This white paper explores a comprehensive framework for IFRS 9, Stress Testing and ICAAP probabilities of default (PD) calculation. It further addresses some of the main problems arising in developing PDs for regulatory purposes and how to overcome these challenges.
This white paper explores the Global Bankruptcy Report, which represents world-wide trends of organisational insolvency. It provides in-depth analysis on 38 countries, individually and as separate regions to provide an index of real international economic conditions.
This white paper explores managing and monitoring a single view of concentrated risk. It examines the need for tools that can streamline credit risk management systems and create a single enterprise-wide view of risk as an early warning system against future crises.
Developing Scenario Segmentation and Anomaly Detection Models - How analytics can be used for BSA/AML compliance programs
This white paper explores how segmentation models can help organisations significantly increase Anti-Money Laundering monitoring. It further explains how to blend both quantitative and qualitative methods to identify activity that poses the most risk to a bank.
This white paper explores the new requirements for intraday cash and liquidity management reporting introduced by Basel III. The paper further provides a solution to help organisations comply with this new regulation.
This white paper explores approaches to model risk management and its challenges. The paper provides a solution to help organisations better manage model risk by establishing risk mitigation and cost reduction strategies..
This white paper summarizes the core Pillar 2 approach of Interest Rate in the Banking Book (IRRBB), and the alternative Pillar 1 approach of IRRBB used by certain banks in a few situations. It also includes a practical approach to implementing IRRBB.
This white paper examines current attitudes towards the Three Lines of Defence (3 LoD) model for risk governance. It is based on a survey of compliance and risk practitioners across all three lines working at banks worldwide.
As the 2019 FRTB implementation deadline approaches, this white paper explores the technology infrastructure needed to meet the flexibility, agility, scalability and computational requirements of FRTB.
Curt Burmeister is Head of Research Innovation and Financial Engineering for IBM Risk Analytics. In this exclusive video Curt discusses risk analytics and the importance of data management.