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Risk Systems white papers

Found  38 white papers and resources

Risk systems

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Key risk data aggregation architecture required for Basel III compliance

Company: Asset Control

Representing a sea-change for the financial sector, The BaselCommittee on Banking Supervision (BCBS) has focused on strengthening risk data aggregation and reporting capabilities at key financial institutions. The resulting paper, Principles for effective risk data aggregation and risk reporting VIEW SUMMARY

Category: Basel III | Published: 26 June 2014 | Type: White Paper

Rating: + 9

Webinar: Ensuring An Effective Risk Modelling Framework

Company: IBM Business Analytics

The recent financial crisis has ensured that effective risk management is the primary focal point for the financial industry. Institutions are increasingly looking at ways to improve their risk management practices to drive better investment decisions across multiple asset classes. Risk and IBM, VIEW SUMMARY

Category: Market Risk | Published: 13 June 2014 | Type: Webinar

Rating: + 6

The Quest to Stop the Creative Rule Breakers

Company: Thomson Reuters

This whitepaper highlights how research findings have identified forms and patterns of rule-breaking behavior in the financial markets. The paper also considers the darker side of recent findings, some of the games of compliance noted by researchers, and looks at a few common behavioral effects VIEW SUMMARY

Category: Compliance | Published: 09 June 2014 | Type: White Paper

Rating: + 5

Practical considerations for ORSA modelling

Company: IBM Business Analytics

This paper outlines three key areas of the ORSA requirements, for which we observe a need for further improvement to actuarial modelling techniques. The ORSA guidance establishes that an ORSA report should contain analysis that includes: VIEW SUMMARY

Category: Solvency II | Published: 02 June 2014 | Type: White Paper

Rating: + 4

CVA and Counterparty Risk Management: a survey of management, measurement and systems

Company: Murex

The paper presents the results of a survey that looks to establish the management processes, measurement and systems that banks use to control counterparty risk paying particular focus on two important metrics in counterparty risk: Potential Future Exposure (PFE) and Credit Valuation Adjustment VIEW SUMMARY

Category: Compliance | Published: 27 May 2014 | Type: White Paper

Rating: + 5

Understanding ORSA, A Global Regulatory Regime for Insurers

Company: Thomson Reuters

Read this whitepaper to: VIEW SUMMARY

Category: Solvency II | Published: 22 May 2014 | Type: White Paper

Rating: + 3

Model Validation: New Approaches in Testing Mathematical and Financial Correctness of Models

Company: Numerix LLC

In this paper, we will examine model validation as it is typically practiced today and then explore new approaches, including the benefits of testing with mathematical identities. VIEW SUMMARY

Category: Credit Derivatives | Published: 20 May 2014 | Type: White Paper

Rating: + 9

Conduct Risk - When Compliance Becomes a Game

Company: Thomson Reuters

Read this whitepaper to explore contrasting views of risk, the various categories of compliance games, and understand why many conduct risk controls have historically failed. VIEW SUMMARY

Category: Compliance | Published: 19 May 2014 | Type: White Paper

Rating: + 12

The OIS & FVA Relationship: The Evolution of OTC Derivative Funding Dynamics

Company: Numerix LLC

We will begin this paper with a discussion of the basics of OIS discounting and FVA for OTC derivatives—and then explore the relationship between the two concepts. We will also look at a case study that highlights the potential impact of FVA on trade profitability. VIEW SUMMARY

Category: Credit Derivatives | Published: 14 May 2014 | Type: White Paper

Rating: + 4

Improved decision-making and business insight using a holistic ALM solution

Company: IBM Business Analytics

This white paper outlines a more holistic approach to ALM modeling that captures a detailed view of both the assets and liabilities and the interactions between them in a common framework. VIEW SUMMARY

Category: Asset Liability Management | Published: 12 May 2014 | Type: White Paper

Rating: + 6

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