Enterprise Risk Management
297 white papers and resources
Risk Library hosts a wide range of enterprise risk management white papers and analyst reports by leading experts, providing a valuable information resource which can be used to limit your organisation’s risk exposure and help utilise any opportunities which may arise. Risk Library defines enterprise risk management (ERM) as the processes of managing risks that may deter a company from achieving its objectives. ERM is the integrated framework that helps a business identifying, assesses, organise, and plan activities to strengthen its position. It encompasses regulation, issues relating to internal control and strategic planning, amongst others.
Operational risk management in the world of big data
Today, with operational risk emerging as a primary risk threat in all major economies, market players are looking to the potential of big data as a primary driver of next-generation operational riskmanagement.
DFA Capital Planning Shakes Up Banks’ Infrastructure
In the past four years, the universe of US banks required to submit annualcapital plans supported by company-wide stress tests to the Federal Reserve for assessment has grown from 19 to more than 80. At the same time, the standards prescribed by the Federal Reserve have grown progressively more…
Reducing the Risk of Using Financial Models
At their core, institutional financial markets exist to transfer risk. Whether via corporate lending, equity ownership or the creation and sale of structuredcredit derivatives, financial firms work to shuffle around different forms of risks—from those looking to mitigate it to those looking to take…
KLP empowers the front and middle office with advanced risk analytics
This paper looks at how accurate modelling helps risk managers make better decisions by adopting cloud-based solution to model risk across all asset classes, each user is provided with instant web access to key risk measures and timely, personalized reports.
Real-World Equity & Volatility Behavior: Implications for Economic Scenario Generation
This paper examines the differences between risk-neutral dynamics and real-world dynamics, and the important role of risk premia. We highlight why real-world dynamics are necessary for risk analysis and scenario generation, and also explore the roles of the equity premium and volatility premium in…
OECD CRS: The Global Challenge for Automatic Account Reporting
FATCA, and in particular the implementation via intergovernmental agreements, has triggered a global waveof regulatory measures geared towards an automatic exchange of tax-related information and increased tax transparency. This currently culminates in the upcoming implementation of the OECD Common…
Governance, risk and compliance survey 2014
For firms wrestling with the ever-changing demands of regulation and risk management, an integrated governance, risk and compliance (GRC) solution can be a powerful ally. However, this survey of risk practitioners, conducted by Operational Risk & Regulation and sponsored by IBM, reveals that many…
Dynamic Stress Test Diffusion Model Considering the Credit Score Performance
This white paper proposes a methodology that diffuses dynamically the stress on the credit rating scale while considering the performance of the credit score. Consequently, the aim is to more accurately reflect the impact of the stress on the portfolio by taking into account the purity of the score…
Equity Market Pulse, Issue 2 – Q4 2014
Driven by S&P Capital IQ’s™ proprietary data and analytics, Equity Market Pulse provides professional investors with insights into global equity market fundamentals and performance at a glance. Spanning developed and emerging markets in the Americas, Europe, and Asia, it provides perspective on…
Equity Market Pulse, Issue 3 – Q1 2015
Equity Market Pulse provides professional investors with insights into global equity market fundamentals and performance at a glance. Spanning developed and emerging markets in the Americas, Europe and Asia, it provides perspective on fundamentals, valuations and investment strategy effectiveness.