Hear from Jon Dorfman of Napier Park Global Capital giving the keynote address at the RiskHedge New York conference on July 8th. Jon Dorfman will examine the role of hedge funds in a world in which banks are scaling back their businesses.
This white paper explores the potential outcomes of a central bank’s interest rate policy action on a broad-based portfolio consisting of various assets.
This white paper discusses five common pitfalls of financial crime prevention and looks at ways to strategically approach it. The paper further explains the benefits of applying a strategic approach to financial crime prevention.
This white paper explores how financial institutions can leverage and enable product points to work better together using an integrated platform that can ingest all of the outputs and incorporate them into a unified detection and investigation strategy.
Interest Rate Risk In The Banking Book – How to manage IRRBB considering the Monetary Policy and the new regulation
This white paper focuses on understanding how current market conditions (low interest rates) can affect banks’ revenues and profitability. The paper further analyses, via simulations on a real portfolio, the impacts of interest rate moves on the Economic Value of Equity and the Earnings at Risk.
In this case study, we set out some key features of a recent commercial real estate (CRE) debt transaction carried out by an insurer. It also sets out key criteria that insurers have to meet to demonstrate that they are eligible for an MA portfolio.
This white paper looks at the challenges financial institutions face in the evolving mobile fraud environment and discusses several fraud controls that financial institutions can put into place. The paper further identifies different ways to combat mobile-enhanced fraud with fraud solutions.
This white paper discusses how banks should prepare for a new business ecosystem driven by the financial technology revolution. Furthermore it discusses ways in which the industry can adapt to the regular disruptions it faces by adopting new banking models.
This white paper gives a step-by-step breakdown of the development of a dynamic framework for stochastic scenario generation that allows risk managers and economists to build multi-period environments, integrating conditional credit and market risk modelling.
In this white paper, John Winter and James Webb of FIS focus on the challenges ahead for insurance companies in light of ongoing regulatory developments and growing expectations from risk stakeholders. Using the results of a survey conducted in October 2015, they examine the key concerns for firms…