Risk Management
884 white papers and resources
Risk Library provides a selection of risk management white papers which address key questions which can be used in reducing the dangers for your organisation faces and how to utilise any opportunities which may ensue to their maximum capability. Risk management is the assessment and mitigation of risks which have arisen by changes on a local or global scale. Risk management may involve realising opportunities that have resulted from these changes. Within the context of the Risk Library, risk management has been defined under asset liability management, credit risk, enterprise risk management, liquidity risk, market risk, operational risk and settlement risk.
Solvency II — Setting higher goals for competitive advantage
This white paper focuses on the practicalities of the internal modeling approach to Solvency II for calculating solvency capital (Pillar 1), providing appropriate governance in the calculation process (Pillar 2) and incorporating the model results into business decisions and stakeholder reporting …
Bloomberg Ready to Support Buy-side in Valuation & Collateral Reporting under EMIR
Back in February this year, buy-side institutions and their bank counterparts were required to start reporting derivative trades and positions under EMIR (European Market Infrastructure Regulation). Bloomberg moved quickly to provide its EMIR reporting solution under this first phase and is already…
Credit risk management Collateral, covenants and risk review
Credit risk management only begins with the approval of a loan.The ongoing processes of managing collateral, loan covenants, and monitoring the borrower’s financial condition are key to ensuring that the bank is in the best position to minimize its loss, should the borrower encounter issues with…
Toward active management of counterparty credit risk with CVA
Emerging from the credit crisis that began in 2007, many financialinstitutions recognize the need to better manage counterparty credit risk (CCR) and have begun to centralize the quantification, pricing and management of their CCR. This centralization often takes the form of a “CVA Trading Desk”…
EMIR Special Report August 2014
This special report explores lessons learned from the first EMIR reporting phase, which became effective on Feb. 12, and looks forward to the newest phase, exploring what the newly reported data will tell regulators about the bigger picture of the derivatives market in the European Union. We also…
Seize the Opportunity - The Hedge Fund Start Up Guide.
A lot has changed in the few short years since the economic crisis. Maybe that’s why you’re reading this? But the hedge fund industry hasn’t just transformed, it’s turned completely on its head. But what does this mean for you and your start-up plans? Who are the real deal makers now? And have you…
Seeking Optimal ETF Execution in Electronic Markets
This paper, first published in the Journal of Trading, looks at how you can seek optimal ETF execution in electronic markets. Exchange-traded funds have been, since their inception, a revolutionary change for investors and those in the investing business. There are a few key characteristics of ETFs…
Webinar: GRC for better business performance
A dynamic regulatory climate and the increasing cost of governance failures continue to put pressure on banks and other financial institutions to overhaul and improve their overall approach to governance, risk management and compliance. But there continues to be a lack of best practices or…
Convergence, collaboration and culture: The evolution of governance, risk and compliance
Uncertain times and a volatile economic climate have contributed to an expanding focus on corporate governance, risk, and compliance (GRC) across all industries. While some companies have met their risk and compliance challenges head on with insightful business strategies and powerful…
T+2: The Catalyst for Change
With the 6 October 2014 deadline for T+2 fast approaching, the industry needs to prepare. It is more than 20 years since the Industry User Group (IUG) oversaw the birth of the first vendor electronic trade confirmation (ETC) platforms. Those platforms (Thomson - OASYS Global, London Stock Exchange …