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Credit Risk white papers

Found  80 white papers and resources

Risk Library provides a number of credit risk white papers, industry reports and opinions, which can be used to aid the decision making process and to reduce your organisations credit risk exposure.

Credit risk is the type of risk that a lender assumes. As a form of compensation for taking on the risk, a lender receives interest repayments at an agreed upon rate. However, if a borrower defaults on agreed repayments, lenders may lose the partial or full sum and interest of the loan. This could result in the lender incurring further costs such as collection of debt owed and disruption to cash flow.


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PS14/9 custody assets & client money: 1 December 2014 and beyond

Company: AutoRek

Following the publication on 10 June 2014 by the Financial Conduct Authority (FCA) of policy statement 14/9 (PS14/9), the second stage of the client assets (CASS) rules will come into force on 1 December 2014. VIEW SUMMARY

Category: Compliance | Published: 06 January 2015 | Type: White Paper

Rating: + 2

The Basel Committee’s BCBS239 principles: A Single Source of Truth

Company: AutoRek

The Basel Committee’s BCBS239 principles, also known as PERDARR (Principles for Effective Risk Data Aggregation and Risk Reporting), comes in to force from 1 January 2016. VIEW SUMMARY

Category: Basel III | Published: 05 January 2015 | Type: White Paper

Rating: + 10

Essential Features of A Good Economic Scenario Generator (ESG)

Company: Conning

This paper begins by defining an economic scenario generator and then distinguishes between real-world and riskneutral applications. The paper then discusses the key features that we believe make the difference between an adequate ESG and one that is truly powerful in its ability to uncover possible VIEW SUMMARY

Category: Asset Liability Management | Published: 16 December 2014 | Type: White Paper

Rating: + 2

Tackling the growing risk of cyber crime

Company: Zurich

The risk of cyber-attacks on financial institutions is highly topical but not a new issue. However, what is changing, and rapidly, is the scale, frequency and sophistication of attacks. Financial institutions rely on technology to deliver convenient internet services to customers and to operate more VIEW SUMMARY

Category: Risk Systems | Published: 15 December 2014 | Type: White Paper

Rating: + 5

Future-proofing infrastructure assets: building capital-efficient infrastructure in the age of austerity

Company: HSBC

This report will examine the tools and techniques that can help drive capital efficiency in infrastructure, as well as the business models and procurement arrangements that create incentives to rein in costs, while maximising performance and operational efficiency VIEW SUMMARY

Category: Asset Liability Management | Published: 12 December 2014 | Type: White Paper

Rating: + 2

Equity Market Pulse: 5 Minute Snapshot of The Equity Market

Company: S&P Capital IQ

Driven by S&P Capital IQ’s™ proprietary data and analytics, Equity Market Pulse provides professional investors with insights into global equity market fundamentals and performance at a glance. Spanning developed and emerging markets in the Americas, Europe, and Asia, it provides perspective on VIEW SUMMARY

Category: Private Equity | Published: 03 December 2014 | Type: White Paper

Rating: + 1

Integrating Risk into Pre-Trade Analysis: Practical Ways of Bringing Credit, Liquidity, Funding and Regulatory Costs into an Integrated Profitability Framework

Company: Numerix LLC

As regulations in the derivatives market continue to be rolled out and implemented, financial institutions face growing pressure on their current business models. To survive and thrive VIEW SUMMARY

Category: Credit Derivatives | Published: 26 November 2014 | Type: White Paper

Rating: + 7

Reinforcing Market Confidence with Consistent Stress Testing

Company: Wolters Kluwer

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. VIEW SUMMARY

Category: Credit Risk | Published: 24 November 2014 | Type: White Paper

Rating: + 1

Liquidity risk management: assessing and planning for adverse events

Company: IBM Business Analytics

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 VIEW SUMMARY

Category: Credit Risk | Published: 17 November 2014 | Type: White Paper

Rating: + 8

Optimizing the Capital Ratio under Basel III

Company: Moody's Analytics

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 systems VIEW SUMMARY

Category: Basel III | Published: 13 November 2014 | Type: White Paper

Rating: + 9

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