Credit Risk
261 white papers and resources
Risk Library provides a number of credit risk white papers, industry reports and opinions, which can be used to aid the decision making process and to reduce your organisations credit risk exposure. Credit risk is the type of risk that a lender assumes. As a form of compensation for taking on the risk, a lender receives interest repayments at an agreed upon rate. However, if a borrower defaults on agreed repayments, lenders may lose the partial or full sum and interest of the loan. This could result in the lender incurring further costs such as collection of debt owed and disruption to cash flow.
SCRA Best practice guide
The financial world has been familiar with the Basel III framework since its inception in 2010 and countless hours have already been spent tackling the 1,626-page tome and its various amendments over the years. There is no doubt that full implementation of Basel III will be a gargantuan effort for…
Risk applications and the cloud: boosting collaborations to strengthen risk management infrastructure
More of today's financial services organisations are choosing to move their financial risk management applications to the cloud. But, according to a recent survey by Risk.net and SS&C Algorithmics, many risk professionals believe there is room for improvement in key elements of these migration…
The post-trade patch-up: revamping processes in volatile times
This Risk.net Rapid Read survey report, commissioned by ION, examines the effectiveness and efficiency of post-trade processes and services at financial firms, and assesses where change is most needed, and the barriers to change. In an era of heightened volatility where risks are high and errors…
Using portfolio management to steer your way through foggy market conditions
Post-pandemic uncertainties, market consolidations, increasingly complex portfolio compositions, margin compressions, new competitors interest rate rises. Portfolio managers are operating in foggy conditions. Sophisticated portfolio analytics help to provide insights into concentration risks at…
The economic impact of Covid on the US housing and mortgage market
Covid-19 has fundamentally reshaped consumer behaviour. Combined with drastic changes in federal government policy, the impact on financial markets will be long-lasting. Today, the financial markets are battling a new set of economic issues as the US enters the endemic phase of the virus amid…
Hyperautomation in Anti-Financial Crime: Powering Transformation
This report explores the need for banks to invest in anti-financial crime (AFC) operations that are more effective and efficient. The industry is progressing toward 'hyperautomation', with systems attempting to replicate human decision making at scale - but must work harder to fight the financial…
Active credit portfolio management: audiocast
In this Risk.net audiocast, Zoi Fletcher speaks to Biagio Giacalone and Alexis Hamar about how active credit portfolio management can be the linchpin of improved risk/reward ratios and how the efficient use of capital drives banks’ overall profitability. The participants were speaking in a personal…
What drives the convertible bond market?
This whitepaper looks at the key drivers that influence the convertible bond market and how it provides unique opportunities for both investors and issuers. The underlying characteristics of this security make for interesting and complex pricing and valuation dynamic. To make informed decisions and…
Take advantage of relative value credit opportunities with advanced bond analytics
This whitepaper explores the challenges of bond analytics and how access to the right analytics can provide opportunities for more comprehensive trading strategies.
Mifid II transaction reporting and risk management – The quest for quality
This report is based on a Risk.net survey commissioned by London Stock Exchange Group, which was completed in August 2021. The survey sought the views of firms that have a transaction reporting obligation under the Markets in Financial Instruments Regulation (Mifir)