Market Risk white papers

Found  198 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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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

Bringing Real-time Risk into the Decision-making Process

Company: Numerix LLC

This whitepaper explores how using integrated analysis tools with drill down and real-time capabilities is essential for effective decision-making in today’s complex derivatives trading arena. It discusses how integrating risk, collateral and capital costs into the front office opens the gateway for VIEW SUMMARY

Category: Credit Risk | Published: 18 November 2015 | Type: White Paper

Rating: + 15

Next-generation governance, risk and compliance (GRC)

Company: IBM Business Analytics

This white paper explores the emerging GRC challenges in the regulatory and business environments. It further discusses how the next-generation of GRC is evolving to suit the new changes business needs. VIEW SUMMARY

Category: Technology Systems and Software | Published: 10 November 2015 | Type: White Paper

Rating: + 20

AML in Asia: Future-proof strategies for a time of flux

Company: Wolters Kluwer

This white paper discusses how compliance to AML regulation is becoming an increasing force in Asia-Pacific countries and the possible challenges that financial institutions may endure. VIEW SUMMARY

Category: Taxation | Published: 05 November 2015 | Type: White Paper

Rating: + 2

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