This white paper addresses why insurers should view the data collated for Pillar III reporting as an essential information source for all strategic risk and capital decision-making within their organizations.
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.
In this case study, we set out some key features of a recent commercial real estate (CRE) debt transaction carried out by an insurer. It also sets out key criteria that insurers have to meet to demonstrate that they are eligible for an MA portfolio.
This white paper gives practitioners a snapshot of the “current state” of the industry, while assessing the challenges banks face while transitioning to International Financial Reporting Standard 9 (IFRS 9). It also includes a series of comments on best practices and industry trends.
This white paper explores the challenges that Skandinaviska Enskilda Banken AB encountered with risk management, and how Axioma’s Risk System helped in solving these issues.
In this paper, we explore the history of the latest Greek crisis, review approaches taken by market practitioners to stress testing, and outline potential scenarios that portfolio managers may wish to examine.
This white paper looks into why it is important to understand market regimes, and the current approaches firms take in understanding these regimes. It goes further by discussing the different ways in which machine intelligence can provide solutions in creating strategies.
When the future financial security of more than 700,000 people depends on the astute fund management decisions of 58 asset managers, it’s vital to put all the relevant risk-related data at their fingertips.
Exclusive keynote speaker and panellist video content from the Inaugural RiskHedge New York Conference
Risk and Hedge Funds Review are delighted to provide you with exclusive keynote speaker and panellist video content from the Inaugural RiskHedge New York Conference – the 1st event for leading thinkers of risk and portfolio management with in Hedge Fund and Asset Management industry.
This white paper provides a methodology for portfolio choice based upon modern risk management techniques and a clearer definition of the investment risk/return profile to feature goal-based investing and probabilistic scenario optimisation.