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.
The Electricity Bill Paradox
This white paper explores the electricity paradox and outlines a framework for utilities to overcome this existential threat. Faced with rising costs, declining usage and more demanding customers, energy companies must look beyond their current business models.
Prime-of-prime solutions – Sustainable solutions and evaluating means of access to credit in foreign exchange markets
Based on a survey of global FX market participants, this white paper explores the preferences, needs and attitudes clients and the broader FX market have in relation to tiered credit intermediation.
Agriculture: An industry ripe for disruption
This white paper discusses the three major challenges naturally materializing for companies in the agricultural industry; asset optimization, price volatility and risk management. The paper further explains how firms are taking advantage of technology to leverage the disruption in agriculture.
How dirty money moves: What you can do to fight the latest evolution of money laundering
This 2 part report lays out the current situation ‘how dirty money moves’ and ‘the fight against money laundering’. Find out how to fight this evolving threat and how we can work together towards a mutual objective: making it as difficult as possible for criminals to profit from their crimes.
New Impairment Model: Governance Considerations
This white paper will review some of the most important model governance considerations, including how to approach new modeling needs, key differences between models for CECL and models for AIRB and DFAST, and the differing expectations for less complex banks.
Under construction: Renovations for CECL begin
This white paper describes how the Financial Accounting Standards Board’s current expected credit loss (CECL) guidance further strengthens the foundation, but implementation won’t be easy and many questions remain.
Preparing for The New Impairment Requirements: Practitioner’s View
This white paper discusses the new standards that have been set forth by the FASB and explores how banks should align with the new CECL impairment standards.
Implementing an IFRS 9 Solution: Challenges Faced by Financial Institutions
This white paper provides an overview of the new standard and analyses the major challenges financial institutions will face in ensuring compliance.
10 Step Guide to Collateral Management
This white paper will cover all fundamental aspects concerning the management of collateral, the associated risks and opportunities, as well as the key topics involved in establishing and running a collateral management function.
Quantification of End User Computing Risk in Financial Services
This report details the risks associated with End User Computing (EUC), as well as the potential consequences to financial institutions. It further discusses the importance of a quantified approach to EUC risk.