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.
What ESG Ratings Tell Us About Corporate Bonds
In this short paper, we assess the performance of ESG — and its individual E, S and G pillars — both before and after accounting for credit factors such as credit ratings. We found that higher-ESG-rated portfolios realized higher risk-adjusted returns…
FRTB – Taking Stock of Where We Are Today
Financial regulators had been brewing the market risk framework reform for more than two decades and finally came to revised terms in January 2019. Under the Fundamental Review of the Trading Book (FRTB) regime, larger banks using the internal models approach (IMA) will need to seek IMA approval…
Next steps for model risk management in Southeast Asia
Financial institutions across South‑east Asia face challenges assessing and measuring non-financial risks (NFRs) inherent in their business models, and are therefore concerned about regulatory scrutiny, transparency and the use of models within their businesses. SAS explores how financial…
RiskTech 100 2020 Winner: SAS
Traditionally driven by regulation, financial institutions’ approaches to risk management are becoming increasingly business-focused. Regulation may still drive the initial requirements for risk solutions, but institutions are now seeking to unlock the benefits of data gathered and to share that…
Machine Learning Model Governance
Machine learning (ML) models need governance just like other models, only more so. This is particularly true of ML models designed to improve automatically through experience. Their ability to “learn” not only enables greater accuracy and predictability, but can also greatly increase model risk and…
The LIBOR transition: current challenges on the long road to resolution
The transition away from the London Inter-bank Offered Rate (LIBOR) represents one of the most fundamental changes in the history of capital markets. With a mere 14 months until the publication of LIBOR is due to cease (at the end of 2021), serious questions remain. In this report, Acuiti analyses…
Standard Chartered Bank: Turning Stress Testing From Compliance Tool to Competitive Advantage
Partnering with SAS, Standard Chartered Bank built a robust stress testing platform. It started out as a tool for regulatory compliance and was expanded for assessing the effect of crisis scenarios on its future P&L and balance sheet. The bank has migrated this Scenario-Based Analytics Platform to…
Data and analytics: Better decisions by the numbers
Financial institutions have massive repositories of data about their customers, leading some industry watchers to suggest that these troves of information may be their most valuable raw material, and perhaps their best defence against upstart competitors. But how well are banks and credit unions…
Asia family office investing in the new normal
This in-depth report explores the reasons behind emerging trends in investment management, and explains how solutions can serve family offices with the tools they need to navigate the new and challenging investment landscape.
Sharpening risktech's cutting edge - Maximising value from risktech investment
Compliance continues to take a big bite out of risk team budgets. With competing business priorities, banking CROs are left to pick and choose among the emerging technologies available to make enterprise-level ambitions a reality. This Risk.net survey report, commissioned by Wolters Kluwer,…