISIONS WITH €258M IN OVERLAYS Austrian lenders remain reliant on model supplements as energy squeeze looms * 15 NOV 2022 SPONSOR CONTENT About These articles were paid for by a contributing third party.More Information. OPTIMISING BALANCE SHEET MANAGEMENT IN TODAY’S MARKET CONDITIONS THE EVOLVING USE OF SWAPS BY PENSION SCHEMES CREDIT RISK: BEST PRACTICES FOR PREDICTING FUTURE RISKS MORE ON RISK MANAGEMENT * Risk management LME MODEL QUIRK SAVED MEMBERS $915M NICKEL MARGIN Report on March 2022 blow-up says CCP may need to “intervene” on deduction of VM gains from IM * 11 Jan 2023 * Risk management FINANCIAL FIRMS RETHINK AFTER CYBER INSURANCE PREMIUM SPIKE Brokers say there are signs pressure is easing, but quantum hacking threat could transform market * 10 Jan 2023 * Regulation ICE CLEAR CREDIT MAY FACE ESMA REVIEW AS EURO CDSS MIGRATE TO US Upgrade in systemic status would depend on extent of migration from UK-based Ice Clear Europe * 09 Jan 2023 * Regulation EU TAKES STEPS TO AVOID INDIA CLEARING HOUSE LOCKOUT Other Asian regulators may also have concerns about extraterritorial reach of Emir 2.2 * 09 Jan 2023 * Risk management HKMA PREPARING PRESCRIPTIVE CLIMATE STRESS TEST FOR 2023 Regulator plans granular scenario specifications, considers Pillar 2 capital measures * 06 Jan 2023 * Derivatives LCH SCOOPS UP ICE CLEAR EUROPE’S CDS CLIENTS “A sizeable majority” of European CDS users are shifting their business to CDSClear in Paris * 05 Jan 2023 * Cutting Edge PRICING IN THE GAP RISK OF MINI-FUTURES Mini-futures need to be priced and hedged taking sudden jumps into account * 04 Jan 2023 * Risk management LCH JAPAN PLAN SIGNALS NEW FIGHT FOR GLOBAL CLEARING MODEL UK-based clearing house faces “uphill struggle” against JFSA location policy on yen derivatives * 04 Jan 2023 MOST READ 1. LCH scoops up Ice Clear Europe’s CDS clients 2. EU takes steps to avoid India clearing house lockout 3. HKMA preparing prescriptive climate stress test for 2023 1. Ice Clear Credit may face Esma review as euro CDSs migrate to US 2. Libor Act leaves door open for synthetic rate in US contracts 3. Financial firms rethink after cyber insurance premium spike 1. SA-CCR gives RBC a chance to prove its worth 2. How did EU regulators miss the FTX horror story? 3. LCH Japan plan signals new fight for global clearing model Back to Top You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial. 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