Credit Risk
238 white papers and resources
Risk Library provides a number of credit risk white papers, industry reports and opinions, which can be used to aid the decision making process and to reduce your organisations credit risk exposure. Credit risk is the type of risk that a lender assumes. As a form of compensation for taking on the risk, a lender receives interest repayments at an agreed upon rate. However, if a borrower defaults on agreed repayments, lenders may lose the partial or full sum and interest of the loan. This could result in the lender incurring further costs such as collection of debt owed and disruption to cash flow.
To cloud or not to cloud - Factors influencing decision-making at banks
In a new research report, Audrey Costabile Blater of Aite-Novarica's Capital Markets team shares notable findings from her one-on-one interviews with key stakeholders across the financial services sector uncovering what’s driving—or holding back—cloud migration decisions for trading and risk…
BASEL III – SCRA IMPLEMENTATION FAQ
The scale of the data management effort will depend on the size and geographic spread of a bank’s unrated portfolio, but will likely entail significant time and resources, which is why Fitch Solutions developed an SCRA data offering to meet this need. To help banks understand the challenge, Paul…
Real-Time Risk Management in Practice
The word “real time” is used frequently in discussions related to risk management, especially as it pertains to technology innovation. It is one thing to talk about real-time risk management in a theoretical sense, it is quite another to talk about it in practice. In this whitepaper a group of…
A sharper focus on credit risk | Accessing Basel III SCRA data
The final Basel III framework will usher in a more nuanced approach to credit risk assessment. To address the challenges and benefit from the attendant opportunities, organisations need to be able to gather and manage the necessary data.
The changing shape of buy-side derivatives strategy
This survey report explores the changing needs and priorities, and the evolving strategies of buy-side firms in managing derivatives portfolios, liquidity and collateral.
The role of markets in the Energy Transition
Harnessing the “power of markets” is critical to meeting growing energy demand, while reducing pollution in the most efficient manner possible. Gordon Bennett, Managing Director of Utility Markets at ICE examines the impact of the energy transition on various energy uses, and the role of markets to…
Global Crude Benchmarks: Brent Sets the Standard - Part 3
The purpose of this report from ICE and Energy Intelligence is to provide a deep dive into the role of the Brent and West Texas Intermediate (WTI) crude oil benchmarks, their mutual relationship, and their interaction with the global oil market.
Global Crude Benchmarks: Brent Sets the Standard - Part 2
The purpose of this report from ICE and Energy Intelligence is to provide a deep dive into the role of the Brent and West Texas Intermediate (WTI) crude oil benchmarks, their mutual relationship, and their interaction with the global oil market.
Global Crude Benchmarks: Brent Sets the Standard - Part 1
The purpose of this report from ICE and Energy Intelligence is to provide a deep dive into the role of the Brent and West Texas Intermediate (WTI) crude oil benchmarks, their mutual relationship, and their interaction with the global oil market.
Identifying and Managing Climate Risk in Loan Portfolios
This whitepaper shows, through a concrete credit risk example, how to incorporate the effect of climate change into risk models - something that regulators around the world are increasingly making mandatory.