This paper gives an insight into illiquid assets from 9 industry experts. Answering questions such as ‘What kind of tools and techniques do you use to measure liquidity?’ and ‘How do you approach the issue of credit risk?’
This white paper examines how the economic capital framework can be used as a component of an integrated capital management framework to make financial risk management decisions and manage the shortcomings of regulatory capital.
This white paper discusses how banks should prepare for a new business ecosystem driven by the financial technology revolution. Furthermore it discusses ways in which the industry can adapt to the regular disruptions it faces by adopting new banking models.
This white paper explores the requirements of AnaCredit and discusses key challenges such as missing data, aggregating information and establishing a robust reporting system.
This white paper gives a step-by-step breakdown of the development of a dynamic framework for stochastic scenario generation that allows risk managers and economists to build multi-period environments, integrating conditional credit and market risk modelling.
This white paper explains the benefits of an online decision system to deliver higher returns on risk while making regulatory compliance easier and cheaper.
This white paper gives practitioners a snapshot of the “current state” of the industry, while assessing the challenges banks face while transitioning to International Financial Reporting Standard 9 (IFRS 9). It also includes a series of comments on best practices and industry trends.
This whitepaper aims to provide clues for optimizing Post-Scoring classification as well as analysing the relationship between the number of classes in a rating scale and the impact on regulatory capital for Low Default Portfolios.
This whitepaper explores how using integrated analysis tools with drill down and real-time capabilities is essential for effective decision-making in today’s complex derivatives trading arena. It discusses how integrating risk, collateral and capital costs into the front office opens the gateway…
This white paper explores the emerging GRC challenges in the regulatory and business environments. It further discusses how the next-generation of GRC is evolving to suit the new changes business needs.