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.
Reinforcing Market Confidence with Consistent Stress Testing
In this paper we will explore how financial institutions are able to systematically increase the confidence from both their customers and regulators by applying integrated and consistent stress testing techniques and methodologies.
Liquidity risk management: assessing and planning for adverse events
This paper takes a close look at the factors involved in the recent crisis and the patterns that resulted in widespread liquidity problems. It also points to specific vulnerabilities faced by financial institutions currently, and highlights best practices for liquidity risk management. Findings…
Optimizing the Capital Ratio under Basel III
Basel III stresses the integration between liquidity and credit risk, and the need to manage both from an enterprise-wide risk-management context. This demands a new enterprise-wide organization of tasks, processes, and calculation infrastructure, specifically in terms of systemsintegration, data…
Deriving Greater Enterprise-wide Risk Insight from Stronger Data Quality Management
The main issues associated with data quality in banking demonstrate that data silos continue to be the main cause of data quality issues. The paper outlines best practices banks can leverage to improve data accuracy, quality, and access across the organization.
Adapting Financial Institutions’ Liquidity Risk Management Framework to the New Regulatory Environment
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing…
Market Risk Analytics: Where Are We Now?
This report, based on a survey of 31 major banks, explores the current state of market risk analytics across the banking sector. It looks at the progress being made in the implementation of new market risk frameworks and infrastructure and the key challenges facing banks in facilitating these…
Enhanced Alpha from Operational Efficiency
Innovative technology is all around us, and hedge funds might well questionits value as a differentiator in today’s highly competitive market. But that does not mean there is nothing to be gained from keeping pace with change – to the contrary, rather than relying on new developments to make…
Lead into Gold: How Smart Cubes Are Poised to Deliver The Fast Track to Enhanced Risk Management and Compliance
Financial institutions everywhere are facing major data management challenges as they strive to meet emerging regulatory requirements. Broad regulations like FINREP, COREP and MiFID II are all placing new reporting demands on banks and other financial firms. At the same time, individual…
How is regulatory stress-testing shaping the future for banks?
Out of the shortcomings exposed in banks’ traditional risk managementprocesses during the recent global financial crisis, comes the critical need for improvement. Although the list of needed repairs is long and growing, one particular high-profile risk management requirement is subject to…
Solvency II — Setting higher goals for competitive advantage
This white paper focuses on the practicalities of the internal modeling approach to Solvency II for calculating solvency capital (Pillar 1), providing appropriate governance in the calculation process (Pillar 2) and incorporating the model results into business decisions and stakeholder reporting …