Risk Management
605 white papers and resources
Risk Library provides a selection of risk management white papers which address key questions which can be used in reducing the dangers for your organisation faces and how to utilise any opportunities which may ensue to their maximum capability. Risk management is the assessment and mitigation of risks which have arisen by changes on a local or global scale. Risk management may involve realising opportunities that have resulted from these changes. Within the context of the Risk Library, risk management has been defined under asset liability management, credit risk, enterprise risk management, liquidity risk, market risk, operational risk and settlement risk.
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.
Collateral management in an uncertain world
This white paper assesses the scale of the collateral management challenge and considers how firms can best prepare for the future by building greater flexibility around collateral management systems and processes.
Overcoming complexity in credit funds
This white paper examines why hedge funds in the credit space frequently end up with a patchwork of infrastructure that is expensive to maintain and difficult to scale; and how funds can overcome these issues with a more holistic and modular approach.
Insurers: Are You Ready for IFRS 17?
This white paper explains why insurers should be taking action now to prepare for the new requirements, and what to look for in an IFRS 17 solution.
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.
Facing the future - Developing a response to regulatory change
This white paper discusses the steps to enabling full compliance with current regulations in Asia-Pacific. It further examines the challenges associated with new regulations and establishing a robust framework to respond to future regulatory change.
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.