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.
Maximize Your Decision Intelligence by Analyzing Contextual Data Across the Enterprise
Only 10% of data deemed potentially useful by enterprises is actually being analyzed today. With the right technology, organizations can harness the value of their huge volumes of data. What will you learn from this document: - The missed opportunity of today’s analytics investments - Opening up…
Why do BI solutions struggle so much when it comes to market risk analytics?
This white paper addresses the deficits in business intelligence solutions for market risk since many lose performance once faced with non-linear calculations and aggregation of complex financial instruments. It also looks at how to weave together disparate technologies across the bank and…
Connected Data - Unlocking Hidden Value in Market and Reference Data Across the Organisation
Refinitiv recently conducted a survey of nearly 1600 executives who engage with market and reference data globally. This survey seeks to uncover how firms’ market and reference data strategies are evolving in response. What we found is that firms currently do not have access to the market and…
Agile model risk management: A new way forward for financial services
Model Risk Management (MRM) is moving up the corporate agenda as reliance on models grows and the scrutiny of management, stakeholders and regulators becomes more intense.
A sharper focus on credit risk | Accessing Basel III SCRA data
The final Basel III framework will usher in a more nuanced approach to credit risk assessment. To address the challenges and benefit from the attendant opportunities, organisations need to be able to gather and manage the necessary data.
The changing shape of buy-side derivatives strategy
This survey report explores the changing needs and priorities, and the evolving strategies of buy-side firms in managing derivatives portfolios, liquidity and collateral.
The future of private market asset investing in Asia‑Pacific
Research into the future of private market asset investing in Asia-Pacific was conducted by Asia Risk in partnership with IHS Markit. The findings shine a light on the reasons private asset allocations decreased across the majority of investors in the region in 2020, but are set to rebound in 2021.
In an ever uncertain world, derivatives are important in managing currency risk
The purpose of this paper is to highlight the key benefits of using South African currency derivatives to offset exposure to currency risk in global trading activities. Learn more about why the South African Capital Markets should be your next venture.
SONIA futures analysis
Marc Henrard from muRisQ Advisory takes an in depth look at the CurveGlobal Three Month SONIA Futures as the markets await the cessation of GBP LIBOR and prepares for numerous conversions in December.
FRTB Accelerator
The new implementation date for the Fundamental Review of the Trading Book is January 1, 2023. While U.S. regulators and banks alike are mindful of the impact the Covid pandemic has had on the economy and markets they are still targeting that date.