Market Risk
377 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.
Recent Developments in the Russian Securities Market Regulatory Regime
This white paper reviews Law 282-FZ that was recently passed by the Russian State Duma. It introduces important amendments to key laws on the securities market, joint stock companies, banks and banking activity.
Can Russian depositors get their money out of Cyprus' banking system?
This white paper looks at the recent Cypriot banking crisis and how this has impacted depositors. It focuses particularly on three injunctions that have been granted by the Supreme Court and how they affect the billions of Euros that Russian depositors have in Cyprus’ two main banks.
Russia goes global: key investor issues in Israel and UAE
This white paper summarises key findings of a recent conference that focused on Russia’s globalisation strategy. This conference highlighted how Russian companies adapt when moving into new regions, the issues they face and lessons that can be learnt.
Risk Model Validation
Senior management are expected to make crucial business decisions using complex risk models. Controversial discussions concerning the use of risk models during the financial crisis, and the new regulatory framework, have highlighted the need for a consistent approach, and the dangers that exist.
Eurex Clearing – a driving force for safer markets
The popularity of the clearing house is on the rise. While the financial crisis caused massive fallout on the bilaterally cleared over-the-counter (OTC) side, exchange-traded and centrally cleared derivatives escaped with barely a scratch.
Credit Charging in the Trading Book
In this white paper, SunGard examines the scope of credit charging in the trading book, as well as the long term business and technological implications of the increased reliance on such a charge.
Strategic risk taking
Better communication and a transparent structure can give the risk department the necessary level of control to effectively manage trading risk yet also enhance profit, elevating the risk management function to one of crucial, strategic importance.