Market Risk white papers

Found  203 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.

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Company: Moody's Analytics

This white paper will review some of the most important model governance considerations, including how to approach new modeling needs, key differences between models for CECL and models for AIRB and DFAST, and the differing expectations for less complex banks. VIEW SUMMARY

Category: Risk Management | Published: 15 November 2016 | Type: White Paper

Rating: + 15

Company: SAS

This white paper describes how the Financial Accounting Standards Board’s current expected credit loss (CECL) guidance further strengthens the foundation, but implementation won’t be easy and many questions remain. VIEW SUMMARY

Category: Risk Management | Published: 05 September 2016 | Type: White Paper

Rating: + 6

Company: Moody's Analytics

This white paper discusses the new standards that have been set forth by the FASB and explores how banks should align with the new CECL impairment standards. VIEW SUMMARY

Category: Regulation | Published: 17 June 2016 | Type: White Paper

Rating: + 11

Company: Moody's Analytics

This white paper provides an overview of the new standard and analyses the major challenges financial institutions will face in ensuring compliance. VIEW SUMMARY

Category: Market Risk | Published: 14 June 2016 | Type: White Paper

Rating: + 21

Company: CloudMargin

This white paper will cover all fundamental aspects concerning the management of collateral, the associated risks and opportunities, as well as the key topics involved in establishing and running a collateral management function. VIEW SUMMARY

Category: Operational Risk | Published: 02 June 2016 | Type: White Paper

Rating: + 17

Company: ClusterSeven Ltd

This report details the risks associated with End User Computing (EUC), as well as the potential consequences to financial institutions. It further discusses the importance of a quantified approach to EUC risk. VIEW SUMMARY

Category: Operational Risk | Published: 01 June 2016 | Type: White Paper

Rating: + 2

Company: Numerix LLC

This white paper assesses the risk associated with a GLWB rider for FIAs and analyses how different modelling choices can affect these risks. In Particular, the impacts of improving the estimate of future caps will be explored. VIEW SUMMARY

Category: Derivatives | Published: 26 May 2016 | Type: White Paper

Company: Gresham

This white paper explores the differences between the orignal MiFID I and the new MiFID II; the challenges financial institutions will face; and who is responsible for trade reporting under the new regulation VIEW SUMMARY

Category: Regulation | Published: 25 May 2016 | Type: White Paper

Rating: + 8

Company: Numerix LLC

This white paper breaks down the requirements, methodologies and formulas relating to the 'final' FRTB text. It further provides a more simplified understanding of the potential IT challenges and costs ahead. VIEW SUMMARY

Category: Compliance | Published: 23 May 2016 | Type: White Paper

Rating: + 5

Company: ACL

This white paper outlines the key aspects of an effective process framework for managing the risks of bribery and corrupt payments. VIEW SUMMARY

Category: Regulation | Published: 19 April 2016 | Type: White Paper

Rating: + 10

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