Risk Management
878 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.
SPIVA® institutional scorecard
In this white paper, we measure how well actively managed funds stack up against their index benchmarks over short- and long-term periods. We aim to enable the institutional community to judge managers’ true skill without the possible distortions that fees may create, and illustrate the…
Impactful short duration: green bonds and yield curve strategies
Against the backdrop of rising rates and increasing interest in impact finance, this white paper compares the short, medium and long duration performance of EUR-denominated credit bonds and looks at how the performance of a green bond strategy (iBoxx Global Green Bonds Select (EUR Hedged) stacks up…
Complying with climate risk framework standards for streamlined processes
Conscious that climate change affects all sectors of the economy, financial institutions are realising the significant impact this will have on their customers and, ultimately, their own profit margins. In addition, there is a greater appreciation of how their own activities can influence the…
Analyzing the global usage of XVAs
This white paper presents the most interesting survey findings. The survey aimed to understand current XVA usage and practices within a still diverse implementation global landscape of XVA. The focus was not on the technical and methodological aspects but more on the general issues typically…
Connecting digital islands: CBDCs
Around the world, momentum for exploring central bank digital currencies (CBDCs) is growing. Nine in 10 central banks are already pursuing their own forms of digital value, accounting for 90% of global GDP. To make sure the financial community is ready for a future where digital and fiat currencies…
Credit risk, data and AI: managing spiralling demands and delivering value
Based on a comprehensive survey of, and conversations with, credit risk professionals globally, this report delves into their challenges they face in trying to source and use forward-looking data.
A wealth manager's guide to keeping clients invested during periods of market instability
Periods of market volatility and instability are typically some of the most challenging times for investors. This guide explores methods of supporting investors and helping them stay the course during turbulent times.
Podcast: Leveraging Real-time Data Feeds For Faster Business Decisions
The markets have been on a very volatile ride in 2022, which makes low-latency data more crucial to the business. This broadcast brought on a veteran data leader from the London Stock Exchange Group (LSEG), who shared what the key markets challenges are, and how firms can leverage LSEG’s vast…
Tapping into liquidity in the high-yield bond market: derivatives and lending markets
The iBoxx USD Liquid High Yield Index has served as the leading benchmark for the high-yield market since its debut in 2006. Designed to track the most liquid instruments in this market, the index supports a broad trading ecosystem via exchange-traded funds and derivatives. In part one of this two…
Tapping into liquidity in the high-yield bond market: index and pricing
While high-yield bonds have generally been excluded from traditional aggregate-type fixed income benchmarks in the past, they remain a growing asset class that has historically offered yields exceeding those of investment-grade debt. In exchange for incremental yield, however, high-yield bonds can…