Market Risk

338 white papers and resources

Risk Library provides a number of market risk white papers, industry reports and opinions, which can be used to aid the decision making process and help reduce your organisations exposure.

FRTB: a question of strategy for US banks

As pieces of the FRTB puzzle fall into place, the model methodology reshuffle raises new questions for US banks hoping to heed the lessons from their FRTB forerunners in Europe and beyond. This Risk.net paper explores the key decisions facing US banks as they look to future-proof their FRTB…

What drives the convertible bond market?

This whitepaper looks at the key drivers that influence the convertible bond market and how it provides unique opportunities for both investors and issuers. The underlying characteristics of this security make for interesting and complex pricing and valuation dynamic. To make informed decisions and…