Market Risk
279 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.
The end of the batch process - how streaming technology will change the world of risk
In risk management, the need for speed has never been more pressing than during the current crisis. Batch processing has been deeply embedded in the banking industry for decades now. From processing end of day batch processes in core systems (e.g. calculating interest) to sending data downstream…
Building Business Resiliency
If your organization is like so many others today, it’s become a complex tapestry of products, services, processes, technologies, employees, third parties and more. Each of these organizational components adds another level of complexity, which in turn magnifies the fragility and intricacy of your…
Real Estate Business Plan Modelling via Monte Carlo Simulation
This whitepaper provides an overview of the real estate sector before looking at a fully integrated and macro-based stochastic simulation tool for the evaluation of a real estate investment via Project Financing.
Revised Capital Requirements Regulation Rules: CRR2 Reforms And Beyond In The Age Of COVID-19
In this whitepaper, AxiomSL outlines upcoming changes to Basel regulations and the resulting challenges faced by financial institutions. AxiomSL then offers insight into best practices for identifying and resolving these challenges and creating efficiencies when addressing the ever-changing…
Fair valuations - what lies beneath
This whitepaper focuses on the challenges and opportunities facing buy-side and sell-side firms when it comes to determining fair valuations for complex and thinly-traded securities like certain derivatives and fixed income instruments. It highlights the difficulties facing capital markets firms…
Comparing Two Financial Crises
This paper explores the similarities between the current COVID-19 crisis and the early stages of the global financial crisis (GFC) in an effort to identify sensible investment strategies for the next few weeks.
What coronavirus and low rates mean for your ALM strategy
Only a couple of months into the year, we have been surprised by the coronavirus. How will the recent monetary policy actions and market reaction affect your FY2020 plan and beyond? In this report, MORS Software have called for an extraordinary meeting of their demo bank "IBSM-Bank's” ALCO to…
Putting Data Analytics to Work in Energy Trading
This whitepaper explores some of the most exciting data analytics solutions out there. If you want to harness machine learning, plug in forecasts to your own systems, or completely overhaul your forward curve management systems, keep reading - we have a solution for you.
The 2020 Guide to Risk Management
In our 2020 risk management guide, we provide our expert view on the market outlook and outline how you can solve your risk challenges with Risk as a Service – the easy way to manage risk across the enterprise, from complex risk calculations, modeling, analytics, managing risk data and reporting.
Increased Adoption and Innovation Are Driving the Structured Products Market
This white paper explores the current trends and future of structured products, and how the digital evolution is impacting the market. It further examines the necessary technology to optimally operate a structured products business and the outlook for the market.