This paper examines the current state of stress testing capabilities of banks, with a focus on key areas of weakness – and proposes how banks can address them with strategic investments in new capabilities.
Hear from Jon Dorfman of Napier Park Global Capital giving the keynote address at the RiskHedge New York conference on July 8th. Jon Dorfman will examine the role of hedge funds in a world in which banks are scaling back their businesses.
This white paper explores the potential outcomes of a central bank’s interest rate policy action on a broad-based portfolio consisting of various assets.
This report provides an independent evaluation and description of leading practices from SAS as well as its competitive position in the market. The report also includes a brief look at key business and regulatory challenges and focuses on the technology landscape for enterprise stress testing.
This paper gives an insight into illiquid assets from 9 industry experts. Answering questions such as ‘What kind of tools and techniques do you use to measure liquidity?’ and ‘How do you approach the issue of credit risk?’
This white paper examines how the economic capital framework can be used as a component of an integrated capital management framework to make financial risk management decisions and manage the shortcomings of regulatory capital.
This white paper discusses how banks should prepare for a new business ecosystem driven by the financial technology revolution. Furthermore it discusses ways in which the industry can adapt to the regular disruptions it faces by adopting new banking models.
This white paper explores the requirements of AnaCredit and discusses key challenges such as missing data, aggregating information and establishing a robust reporting system.
This white paper gives a step-by-step breakdown of the development of a dynamic framework for stochastic scenario generation that allows risk managers and economists to build multi-period environments, integrating conditional credit and market risk modelling.
This white paper explains the benefits of an online decision system to deliver higher returns on risk while making regulatory compliance easier and cheaper.