Market Risk white papers

Found  191 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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How to Model the Impact of an Interest Rate Rise

Company: Axioma

This white paper explores the potential outcomes of a central bank’s interest rate policy action on a broad-based portfolio consisting of various assets. VIEW SUMMARY

Category: Asset Liability Management | Published: 21 January 2016 | Type: White Paper

Rating: + 8

Financial crime: The sum of the parts is greater than the whole

Company: Nice Actimize

This white paper discusses five common pitfalls of financial crime prevention and looks at ways to strategically approach it. The paper further explains the benefits of applying a strategic approach to financial crime prevention. VIEW SUMMARY

Category: Risk Systems | Published: 11 January 2016 | Type: White Paper

Rating: + 9

The Fraud Management Hub: No Such Thing As Too Many Tools

Company: Nice Actimize

This white paper explores how financial institutions can leverage and enable product points to work better together using an integrated platform that can ingest all of the outputs and incorporate them into a unified detection and investigation strategy. VIEW SUMMARY

Category: Operational Risk | Published: 22 December 2015 | Type: White Paper

Rating: + 3

Interest Rate Risk In The Banking Book – How to manage IRRBB considering the Monetary Policy and the new regulation

Company: Chappuis Halder

This white paper focuses on understanding how current market conditions (low interest rates) can affect banks’ revenues and profitability. The paper further analyses, via simulations on a real portfolio, the impacts of interest rate moves on the Economic Value of Equity and the Earnings at Risk. VIEW SUMMARY

Category: Basel III | Published: 21 December 2015 | Type: White Paper

Rating: + 22

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: Liquidity Risk | Published: 17 December 2015 | Type: White Paper

Rating: + 2

Fraud Controls to Tackle the Mobile Revolution

Company: Nice Actimize

This white paper looks at the challenges financial institutions face in the evolving mobile fraud environment and discusses several fraud controls that financial institutions can put into place. The paper further identifies different ways to combat mobile-enhanced fraud with fraud solutions. VIEW SUMMARY

Category: Operational Risk | Published: 16 December 2015 | Type: White Paper

Rating: + 4

The Emergence of a New Banking Model

Company: Moody's Analytics

This white paper discusses how banks should prepare for a new business ecosystem driven by the financial technology revolution. Furthermore it discusses ways in which the industry can adapt to the regular disruptions it faces by adopting new banking models. VIEW SUMMARY

Category: Risk Systems | Published: 15 December 2015 | Type: White Paper

Rating: + 8

Multi-Period Stochastic Scenario Generation

Company: Moody's Analytics

This white paper gives a step-by-step breakdown of the development of a dynamic framework for stochastic scenario generation that allows risk managers and economists to build multi-period environments, integrating conditional credit and market risk modelling. VIEW SUMMARY

Category: Market Risk | Published: 02 December 2015 | Type: White Paper

Rating: + 4

Facing new challenges: The future of risk data management in the insurance industry

Company: FIS

In this white paper, John Winter and James Webb of FIS focus on the challenges ahead for insurance companies in light of ongoing regulatory developments and growing expectations from risk stakeholders. Using the results of a survey conducted in October 2015, they examine the key concerns for firms VIEW SUMMARY

Category: Operational Risk | Published: 01 December 2015 | Type: White Paper

Rating: + 11

Fundamental Review of the Trading Book: Impacts on financial institutions in Australia

Company: Wolters Kluwer

This white paper aims to outline the Fundamental Review of the Trading Book's key requirements, and how they translate into processes in and around the trading book. It offers suggestions with respect to best practices for the design and development of a platform to meet concerns raised by VIEW SUMMARY

Category: Basel III | Published: 24 November 2015 | Type: White Paper

Rating: + 1

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