Risk Management
877 white papers and resources
Risk Library provides a selection of risk management white papers which address key questions which can be used in reducing the dangers for your organisation faces and how to utilise any opportunities which may ensue to their maximum capability. Risk management is the assessment and mitigation of risks which have arisen by changes on a local or global scale. Risk management may involve realising opportunities that have resulted from these changes. Within the context of the Risk Library, risk management has been defined under asset liability management, credit risk, enterprise risk management, liquidity risk, market risk, operational risk and settlement risk.
Rethinking XVA sensitivities: Making them universally achievable
This white paper explores XVA calculation techniques that can accelerate performance and give banks an advantage over competitors. It further explores the benefits of calculating XVA’s using adjoint automatic differentiation over the ‘bump and run’ technique.
Replicating OTC FX Market Positions with CME FX Futures
This white paper explores the advantages that CME FX futures offer traditional market practitioners in the OTC FX markets. It further examines how CME FX futures can be used to replicate cost-efficient, manageable synthetic exposure to OTC FX spot, forward, and swap transactions.
Basel 3 or Basel 4? Where do we stand
This white paper analyzes the new set of Basel 3 rules (also known as “Basel 4”) and the proposed changes to approaches for credit risk. It further offers Prometeia’s views on the implementation of these new rules in the current EU banking regulatory framework.
Managing Fraud Risks in the Digital World
This white paper examines the 4 key emerging fraud risks related to digital payments. It further explores how to implement anti-fraud tools and technology, as well as the top five minimum requirements to achieve effective and optimal fraud management.
Risk-Aware Finance and the Changing Nature of Credit
This report explores how credit and analytics are shifting to address today’s regulatory and business challenges. It further explores why finance departments must embrace risk awareness and offers practical advice for FIs on how best to adapt their people, processes and technology to achieve…
A Guide to Assessing Cloud IT Economics
As you implement your cloud strategy, you need to shape your choices with full understanding of the impact on budget, resources, and productivity. In this brief, we walk through the cost- and performance-impacting elements you need to consider in your decision, including some that may surprise you.
Regtech – Enabler of the shift from compliance to performance
This white paper examines the results of a recent Risk.net RegTech survey and explores how banks can get off the compliance treadmill and focus on building their business. It further looks at how RegTech is playing a role in helping them to do just that.
MiFID II and Real-Time Technology Fortify Electronic Trading in OTC Markets
This white paper takes a closer look at what is becoming an ever more increasing universe of high touch transactions, such as OTC derivatives, moving on screen—and the drivers behind this trend. It further explores the role these influencers play in generating a rise in electronic trading.
Prometeia's Insights: The 2018 EBA/ECB stress test
This white paper examines the European Banking Authorities (EBA) and European Systematic Risk Boards (ESRB) release of macroeconomic scenarios for EU-wide stress testing. It further explores a possible approach to manage the sensitivities of risk parameters to these given scenarios.
Advantages of Leveraging VMware Solutions
This white paper highlights the advantages of leveraging VMware solutions on an IBM Cloud platform. It further explores the benefits of cloud economics and cloud infrastructure, while continuing to use the same tools, resources, and capabilities of current, on-premises VMware deployments.