Market Risk
295 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.
Eight red flags that indicate you need a better risk management approach
This whitepaper sheds light on key indicators that will guide you in identifying if your approach needs modifying to propel the organisation forward with fast and actionable insights to ensure you are delivering effective risk management.
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…
Climate Change Risk across the EU Banking System
This report investigates how EU Banks are currently facing, and are planning to manage, risks that are arising from climate change
Stress-Testing
This special report explores the future of stress-testing in the post-Covid-19 era, how firms are tackling the operational and technological challenges involved and how they can maximise value from the strategic insight afforded by the process.
LIBOR: The use and benefits of an index for RFRs in cash products
This whitepaper explores the complications caused by the changes in interest calculations when using RFRs and how they can be addressed through use of an index. This paper explores the complications and how they can be addressed through use of an index.
The key to successfully integrating your planning and risk processes
This Whitepaper will explore the best way for an organisation to bring the two equally important processes of risk and organisational strategy, centered around performance measurement, monitoring and reporting, under one coherent and cohesive framework to further drive strong business performance…
2020: What Are the Takeaways for Insurance CROs?
This whitepaper looks at the events and market data of 2020 and discusses the possible takeaways for the risk professional in planning for future economic crises. The use of economic models is considered, as well as the effects on losses and premiums.
LIBOR Swaptions: Impact of Discounting Switch & Fallback
This 3-part ebook details the analysis of SOFR and LIBOR fixings and volatility, the impact of the Fed Funds/SOFR switch on value transfers for swaptions and the impact on swaptions of LIBOR fallback discussed in that webinar.
LIBOR Fallback: Compounded Risk-Free Rates & Historical Data Analysis
This 3-part ebook details the analysis of SOFR and LIBOR fixings and volatility, the impact of the Fed Funds/SOFR switch on value transfers for swaptions and the impact on swaptions of LIBOR fallback discussed in that webinar. Chapter 2 continues the analysis of historical data for SOFR and LIBOR…
A Visual Analysis of the LIBOR Transition: Market Impact of COVID-19
This 3-part ebook details the analysis of SOFR and LIBOR fixings and volatility, the impact of the Fed Funds/SOFR switch on value transfers for swaptions and the impact on swaptions of LIBOR fallback discussed in that webinar. Chapter 1 focuses on the impact of COVID-19 on the financial markets and…