This white paper examines the key elements of Basil’s updated rules for IRRBB and the effect they will have on a banks’ ALM strategy. It further explores how a well-thought-out tenor mismatch strategy can initially boost net interest income.
This white paper examines the drivers of Chinese market performance (2017), as well as the upcoming opportunities and challenges of 2018. It goes on to further explore the risks to be mindful of, as well as the current trends and their effect on the wider marketplace.
This white paper explores the IRRBB compliance challenge. It further discusses how IBM can leverage its insight into these challenges by offering a technology-based solution addressing the diverse conditions in which financial institutions operate.
This eBook explores five key areas of risk management that can help transform the way in which organisations understand and manage risk. It further provides real-world examples to show how IBM solutions can help you deliver demonstrable business value and achieve your full potential.
This white paper outlines the basic building blocks for good collateral management and addresses the impact of new regulation on collateral management. The paper further provides a solution to help organisations adapt to the new regulatory reality.
This white paper discusses the three major challenges naturally materializing for companies in the agricultural industry; asset optimization, price volatility and risk management. The paper further explains how firms are taking advantage of technology to leverage the disruption in agriculture.
The Efficiency of Counterparty Netting in OTC Derivatives: How Clearing Solves the Uncleared Margin Puzzle
This white paper considers the margin efficiencies generated by counterparty netting within clearing and by using interest rate swaptions as a worked example, quantifies those margin efficiencies.
This white paper will set out the specific challenges that investors in structured finance face and guidelines for effective solutions to help address these challenges.
This white paper provides analysis for major and emerging market currencies. The paper explores the future trends of the financial industry and discusses the recent risk rally in equities and commodities.
This white paper provides analysis for major and emerging market currencies. Exploring the future trends of the financial industry. Discussing issues such as the action ECB took on interest rates.