Regulation
700 white papers and resources
Regulation underpins the practices and procedures of every single activity undertaken by the banking and finance communities: from what information needs to be contained in a disclosure document through to what constitutes bribery. Regulation is increasingly in focus, as the world’s governments struggle to bring us all back to financial stability. Below you will find law and regulation white papers that will show you the latest developments and what you need to do so your organisation stays within the law.
Get Risk Right at Every Level
Sophisticated risk metrics are no longer the sole preserve of top-tier banks. Thanks to an innovative new style of service model, organizations of all sizes can now support highly complex calculations without breaking the budget.
The Building Blocks of UMR
This white paper describes the process firms must adopt to comply with the BCBS and International Organization of Securities Commissions’ new uncleared margin rules (UMR), set to take effect next year. The paper further defines five core elements needed for operational conformity, as well as the…
The Risk Monitoring Imperative - A practical guide for increasing visibility to potential risks
The white paper explores reputational, regulatory, financial and strategic risks and outlines why due diligence should be complemented by on-going, risk-based monitoring to improve visibility to supply chain and third-party risk.
The Impact of LIBOR’s Phaseout on Technology: Maneuvering Through the Curve Highway
After 2021, the UK’s FCA will no longer compel banks to use LIBOR as the benchmark for short-term interest rates. In this Q&A, James Jockle, Chief Marketing Officer and Ping Sun, Senior Vice President of Financial Engineering at Numerix discuss the true impact of LIBOR’s end on curve instruments.
The ECB Liquidity Stress Test 2019 - A comprehensive review of the exercise
This white paper gives an overview of the methodology and drivers behind the supervisory stress test of 2019.
Stochastic modelling of the loss given default (LGD) for non-defaulted assets
This paper introduces a different recovery forecasting methodology for LGD (loss given default) parameter and explores stochastic forecasting with details of how to calibrate the model.
Collateral management in an uncertain world
This white paper assesses the scale of the collateral management challenge and considers how firms can best prepare for the future by building greater flexibility around collateral management systems and processes.
Overcoming complexity in credit funds
This white paper examines why hedge funds in the credit space frequently end up with a patchwork of infrastructure that is expensive to maintain and difficult to scale; and how funds can overcome these issues with a more holistic and modular approach.
Insurers: Are You Ready for IFRS 17?
This white paper explains why insurers should be taking action now to prepare for the new requirements, and what to look for in an IFRS 17 solution.
Top Three Triggers to Detect Window Dressing
This white paper examines the top three triggers for window dressing and portfolio pumping. It further provides recommendations firms should abide by to instil investor confidence and ensure global regulatory compliance.