Risk Management
884 white papers and resources
Risk Library provides a selection of risk management white papers which address key questions which can be used in reducing the dangers for your organisation faces and how to utilise any opportunities which may ensue to their maximum capability. Risk management is the assessment and mitigation of risks which have arisen by changes on a local or global scale. Risk management may involve realising opportunities that have resulted from these changes. Within the context of the Risk Library, risk management has been defined under asset liability management, credit risk, enterprise risk management, liquidity risk, market risk, operational risk and settlement risk.
LIBOR Swaptions: Impact of Discounting Switch & Fallback
This 3-part ebook details the analysis of SOFR and LIBOR fixings and volatility, the impact of the Fed Funds/SOFR switch on value transfers for swaptions and the impact on swaptions of LIBOR fallback discussed in that webinar.
LIBOR Fallback: Compounded Risk-Free Rates & Historical Data Analysis
This 3-part ebook details the analysis of SOFR and LIBOR fixings and volatility, the impact of the Fed Funds/SOFR switch on value transfers for swaptions and the impact on swaptions of LIBOR fallback discussed in that webinar. Chapter 2 continues the analysis of historical data for SOFR and LIBOR…
A Visual Analysis of the LIBOR Transition: Market Impact of COVID-19
This 3-part ebook details the analysis of SOFR and LIBOR fixings and volatility, the impact of the Fed Funds/SOFR switch on value transfers for swaptions and the impact on swaptions of LIBOR fallback discussed in that webinar. Chapter 1 focuses on the impact of COVID-19 on the financial markets and…
As Covid‑19 impacts the autocallables business, solutions to navigate new challenges are crucial
As the Covid‑19 pandemic has severely impacted derivatives activity, the importance of a software solution for autocallables has been underscored.
Credit risk rethought: The new data imperative
The research report offers essential reading for anyone involved in counterparty credit risk analysis.
High-performance risk analytics – usability and the user experience
In this final episode of the three-part audiocast series, contributing editor Tim Bourgaize Murray talks to Neil Dodgson, vice-president, product management at SS&C Algorithmics, as he charts the development of high-performance risk analytics from the perspective of usability and the user…
Risk analytics accessibility and the opportunity of cloud
In this second episode of the three-part audiocast series, contributing editor Tim Bourgaize Murray talks to Curt Burmeister, chief technology officer at SS&C Algorithmics as we turn the focus on risk analytics accessibility and the opportunity afforded by the cloud.
High-performance risk analytics - Turning performance into business gains
In this first episode of the three-part audiocast series, contributing editor Tim Bourgaize Murray talks to Neil Dodgson, vice-president, product management at SS&C Algorithmics, as he explains how high-performance risk analytics can be deployed in pursuit of business gains and reveals some of the…
Powering the risk engine: Supercharging risk analytics for a new era of volatility
This white paper charts the emergence, key attributes and use cases for a new breed of agile high-performance risk analytics – with a particular focus on derivatives valuation adjustments – and explains why the incremental technological gains of the past are no longer enough to power the risk…
LIBOR Transition Readiness: The Current Narrative
This whitepaper shows the results and analysis of a survey that was undertaken to better understand the industry’s level of preparedness for switching from LIBOR to alternative reference rates (ARRs),