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.
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 whitepaper aims to provide clues for optimizing Post-Scoring classification as well as analysing the relationship between the number of classes in a rating scale and the impact on regulatory capital for Low Default Portfolios.
This whitepaper explores how using integrated analysis tools with drill down and real-time capabilities is essential for effective decision-making in today’s complex derivatives trading arena. It discusses how integrating risk, collateral and capital costs into the front office opens the gateway…
This white paper explores the emerging GRC challenges in the regulatory and business environments. It further discusses how the next-generation of GRC is evolving to suit the new changes business needs.
Credit risk management only begins with the approval of a loan. The ongoing processes of managing collateral, loan covenants, and monitoring the borrower’s financial condition are key to ensuring that the bank is in the best position to minimize its loss, should the borrower encounter issues.
Free webinar: Fundamentally challenging – how banks are getting to grips with the Fundamental Review of the Trading Book.
With regulators rushing to complete their overhaul of trading book rules by year-end – and a recently launched impact study the last chance to assess and amend the framework – the industry is taking a closer look at the current proposals. Many banks are worried by what they see.
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.
The recent global financial crisis has effectively forced firms to assess internal governance procedures and adopt a wider approach to risk management. However, the backward looking nature of traditional GRC means that it is solely concerned with preventing repetition of previous failings.