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.
How the Greek debt reorganisation of 2012 changed the rules of sovereign insolvency
This white paper explores how the Greek debt reorganisation of 2012 changed the rules of sovereign insolvency. It considers the ways in which this particular sovereign bankruptcy could affect future sovereign bankruptcies.
The impact of Solvency II on bond management
This white paper analyses the bond Solvency Capital Requirement as a risk measure, the effects of this risk measure on bond management within a return volatility-Value-at-Risk-SCR universe, and whether Solvency II will lead to a new bond hierarchy and arbitrage opportunities.
Credit Risk Modelling
The importance of accurately modelling and managing credit risk is continuously growing, regulatory changes and evolving risk management practices have led to banks looking a lot more closely at credit risk. This white paper provides an introduction to this challenging topic.
Managing and Measuring Capital
This white paper considers how capital is measured and managed by banks and other financial institutions and how current techniques should be improved to address the issues highlighted in the recent crisis.
Who is compromising your security?
The longer it takes to find a breach, the longer an attacker has to exploit an opening. Even when you find a red flag, can you identify where it’s coming from, or who is compromising your security? And can you do so quickly enough to identify problems that are happening in real time?
Adopting risk-management processes
Research indicates that more and more businesses will adopt a holistic approach to risk management as they deal with growing economic uncertainty. Read this paper to learn how to establish a comprehensive risk management strategy that encompasses policies for overcoming each of these issues.
Wrong-way CVA done right
Credit valuation adjustment (CVA) has been at the forefront of many discussions since the 2007–2008 financial crisis as a result of losses taken by major market participants due to counterparty defaults on derivatives. Basel III and threatened clearing requirements are driving change.
Advanced persistent threats: are your current defences up to the job?
Network defences such as intrusion detection/prevention systems, firewalls, and antivirus are critical first lines of defence. These tried and trusted security solutions fail to defend against advanced persistent threats, internal attacks, or zero-day threats. Read on to find out more.
Shifting Towards Hybrid Pension Systems: A European Perspective
This research was produced as part of the "Regulation and Institutional Investment" research chair at EDHEC-Risk Institute, in partnership with AXA Investment Managers.
What Asset-Liability Management Strategy for Sovereign Wealth Funds?
This research was produced as part of the "Asset-Liability Management Techniques for Sovereign Wealth Fund Management" research chair at EDHEC-Risk Institute, in partnership with Deutsche Bank.