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.
The LIBOR transition: current challenges on the long road to resolution
The transition away from the London Inter-bank Offered Rate (LIBOR) represents one of the most fundamental changes in the history of capital markets. With a mere 14 months until the publication of LIBOR is due to cease (at the end of 2021), serious questions remain. In this report, Acuiti analyses…
Sharpening risktech's cutting edge - Maximising value from risktech investment
Compliance continues to take a big bite out of risk team budgets. With competing business priorities, banking CROs are left to pick and choose among the emerging technologies available to make enterprise-level ambitions a reality. This Risk.net survey report, commissioned by Wolters Kluwer,…
Investment Firms Regulation: Why K-factor complexity demands super-powered solutions
This paper discusses the complexities facing investments management firms as they tackle the new requirements of the Investment Firms Regulation (IFR) according to the Investment Firms Directive (IFD).
Fine margins: Integrating risk and IM costs under new CCP risk models
This white paper assesses market participants’ efficiency in managing risk, margin and collateral amid increased volatility, and the transition to new central counterparty risk methodologies.
Eight red flags that indicate you need a better risk management approach
This whitepaper sheds light on key indicators that will guide you in identifying if your approach needs modifying to propel the organisation forward with fast and actionable insights to ensure you are delivering effective risk management.
Equity Life Cycle Management
The equity swaps market has an inefficient, labour-intensive, and manual T+N affirmation process – particularly during reset periods. Buy-side and sell-side participants face uncertainty around settlements, with delays identifying and fixing breaks in a timely manner. This video showcases a…
Climate change risk across the EU banking system
This report investigates how EU banks are currently facing, and are planning to manage, risks arising from climate change
Stress-Testing
This special report explores the future of stress-testing in the post-Covid-19 era, how firms are tackling the operational and technological challenges involved and how they can maximise value from the strategic insight afforded by the process.
LIBOR: The use and benefits of an index for RFRs in cash products
This whitepaper explores the complications caused by the changes in interest calculations when using RFRs and how they can be addressed through use of an index. This paper explores the complications and how they can be addressed through use of an index.
The key to successfully integrating your planning and risk processes
This Whitepaper will explore the best way for an organisation to bring the two equally important processes of risk and organisational strategy, centered around performance measurement, monitoring and reporting, under one coherent and cohesive framework to further drive strong business performance…