This white paper explores XVA calculation techniques that can accelerate performance and give banks an advantage over competitors. It further explores the benefits of calculating XVA’s using adjoint automatic differentiation over the ‘bump and run’ technique.
This white paper examines the 4 key emerging fraud risks related to digital payments. It further explores how to implement anti-fraud tools and technology, as well as the top five minimum requirements to achieve effective and optimal fraud management.
This report explores how credit and analytics are shifting to address today’s regulatory and business challenges. It further explores why finance departments must embrace risk awareness and offers practical advice for FIs on how best to adapt their people, processes and technology to achieve…
This white paper examines the European Banking Authorities (EBA) and European Systematic Risk Boards (ESRB) release of macroeconomic scenarios for EU-wide stress testing. It further explores a possible approach to manage the sensitivities of risk parameters to these given scenarios.
This white paper explores how the new regulatory and accounting rules are driving convergence with enterprise risk. Further explore the paper to examine the implications that this will have on credit risk modelling.
This white paper examines the different approaches for managing firm-wide scenario analysis and stress testing. Further explore the paper to discover how your firm can implement a successful strategy while avoiding the barriers to success.
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 addresses the reasons driving voluntary clearing of emerging market swaps, including the counterparty, capital and operational efficiencies.
This white paper explores how IFRS 9 can unite risk and accounting. It further examines how ensuring effective communication and collaboration will be key to achieving this and for getting the best from the new standard.
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.