Liquidity Risk white papers

Found  86 white papers and resources

Liquidity Risk

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Credit risk models: Past, present and future - Exclusive video content from the Quant Congress USA Summit

Company: Quant Congress USA

Terry Benzschawel has worked on default models his whole career. In this exclusive video content he looks at the history and origins of credit models, before drawing on present techniques being employed. More importantly Terry discusses the future; and explores consensus models and big data. VIEW SUMMARY

Category: Credit Risk | Published: 05 February 2016 | Type: Video

Rating: + 12

The Current State of Banking Stress Testing Technology: Closing the Gaps

Company: SAS

This paper examines the current state of stress testing capabilities of banks, with a focus on key areas of weakness – and proposes how banks can address them with strategic investments in new capabilities. VIEW SUMMARY

Category: Credit Risk | Published: 28 January 2016 | Type: White Paper

Rating: + 2

Revising the Playbook: Using a Risk Appetite Framework to Align Strategy and Risk

Company: Moody's Analytics

This white paper provides an in-depth analysis in risk appetite and provides an overview of some common problems organizations face. It introduces a solution to develop an integrated, transparent, measurable, and actionable Risk Appetite Framework. VIEW SUMMARY

Category: Enterprise Risk Management | Published: 15 January 2016 | Type: White Paper

Rating: + 9

Smoothing the flow in illiquid assets

Company: Standard Life Investments

This paper gives an insight into illiquid assets from 9 industry experts. Answering questions such as ‘What kind of tools and techniques do you use to measure liquidity?’ and ‘How do you approach the issue of credit risk?’ VIEW SUMMARY

Category: Liquidity Risk | Published: 08 January 2016 | Type: White Paper

Rating: + 11

Illiquid investments for matching adjustment

Company: Standard Life Investments

In this case study, we set out some key features of a recent commercial real estate (CRE) debt transaction carried out by an insurer. It also sets out key criteria that insurers have to meet to demonstrate that they are eligible for an MA portfolio. VIEW SUMMARY

Category: Asset Liability Management | Published: 17 December 2015 | Type: White Paper

Rating: + 2

Free webinar: Fundamentally challenging – how banks are getting to grips with the Fundamental Review of the Trading Book.

Company: IBM Business Analytics

With regulators rushing to complete their overhaul of trading book rules by year-end – and a recently launched impact study the last chance to assess and amend the framework – the industry is taking a closer look at the current proposals. Many banks are worried by what they see. VIEW SUMMARY

Category: Operational Risk | Published: 27 October 2015 | Type: White Paper

Rating: + 4

Regime Forecasting using Machine Intelligence

Company: Ayasdi

This white paper looks into why it is important to understand market regimes, and the current approaches firms take in understanding these regimes. It goes further by discussing the different ways in which machine intelligence can provide solutions in creating strategies. VIEW SUMMARY

Category: Market Data | Published: 02 September 2015 | Type: White Paper

Rating: + 3

Internal Audit Management: Internal audit and its evolving role in GRC

Company: IBM Business Analytics

This white paper looks at the evolution of audit, independent assurance versus integrated partnership, as well as, the change from “Docu-centric” to “data-centric”. It goes onto provide insight into audit and risk mitigation synergy. VIEW SUMMARY

Category: Compliance | Published: 07 July 2015 | Type: White Paper

Rating: + 9

Free webinar: Optimise IT governance with a sustainable risk and compliance approach: aligning IT with corporate initiatives, strategy and regulatory requirements

Company: IBM Business Analytics

Free webinar: Optimise IT governance with a sustainable risk and compliance approach: aligning IT with corporate initiatives, strategy and regulatory requirements. 9th of July, 3pm BST/10 am ET. VIEW SUMMARY

Category: Compliance | Published: 01 July 2015 | Type: White Paper

Rating: + 3

Creating Effective Risk Models Using Machine Intelligence

Company: Ayasdi

This white paper looks into the current approaches to risk model development, validation, and monitoring. It goes further by discussing the challenges business face within these areas and examines how machine intelligence can provide solutions. VIEW SUMMARY

Category: Operational Risk | Published: 18 June 2015 | Type: White Paper

Rating: + 8

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