Credit Risk
262 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.
Bond liquidity: How bad was COVID?
This short paper compares transaction costs from the forced selling of USD 10 millions of U.S. corporate bonds throughout the two crises. It was found that even though transaction costs more than tripled during COVID-19, they remained significantly lower than during the GFC...
What ESG Ratings Tell Us About Corporate Bonds
In this short paper, we assess the performance of ESG — and its individual E, S and G pillars — both before and after accounting for credit factors such as credit ratings. We found that higher-ESG-rated portfolios realized higher risk-adjusted returns…
Sharpening risktech's cutting edge - Maximising value from risktech investment
Compliance continues to take a big bite out of risk team budgets. With competing business priorities, banking CROs are left to pick and choose among the emerging technologies available to make enterprise-level ambitions a reality. This Risk.net survey report, commissioned by Wolters Kluwer,…
Investment Firms Regulation: Why K-factor complexity demands super-powered solutions
This paper discusses the complexities facing investments management firms as they tackle the new requirements of the Investment Firms Regulation (IFR) according to the Investment Firms Directive (IFD).
Fine margins: Integrating risk and IM costs under new CCP risk models
This white paper assesses market participants’ efficiency in managing risk, margin and collateral amid increased volatility, and the transition to new central counterparty risk methodologies.
EDM client case study: Managing SRI-ESG data
This case study reveals how Mirabaud Asset Management is using IHS Markit’s Enterprise Data Management (EDM) platform to establish a strong foundation for the its long-term SRI-ESG (socially-responsible / environmental, social and governance investing) strategy. This includes empowering Mirabaud’s…
Eight red flags that indicate you need a better risk management approach
This whitepaper sheds light on key indicators that will guide you in identifying if your approach needs modifying to propel the organisation forward with fast and actionable insights to ensure you are delivering effective risk management.
Climate change risk across the EU banking system
This report investigates how EU banks are currently facing, and are planning to manage, risks arising from climate change
LIBOR: The use and benefits of an index for RFRs in cash products
This whitepaper explores the complications caused by the changes in interest calculations when using RFRs and how they can be addressed through use of an index. This paper explores the complications and how they can be addressed through use of an index.
LIBOR Swaptions: Impact of Discounting Switch & Fallback
This 3-part ebook details the analysis of SOFR and LIBOR fixings and volatility, the impact of the Fed Funds/SOFR switch on value transfers for swaptions and the impact on swaptions of LIBOR fallback discussed in that webinar.