Market Risk white papers

Found  195 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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Stress Testing: Putting the Pieces Together to Solve an Increasingly Intricate Puzzle

Company: Wolters Kluwer

The global financial crisis and the aftermath that continues to unfold have created a justifiable obsession with stress among bankers and supervisors. The sharper focus has made stress testing a key component of the evolving global regulatory framework covering risk control and capital discipline. VIEW SUMMARY

Category: Basel III | Published: 16 October 2015 | Type: White Paper

Rating: + 12

Big data to disrupt current operating models within the financial industry

Company: Wolters Kluwer

The recent global financial crisis has effectively forced firms to assess internal governance procedures and adopt a wider approach to risk management. However, the backward looking nature of traditional GRC means that it is solely concerned with preventing repetition of previous failings. VIEW SUMMARY

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

Rating: + 5

The De-Risking Dilemma

Company: LexisNexis Risk Solutions

Wholesale de-risking by financial institutions may seem like a viable compliance strategy when dealing with certain customers, but in the long-term may cause more harm than good. VIEW SUMMARY

Category: Operational Risk | Published: 13 October 2015 | Type: White Paper

Rating: + 4

Political corruption and the assessment of politically exposed persons

Company: LexisNexis Risk Solutions

This whitepaper is designed to clarify the due diligence obligations of financial institutions and other entities, challenging assumptions about Politically Exposed Persons (PEPs) and how they should be treated. VIEW SUMMARY

Category: Market Risk | Published: 05 October 2015 | Type: White Paper

Rating: + 14

Greek Crisis 2015: Stress Testing Scenarios for Asset Management Portfolios

Company: Axioma

In this paper, we explore the history of the latest Greek crisis, review approaches taken by market practitioners to stress testing, and outline potential scenarios that portfolio managers may wish to examine. VIEW SUMMARY

Category: Asset Liability Management | Published: 29 September 2015 | Type: White Paper

Rating: + 17

Chartis RiskTech Quadrant®: Enterprise GRC Solutions 2015

Company: IBM Business Analytics

Business process automation capabilities provide real-time event escalation, automated risk processes, VIEW SUMMARY

Category: Market Risk | Published: 23 September 2015 | Type: White Paper

Rating: + 9

Intraday Volatility Forecast For Dax, Euro Stoxx 50 and Euro-Bund

Company: Deutsche Börse

The capacity to forecast volatility – a key input for trading algorithms and risk methodologies – is enormously valuable for traders. November sees Deutsche Börse launch a new analytic that forecasts the direction and magnitude of volatility. VIEW SUMMARY

Category: Foreign Exchange | Published: 22 September 2015 | Type: Article

Rating: + 1

Supporting European Internet Payment Security Guidelines

Company: IBM United Kingdom Limited

While many PSPs have implemented numerous fraud prevention technologies and approaches, they may need additional capabilities in risk analysis, malware protection, and authentication to meet the Internet payment security guidance set forth by the ECB and EBA. VIEW SUMMARY

Category: Technology Systems and Software | Published: 14 September 2015 | Type: White Paper

Rating: + 5

Staying ahead of threats with global threat intelligence and automated protection

Company: IBM United Kingdom Limited

In this whitepaper, you’ll learn why global threat intelligence is VIEW SUMMARY

Category: Market Risk | Published: 08 September 2015 | Type: White Paper

Rating: + 3

Wholesale banking: Challenges in automating commercial credit risk management

Company: IBM Business Analytics

Default rates on commercial credit facilities are at their highest rate in almost two decades, and automation is an effective tool to help banks improve transparency, enhance management control and increase operational effectiveness. VIEW SUMMARY

Category: Market Risk | Published: 04 September 2015 | Type: White Paper

Rating: + 10

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