Misys
Misys has been investing in strategic data aggregation, pricing engines and business intelligence dashboards to address the capacity, reporting and performance issues that banks are likely to experience with the introduction of regulations such as IFRS 9, FRTB and SA-CCR. For the trading book, FusionRisk has already released a package for SA-CCR, offering a consistent and compliant real-time solution. For FRTB, FusionCapital for pricing will address the computing power requirements that are expected to come from the market risk capital charge / FRTB-IMA and alignment needed between the front office and risk management and can work across multiple front office sources. For the new accounting standard IFRS 9, the Misys FusionRisk Impairment engine will be available in May 2016 and will bring consistency and better oversight to the calculation, classification and measurement and will allow for better visibility of processes, management and reporting of all amortised cost and cashflow related instruments affecting the balance sheet.
All content by Misys
The 10 greatest challenges and pitfalls when designing and implementing SA-CCR
This white paper explores the greatest challenges financial institutions will face when implementing SA-CCR.
Risk Management Beyond VaR How financial risk management went wr ong and wh at to do about it
After more than twenty years of detailed development of risk measurement and management techniques, it is essential to ask why the Global Financial Crisis took so many of us by surprise.
Turning regulatory pressures into improved business profitability
Asset and Liability Management (ALM) has seen a huge transformation inrecent years. This was mainly caused by regulators and executive boards which pressured banks towards more active management of their balance sheets in order to limit risk.
Enhancing the value chain: how to thrive in an uncertain world
Asset managers are under enormous pressure to operate effectively in today’s New Normal environment. A number of dynamic headwinds have to be overcome if they are to succeed and stand out from the competition.
Transforming the capital markets landscape: innovation at the speed of technology
Several years into the most profound economic crisis of a generation with no clear end in sight, the banking industry has suffered spectacularly. This white paper looks at the challenges that manager face when developing trading systems strategies.
Delivering the front office of the future, today
If you are a C-level executive or heading up a trading function in a bank,you will be facing enormous challenges and opportunities in this post-financial crisis era.
Market risk – How to achieve international approval
Adopting the Internal Model Approach (IMA) has given banks the ability to reduce their market risk exposure. This white paper reviews the benefits of IMA, points out the challenges of IMA implementation and looks at the various options available to limit resource expenditure.
Achieving Basel III compliance – How to tackle IT and business issues
Since its introduction the banking industry has had to make significant changes in order to meet Basel III’s strict set of requirements. This white paper reviews capital, risk management and technological challenges that the banking industry is facing in order to become Basel III compliant.
How to build CVA on top of an existing risk structure
This white paper explores the current credit valuation adjustment (CVA) landscape, looking at the different challenges of implementation. It discusses the various CVA strategies that are available to banks and provides insight to those looking to implement CVA projects effectively.