Best Practices of Business- Specific Stress Testing: Advice From the Front Lines of Bank Risk Management
This white paper, which is the second in a two part series, explores best practices gathered from banks that are successfully using bank-specific stress tests to run their business smarter, safer and more profitably.
This white paper will cover the origins of the Risk-Weighted Assets ratio and the history of its use in financial analysis. The paper will further showcase its characteristics and behavioural traits, exemplified through a number of theoretical tests.
Elements of business-driven stress testing: Going beyond government-mandated stress testing to generate business-specific insights
This white paper, which is the first in a two part series, investigates going beyond government-mandated stress testing to generate business-specific insights and drive better performance.
Credit risk models: Past, present and future - Exclusive video content from the Quant Congress USA Summit
Terry Benzschawel has worked on default models his whole career. In this exclusive video content he looks at the history and origins of credit models, before drawing on present techniques being employed. More importantly Terry discusses the future; and explores consensus models and big data…
We understand that keeping abreast of the latest regulatory developments can be burdensome. To help, our team of financial regulation experts have produced a publication including over 30 practical articles, to help you understand the most important regulatory developments for 2016 and how the…
This white paper explores innovative new solutions which are currently reshaping the way leading financial institutions think about, identify, manage and respond to risk.
This paper examines the current state of stress testing capabilities of banks, with a focus on key areas of weakness – and proposes how banks can address them with strategic investments in new capabilities.
Hear from Jon Dorfman of Napier Park Global Capital giving the keynote address at the RiskHedge New York conference on July 8th. Jon Dorfman will examine the role of hedge funds in a world in which banks are scaling back their businesses.
This white paper explores the potential outcomes of a central bank’s interest rate policy action on a broad-based portfolio consisting of various assets.
This white paper discusses five common pitfalls of financial crime prevention and looks at ways to strategically approach it. The paper further explains the benefits of applying a strategic approach to financial crime prevention.