Market Risk
213 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.
Replicating OTC FX Market Positions with CME FX Futures
This white paper explores the advantages that CME FX futures offer traditional market practitioners in the OTC FX markets. It further examines how CME FX futures can be used to replicate cost-efficient, manageable synthetic exposure to OTC FX spot, forward, and swap transactions.
Prometeia's Insights: The 2018 EBA/ECB stress test
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.
The Changing Landscape for Credit Risk Management: From silos to convergence with enterprise risk
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.
Emerging Market Risk Challenges and FRTB
This white paper examines the current market risk challenges that concern regulators and the selected steps they are taking, such as Fundamental Review of the Trading Book (FRTB). It further explores five strategies beyond FRTB to address the emerging market risk challenges.
The Future of Trader Surveillance - The ABCD of Successful Surveillance
This white paper explores four success factors that can be utilised to deliver broader, more efficient surveillance. It further examines the key challenges, solutions and future benefits in achieving successful trader surveillance.
2018 China Market Outlook
This white paper examines the drivers of Chinese market performance (2017), as well as the upcoming opportunities and challenges of 2018. It goes on to further explore the risks to be mindful of, as well as the current trends and their effect on the wider marketplace.
Integrating smart beta into a developing Chinese market
This Q&A discusses the key factors that investors need to consider when thinking of utilising a smart beta strategy. It further explores how your organisation can improve its exposure to Asian markets, particularly China
The Acceleration of Emerging Market Swap Clearing
This white paper addresses the reasons driving voluntary clearing of emerging market swaps, including the counterparty, capital and operational efficiencies.
Unified data – Key to IFRS 9 implementation Regulatory information brief (Part II)
In the drive for IFRS 9 compliance, the way institutions manage and utilise data will drastically change. This white paper explores how - for firms looking to capitalise on this overhaul - utilising external data sources to ensure efficiency and freeing of in-house resources is pivotal for…
FRTB readiness - Examining the potential pitfalls ahead
This white paper addresses the key challenges of FRTB implementation and compliance. It further examines the complexity of managing and collecting all the data required to adequately comply with the FRTB rules.