This white paper examines the current market risk challenges that concern regulators and the selected steps they are taking, such as Fundamental Review of the Trading Book (FRTB). It further explores five strategies beyond FRTB to address the emerging market risk challenges.
This white paper examines the different approaches for managing firm-wide scenario analysis and stress testing. Further explore the paper to discover how your firm can implement a successful strategy while avoiding the barriers to success.
This white paper examines how organisations can deliver rich risk aggregation solutions that target requirements such as FRTB. It further explores how Adaptive FRTB Risk Aggregation is built for purpose, to manage the high data volumes and risk aggregation analytics of FRTB calculations.
This white paper provides an overview of LIBOR’s history, what’s motivating its disappearance, the implications for legacy contracts, and what is important when preparing for 2021.
This white paper examines the key elements of Basil’s updated rules for IRRBB and the effect they will have on a banks’ ALM strategy. It further explores how a well-thought-out tenor mismatch strategy can initially boost net interest income.
This white paper explores four success factors that can be utilised to deliver broader, more efficient surveillance. It further examines the key challenges, solutions and future benefits in achieving successful trader surveillance.
This white paper examines the drivers of Chinese market performance (2017), as well as the upcoming opportunities and challenges of 2018. It goes on to further explore the risks to be mindful of, as well as the current trends and their effect on the wider marketplace.
This Q&A discusses the key factors that investors need to consider when thinking of utilising a smart beta strategy. It further explores how your organisation can improve its exposure to Asian markets, particularly China
This white paper explores the IRRBB compliance challenge. It further discusses how IBM can leverage its insight into these challenges by offering a technology-based solution addressing the diverse conditions in which financial institutions operate.
This white paper addresses the reasons driving voluntary clearing of emerging market swaps, including the counterparty, capital and operational efficiencies.