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.
Model Validation: New Approaches in Testing Mathematical and Financial Correctness of Models
In this paper, we will examine model validation as it is typically practiced today and then explore new approaches, including the benefits of testing with mathematical identities.
Conduct Risk - When Compliance Becomes a Game
Read this whitepaper to explore contrasting views of risk, the various categories of compliance games, and understand why many conduct risk controls have historically failed.
The OIS & FVA Relationship: The Evolution of OTC Derivative Funding Dynamics
We will begin this paper with a discussion of the basics of OIS discounting and FVA for OTC derivatives—and then explore the relationship between the two concepts. We will also look at a case study that highlights the potential impact of FVA on trade profitability.
Improved decision-making and business insight using a holistic ALM solution
This white paper outlines a more holistic approach to ALM modeling that captures a detailed view of both the assets and liabilities and the interactions between them in a common framework.
A sophisticated approach to capital modelling
How can you stop seeing regulatory change as an obstacle, and start seeing it as an opportunity? As regulators in the insurance sector increase their focus on risk management, insurers need to respond quickly to put new systems and processes in place.
Model Risk: The Challenges of Legacy Code and Best Practices
In this paper, we will examine the most common types and sources of model risk, and then outline best practices that practitioners can utilize in their model validation processes.
Mastering Model Risk: Assessment, Regulation and Best Practices
In this white paper, we explore the evolution of model risk, including regulatory drivers and industry challenges. We also take a closer look at model risk analysis, examining model assessment, validation and review processes.
Webinar - Collateral and counterparty tracking - the practical challenges of the new margin regime for non-cleared trades.
FREE webinar: 'Collateral and counterparty tracking: The practical challenges of the new margin regime for non-cleared trades.'
Nonbank SIFIs: No solace for US asset managers
This Regulatory Brief analyses the OFR report and the Consultative Document, and concludes with our continued view that the council will propose a few large asset managers for designation.
Margin calling—Is your VaR methodology ready for initial margin on uncleared derivatives?
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives. The revised “near-final” draft of requirements would be phased in from 2015 to 2019, impacting the largest entities first, with the…