Market Risk
378 white papers and resources
Risk Library provides a number of market risk white papers, industry reports and opinions, which can be used to aid the decision making process and help reduce your organisations exposure.
Credit risk management: Collateral, covenants and risk review
Credit risk management only begins with the approval of a loan. The ongoing processes of managing collateral, loan covenants, and monitoring the borrower’s financial condition are key to ensuring that the bank is in the best position to minimize its loss, should the borrower encounter issues.
Partially cloudy: the benefits of hybrid deployment models
Financial institutions today are finding their businesses becoming increasingly heterogeneous and, in response, are seeking greater flexibility in their risk management systems and practices.
An Enterprise-Wide, Multi-Asset Class Risk-Management Solution
This white paper explores the challenges that Skandinaviska Enskilda Banken AB encountered with risk management, and how Axioma’s Risk System helped in solving these issues.
Big data to disrupt current operating models within the financial industry
The recent global financial crisis has effectively forced firms to assess internal governance procedures and adopt a wider approach to risk management. However, the backward looking nature of traditional GRC means that it is solely concerned with preventing repetition of previous failings.
Stress Testing: Putting the Pieces Together to Solve an Increasingly Intricate Puzzle
The global financial crisis and the aftermath that continues to unfold have created a justifiable obsession with stress among bankers and supervisors. The sharper focus has made stress testing a key component of the evolving global regulatory framework covering risk control and capital discipline.
The De-Risking Dilemma
Wholesale de-risking by financial institutions may seem like a viable compliance strategy when dealing with certain customers, but in the long-term may cause more harm than good.
Political corruption and the assessment of politically exposed persons
This whitepaper is designed to clarify the due diligence obligations of financial institutions and other entities, challenging assumptions about Politically Exposed Persons (PEPs) and how they should be treated.
Greek Crisis 2015: Stress Testing Scenarios for Asset Management Portfolios
In this paper, we explore the history of the latest Greek crisis, review approaches taken by market practitioners to stress testing, and outline potential scenarios that portfolio managers may wish to examine.
Chartis RiskTech Quadrant®: Enterprise GRC Solutions 2015
Business process automation capabilities provide real-time event escalation, automated risk processes,and streamlined remediation of issues and action items. Loss-event data collection allows risk managers to track loss incidents and near misses, record the amounts, and determine root causes.
Intraday Volatility Forecast For Dax, Euro Stoxx 50 and Euro-Bund
The capacity to forecast volatility – a key input for trading algorithms and risk methodologies – is enormously valuable for traders. November sees Deutsche Börse launch a new analytic that forecasts the direction and magnitude of volatility.