This white paper examines the current market risk challenges that concern regulators and the selected steps they are taking, such as Fundamental Review of the Trading Book (FRTB). It further explores five strategies beyond FRTB to address the emerging market risk challenges.
This whitepaper explores how the new regulatory and accounting rules are driving convergence with enterprise risk. Further explore the paper to examine the implications that this will have on credit risk modelling.
Download this whitepaper for guidance on setting up a Model Risk Management (MRM) operating model that is both compliant and low costing.