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.
A New Approach to Regulatory Compliance
Since the 2008 ‘financial crisis’, regulators in virtually every jurisdiction have significantly ‘upped the ante’ in terms of levels of disclosure, granularity, trace-ability and frequency of regulatory reporting requirements.
Reducing the Risk of Using Financial Models
At their core, institutional financial markets exist to transfer risk. Whether via corporate lending, equity ownership or the creation and sale of structuredcredit derivatives, financial firms work to shuffle around different forms of risks—from those looking to mitigate it to those looking to take…
KLP empowers the front and middle office with advanced risk analytics
This paper looks at how accurate modelling helps risk managers make better decisions by adopting cloud-based solution to model risk across all asset classes, each user is provided with instant web access to key risk measures and timely, personalized reports.
Real-World Equity & Volatility Behavior: Implications for Economic Scenario Generation
This paper examines the differences between risk-neutral dynamics and real-world dynamics, and the important role of risk premia. We highlight why real-world dynamics are necessary for risk analysis and scenario generation, and also explore the roles of the equity premium and volatility premium in…
OECD CRS: The Global Challenge for Automatic Account Reporting
FATCA, and in particular the implementation via intergovernmental agreements, has triggered a global waveof regulatory measures geared towards an automatic exchange of tax-related information and increased tax transparency. This currently culminates in the upcoming implementation of the OECD Common…
Emerging initial margin requirements
Ongoing market uncertainty over the new and evolving margin regime for non-cleared over-the-counter derivatives has drawn many questions from firms, with too few reliable answers. This global survey – conducted by Risk and sponsored by IBM – is one of the first,comprehensive attempts to shed some…
Cloud computing and Solvency II
The computational requirements of Solvency II are driving the need for more computing power and data storage to be accessible on a scalable basis. Early adopters are leveraging cloud computing for their Solvency II implementations, while others are taking a more cautious approach, waiting for the…
Governance, risk and compliance survey 2014
For firms wrestling with the ever-changing demands of regulation and risk management, an integrated governance, risk and compliance (GRC) solution can be a powerful ally. However, this survey of risk practitioners, conducted by Operational Risk & Regulation and sponsored by IBM, reveals that many…
Dynamic Stress Test Diffusion Model Considering the Credit Score Performance
This white paper proposes a methodology that diffuses dynamically the stress on the credit rating scale while considering the performance of the credit score. Consequently, the aim is to more accurately reflect the impact of the stress on the portfolio by taking into account the purity of the score…
Equity Market Pulse, Issue 2 – Q4 2014
Driven by S&P Capital IQ’s™ proprietary data and analytics, Equity Market Pulse provides professional investors with insights into global equity market fundamentals and performance at a glance. Spanning developed and emerging markets in the Americas, Europe, and Asia, it provides perspective on…