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18 pieces by Mark Norman
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Global Finance on Collision Course Amid Fears Over Climate Tipping Points
A sweeping scientific assessment warns that climate tipping points are moving closer than markets assume, with cascading risks from ice sheets, ocean circulation, coral reefs and…
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Mastering Treasury and ALM in a World of Fluctuating Interest Rates
In an era of volatile interest rates, effective treasury and asset-liability management (ALM) is critical to maintaining profitability. Financial institutions must balance net…
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Peace Dividend Reshapes Risks for Global Banks
Today’s confirmation of the widely expected peace agreement between the United States and Iran would ease some of the most immediate threats facing global financial institutions,…
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Strikes on Iran Put Financial Institutions on Edge
U.S. and Israeli strikes on Iran have triggered oil price spikes and market volatility, forcing banks, insurers, and asset managers to reassess geopolitical, credit, liquidity, and…
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Financial institutions tighten control of artificial intelligence
Artificial intelligence is now central to financial decision-making, but regulatory scrutiny is intensifying. Institutions must strengthen data governance, validation, and…
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How generative AI is rewriting the rules of compliance
Generative artificial intelligence is transforming compliance by automating complex regulatory workflows, detecting financial crime, and accelerating reporting. But as financial…
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Macroeconomic Chaos Turns Treasury the Front Line of Survival
Macroeconomic volatility and geopolitical fragmentation are reshaping treasury and asset liability management. This article examines how senior risk leaders are reorganizing ALM,…
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The Compliance Illusion: Why Third-Party Risk Management Needs a Reboot
As regulatory pressures mount, Vendor Risk Europe revealed the disconnect between compliance and true operational resilience. DORA may be driving change, but financial institutions…
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From Gatekeeper to Strategist - The New Model Risk Leader
Once viewed as a compliance custodian, the Chief Model Risk Officer is becoming a strategic driver of innovation. As regulation, AI, and enterprise risk converge, this role is…
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Fed Scrutinizes Banks as Private Credit Exposure Surges
The New York Fed is examining major banks’ lending to private credit firms as exposures to the fast-growing sector climb. Officials are focusing on risk management, collateral and…
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Static Risk Appetite Frameworks Are Dead, Long Live Scenario Simulation
This article explores new research from FIS and CeFPro showing that static, annual risk appetite frameworks are no longer fit for purpose. It outlines how financial institutions…
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The New Frontier of Fairness in Financial AI
Bias in AI has shifted from academic concern to regulatory flashpoint. As banks deploy machine learning in credit, biometrics, and fraud analytics, global watchdogs are demanding…
