This white paper deals with the pricing of defaultable assets, whether corporate bonds or bank loans, in terms of theoretical and practical issues alike.
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 addresses the reasons driving voluntary clearing of emerging market swaps, including the counterparty, capital and operational efficiencies.
This special report focuses on the business and operational benefits that banks stand to accrue through the systematization of their cash and liquidity management functions, while also examining the technologies and best practices that firms might look to develop to make such endeavors feasible.
This white paper proposes the blueprint for FX TCA methodology that enables market participants to calculate and compare trading costs across both firm and last look liquidity.
This white paper explores why banks must integrate the management of liquidity and interest rate risks under ALM, and move toward true risk-adjusted pricing by implementing the technology platforms that support such solutions.
This animated video provides highlights from an exclusive survey from WatersTechnology, in association with SmartStream. It offers insights into why there should be opportunities for firms to extract more value from regulatory driven projects and realising cost efficiencies.
This white paper explores the processes surrounding liquidity management the regulation affecting liquidity thresholds. It examines the value of bringing liquidity systems and processes together to ensure all information impacting liquidity can be viewed in a single system.
This white paper explores how organisations can enhance liquidity risk management through innovation and examines the build vs buy dilemma.