Market Risk
377 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.
Liquidity - Bringing it all Together
This white paper examines the evolution of liquidity and the introduction of additional requirements for intra-day liquidity management. It further explores why organisations are moving towards intraday models and global liquidity engines.
Modelling Stressed Losses Given Default (LGD's) for Macroeconomic Scenarios
This white paper explores a validated model for stressed losses given default (LGD’s). It further provides a practical solution for banks and other financial institutions that require public firm LGD estimates for risk management and compliance purposes.
Reimagining Enterprise Risk - How Today’s Finance Leaders Can Use Data and Clear Vision to Navigate Risk
This infographic explores the key emerging risk management hazards as well as the four forces disrupting the CFO role. It further explores an opportunity for data-inspired leadership and growth.
Inside the mind of the compliance officer
This white paper explores the evolution of compliance, as well as the relevant trends to keep an eye on for the future. It further addresses the key drivers for electronic communications monitoring, followed by the challenges involved.
Global Bankruptcy Report 2017
This white paper explores the Global Bankruptcy Report, which represents world-wide trends of organisational insolvency. It provides in-depth analysis on 38 countries, individually and as separate regions to provide an index of real international economic conditions.
A complete perspective - Managing and monitoring a single view of concentration risk
This white paper explores managing and monitoring a single view of concentrated risk. It examines the need for tools that can streamline credit risk management systems and create a single enterprise-wide view of risk as an early warning system against future crises.
Developing Scenario Segmentation and Anomaly Detection Models - How analytics can be used for BSA/AML compliance programs
This white paper explores how segmentation models can help organisations significantly increase Anti-Money Laundering monitoring. It further explains how to blend both quantitative and qualitative methods to identify activity that poses the most risk to a bank.
2016 Digital Channel Threat Report - Derisking Convenience
This white paper examines the interplay between the challenges and opportunities afforded by the growing breadth of digital channels offered by financial institutions. It further explores security solutions, background analytics and personnel for robust fraud protection.
A Summary of BCBS Interest Rate Risk in the Banking Book Directive
This white paper summarizes the core Pillar 2 approach of Interest Rate in the Banking Book (IRRBB), and the alternative Pillar 1 approach of IRRBB used by certain banks in a few situations. It also includes a practical approach to implementing IRRBB.
Regulation & Compliance - Q&A with IBM's Grace Brasington
In this exclusive video Grace Brasington (Vice President, Risk and Compliance, IBM Watson) discusses the key risk and regulatory compliance issues faced by many of today's organisations. The video further discusses the solutions being built to help organisations overcome these issues.