This white paper aims at presenting the latest developments in the field of ES back-testing methodologies and introducing new methodologies developed by the Global Research & Analytics (GRA) team of Chappuis Halder & Co.
The Compliance Complexity Index 2018 - Meeting the global challenge of evolving corporate compliance
This Compliance Complexity Index gives a detailed understanding of the changing picture for corporate compliance in 84 jurisdictions, as well as across continents and globally. It takes the pulse of a sector that is increasingly at the centre of change, growing at a crucial speed and fundamental…
This white paper examines how banking institutions plan their budget and risk evolution. It further explores how they shall be called upon to redefine decision-making processes to govern the development of their business.
Post-MiFID II Compliance: Can your market structure and execution infrastructure meet specified standards over the long haul?
This white paper explores post-MiFID II compliance. It further examines the bare necessities which organisations should be utilising in order to meet industry standards in the “long haul”.
This white paper analyses the findings from a recent SAS research survey and provides guidance on how organisations might best achieve compliance. It further provides a subjective, data-driven view of IFRS 17 along with valuable market context for professionals who are developing their own…
This white paper examines the need for firms to review their collateral infrastructure. It further defines a list of simplified steps for readying your firm for the implementation of the Initial Margin (IM).
Download this white paper for guidance on setting up a Model Risk Management (MRM) operating model that is both compliant and low costing.
This paper broadly sets out the critical steps of complying with IFRS 9 and suggests the most effective ways to accomplish them. It further explores the primary elements of IFRS 9 to help aid context and understanding.
Financial Services Whistleblowing Regulation Survey – Assessing the impact of the FCA/PRA senior managers regime whistleblowing rules
This white paper examines organisational approaches to whistleblowing and incident reporting. The paper provides findings, analysis and recommendations into the impact of the new whistleblowing rules issued by the Financial Conduct Authority and the Prudential Regulation Authority.
Interest Rate Risk In The Banking Book – How to manage IRRBB considering the Monetary Policy and the new regulation
This white paper focuses on understanding how current market conditions (low interest rates) can affect banks’ revenues and profitability. The paper further analyses, via simulations on a real portfolio, the impacts of interest rate moves on the Economic Value of Equity and the Earnings at Risk.