Market Risk

301 white papers and resources

Risk Library provides a number of market risk white papers, industry reports and opinions, which can be used to aid the decision making process and help reduce your organisations exposure.

Bond liquidity: How bad was COVID?

This short paper compares transaction costs from the forced selling of USD 10 millions of U.S. corporate bonds throughout the two crises. It was found that even though transaction costs more than tripled during COVID-19, they remained significantly lower than during the GFC...

Equity Life Cycle Management

The equity swaps market has an inefficient, labour-intensive, and manual T+N affirmation process – particularly during reset periods. Buy-side and sell-side participants face uncertainty around settlements, with delays identifying and fixing breaks in a timely manner. This video showcases a…