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…
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.
This special report focuses on the business and operational benefits that banks stand to accrue through the systematization of their cash and liquidity management functions, while also examining the technologies and best practices that firms might look to develop to make such endeavors feasible.
This white paper provides a overview and checklist of the key elements of MIFID II (and its accompanying Regulation – MiFIR) which are likely to create new obligations for your trade surveillance function. It further explores the regulatory technical standards issued and their area of influence.
This white paper analyses the implications for 3 different Brexit scenarios for central counterparties (CCPs, or clearing houses), clearing brokers and end users. Download the paper to ensure your organisation can be fully prepared for a "hard", "medium" or "soft" Brexit.
This white paper proposes the blueprint for FX TCA methodology that enables market participants to calculate and compare trading costs across both firm and last look liquidity.
This white paper explores why banks must integrate the management of liquidity and interest rate risks under ALM, and move toward true risk-adjusted pricing by implementing the technology platforms that support such solutions.
This white paper explores the processes surrounding liquidity management the regulation affecting liquidity thresholds. It examines the value of bringing liquidity systems and processes together to ensure all information impacting liquidity can be viewed in a single system.
This white paper examines the evolution of liquidity and the introduction of additional requirements for intra-day liquidity management. It further explores why organisations are moving towards intraday models and global liquidity engines.
This white paper explores a validated model for stressed losses given default (LGD’s). It further provides a practical solution for banks and other financial institutions that require public firm LGD estimates for risk management and compliance purposes.