Market Risk white papers

Found  186 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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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: Credit Risk | Published: 04 September 2015 | Type: White Paper

Rating: + 9

Negative Rates: The Challenge and the Opportunity

Company: Numerix LLC

Negative interest rates have recently become a critically important issue in finance, as they impact some of the most basic calculations and procedures used by the financial community. Two prominent examples are the quotation of option volatilities and volatility smile interpolation models. VIEW SUMMARY

Category: Derivatives | Published: 03 September 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

Keeping score: Evolving wholesale credit on a maturity model

Company: IBM Business Analytics

Wholesale credit is a bright spot for financial institutions. It did not cause the financial crisis, it does not lend itself to systemic risk, and it remains a profitable area for banks. Unfortunately, most banks do not have an adequate risk framework in place to fully take advantage. VIEW SUMMARY

Category: Corporate Structures | Published: 01 September 2015 | Type: White Paper

Rating: + 10

Exclusive keynote speaker and panellist video content from the Inaugural RiskHedge New York Conference

Company: Risk.net

Risk and Hedge Funds Review are delighted to provide you with exclusive keynote speaker and panellist video content from the Inaugural RiskHedge New York Conference – the 1st event for leading thinkers of risk and portfolio management with in Hedge Fund and Asset Management industry. VIEW SUMMARY

Category: Asset Liability Management | Published: 19 August 2015 | Type: Video

Rating: + 1

Will your business practices come back to haunt you? Use technology to mitigate your chances of conduct risk

Company: ACL

Conduct risk is not something that can be identified by applying a simple boilerplate. Each financial services business will have its own culture, customer base, product portfolio and marketing strategy, so the risks will to some extent be bespoke to the business and they may also be deep-rooted. VIEW SUMMARY

Category: Operational Risk | Published: 14 August 2015 | Type: White Paper

Rating: + 5

Datafeeds Special Report - The need for feeds more than just speed

Company: S&P Capital IQ

Barely a decade ago, traders begun eschewing traditional consolidated data feeds in favour of direct feeds from exchanges, in their pursuit of lower latency. The markets were becoming faster, and everyone had to keep pace if they wanted to remain competitive. VIEW SUMMARY

Category: Technology Systems and Software | Published: 06 August 2015 | Type: White Paper

Rating: + 2

Equity Market Pulse, Issue 4 - Q2 2015

Company: S&P Capital IQ

This white paper - driven by proprietary data and analytics - provides insights into the global equity market fundamentals and performance. Spanning developed and emerging markets in the Americas, Europe, and Asia, it provides perspective on fundamentals, valuations and investment strategy VIEW SUMMARY

Category: Private Equity | Published: 14 July 2015 | Type: White Paper

Rating: + 6

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: + 10

Navigating the Murky Waters of Initial Margin for OTC Derivatives

Company: Numerix LLC

This white paper looks at a breakdown of the different regulations for non-centrally cleared trades, how the new IM requirements affect the OTC derivative markets participants, IM based methodologies, the potential issues of the new sanctions and how to manage the ambiguities around IM. VIEW SUMMARY

Category: Credit Risk | Published: 02 July 2015 | Type: White Paper

Rating: + 5

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