Market Risk
243 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 ECB Liquidity Stress Test 2019 - A comprehensive review of the exercise
This white paper gives an overview of the methodology and drivers behind the supervisory stress test of 2019.
Stochastic modelling of the loss given default (LGD) for non-defaulted assets
This paper introduces a different recovery forecasting methodology for LGD (loss given default) parameter and explores stochastic forecasting with details of how to calibrate the model.
Part I – React, Adapt and Enact: The Catalysts to Capital Markets Transformation
In Part I of this white paper series examining the dynamics and future of front office risk technology, Numerix Chief Strategy Officer and SVP of Client Services, Satyam Kancharla delivers an expert view on these drivers of change and their implications for the current and future state of the…
Transforming Financial Services: Creating efficiencies across operating functions
This white paper explores how process improvement through new technology can lead to better integration and transparency, as well as deeper insights across departments.
Top Three Triggers to Detect Window Dressing
This white paper examines the top three triggers for window dressing and portfolio pumping. It further provides recommendations firms should abide by to instil investor confidence and ensure global regulatory compliance.
Market Response to Recent FOMC Rate Decisions - How Markets Behave Before & After Fed Rates Decisions
This white paper provides a review of how markets behave before and after Fed rate decisions and explores the impact of Fed rate decisions to market pricing.
OTC FX & FX Futures, Linked
This white paper describes the mechanism, with three use cases, for using CME FX Link – the first ever electronic spread between OTC FX and FX Futures.
The Path from GRC to Integrated Risk Management
This white paper maps out the path from a pre-digital, compliance-driven risk management strategy to an adaptable, integrated approach that can keep pace with the fast-changing digital world.
Back-testing of Expected Shortfall: Main challenges and methodologies
This white paper aims at presenting the latest developments in the field of ES back-testing methodologies and introducing new methodologies developed by the Global Research & Analytics (GRA) team of Chappuis Halder & Co.
The future of compliance - How cognitive computing is transforming the banking industry
This white paper is designed to help financial institutions efficiently identify and effectively manage their global compliance requirements. With regulations increasing and fines for non-compliance in the billions, financial institutions must transform compliance management.