Market Risk
239 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.
10 Step Guide to Collateral Management
This white paper will cover all fundamental aspects concerning the management of collateral, the associated risks and opportunities, as well as the key topics involved in establishing and running a collateral management function.
Quantification of End User Computing Risk in Financial Services
This report details the risks associated with End User Computing (EUC), as well as the potential consequences to financial institutions. It further discusses the importance of a quantified approach to EUC risk.
Understanding the Riskiness of A GLWB Rider For FIAs
This white paper assesses the risk associated with a GLWB rider for FIAs and analyses how different modelling choices can affect these risks. In Particular, the impacts of improving the estimate of future caps will be explored.
Data integrity for MiFID II
This white paper explores the differences between the orignal MiFID I and the new MiFID II; the challenges financial institutions will face; and who is responsible for trade reporting under the new regulation
‘Finalized,’ but Far from the Finish Line – Preparing for the Next Evolution of FRTB
This white paper breaks down the requirements, methodologies and formulas relating to the 'final' FRTB text. It further provides a more simplified understanding of the potential IT challenges and costs ahead.
Bribery and Corruption: The Essential Guide to Managing the Risks
This white paper outlines the key aspects of an effective process framework for managing the risks of bribery and corrupt payments.
The Future of Collateral Management
This white paper focuses on the future of collateral management and examines how new regulation has significantly impacted the risks of providing collateral.
Key risks facing the banking sector: Exclusive video content from the annual Risk USA Conference
In this exclusive video content from the Risk USA Conference, hear from the chairman of OCC's National Risk Committee; Darrin Benhart. Darrin will discuss the key risks that the banking industry is currently facing.
Fundamental Review of the Trading Book: Impacts & Market Perspectives
This white paper analyses the Fundamental Review of the Trading Book (FRTB), covering its origins, responsibilities and priorities. The paper further identifies how market participants interpret the reform and examines some of the FRTB’s key issues.
Asset management in the Solvency II transition
This white paper explores how the implementation of Solvency II regulation will require further refinements in the way insurers approach asset management.