Following the global financial crisis, the Comprehensive Capital Analysis Review – CCAR – has emerged in the US as the most dominant regulatory regime to face banks in recent years: banks must be able to prove to regulators that they have sufficient capital to weather a severe economic downturn.
This paper describes several challenges associated with risk appetite program development, technical constraints associated with implementation and some commonly deployed solutions.
In this new report, we examine why liquidity is so challenging and the steps banks around the world will need to take, not just to survive but to gain a competitive advantage.
The financial crisis of 2007 — 2008, and the sustained volatility and spikes in systemic liquidity risk in the years since. This paper explores potential risk solutions to this challenge.
After more than twenty years of detailed development of risk measurement and management techniques, it is essential to ask why the Global Financial Crisis took so many of us by surprise.
Asset and Liability Management (ALM) has seen a huge transformation inrecent years. This was mainly caused by regulators and executive boards which pressured banks towards more active management of their balance sheets in order to limit risk.
Surviving The Technical Security Skills Crisis An Assessment Of The Current Security Skills Landscape And How To Overcome It
A survey conducted by Forrester Consulting and commissioned by IBM shows that secuirty leaders are partnering with managed security services providers in increasing numbers—and the feedback is overwhelmingly positive.
Asset managers are under enormous pressure to operate effectively in today’s New Normal environment. A number of dynamic headwinds have to be overcome if they are to succeed and stand out from the competition.
As Europe embraces a new era of cleared and executed derivativestrading, market participants will have to maximize operational efficiencies to improve risk management, provide greater transparency to clients and counterparties, and to create smoother workflows.
This webcast looks at the risk measurement, portfolio valuation and modeling assumption changes that the financial industry is undergoing as a result of the 2008 crisis.