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.
AI & Risk Management: enabling factors, use cases and future challenges
This white paper examines the roots of the combination between AI and Risk Management, the main application fields nowadays and the future challenges.
The key to successfully integrating your planning and risk processes
This Whitepaper will explore the best way for an organisation to bring the two equally important processes of risk and organisational strategy, centered around performance measurement, monitoring and reporting, under one coherent and cohesive framework to further drive strong business performance…
2020: What Are the Takeaways for US Insurance CROs?
This whitepaper looks at the events and market data of 2020 and discusses the possible takeaways for the risk professional in planning for future economic crises. The use of economic models is considered, as well as the effects on losses and premiums.
Structured notes | Transforming risk into opportunities
Global markets have experienced a period of extreme volatility in response to acute concerns over the economic impact of the Covid‑19 pandemic. Numerix explores what this means for traders, issuers, risk managers and investors as the structured products market reshapes to fit the changing market…
LIBOR Swaptions: Impact of Discounting Switch & Fallback
This 3-part ebook details the analysis of SOFR and LIBOR fixings and volatility, the impact of the Fed Funds/SOFR switch on value transfers for swaptions and the impact on swaptions of LIBOR fallback discussed in that webinar.
LIBOR Fallback: Compounded Risk-Free Rates & Historical Data Analysis
This 3-part ebook details the analysis of SOFR and LIBOR fixings and volatility, the impact of the Fed Funds/SOFR switch on value transfers for swaptions and the impact on swaptions of LIBOR fallback discussed in that webinar. Chapter 2 continues the analysis of historical data for SOFR and LIBOR…
A Visual Analysis of the LIBOR Transition: Market Impact of COVID-19
This 3-part ebook details the analysis of SOFR and LIBOR fixings and volatility, the impact of the Fed Funds/SOFR switch on value transfers for swaptions and the impact on swaptions of LIBOR fallback discussed in that webinar. Chapter 1 focuses on the impact of COVID-19 on the financial markets and…
As Covid‑19 impacts the autocallables business, solutions to navigate new challenges are crucial
As the Covid‑19 pandemic has severely impacted derivatives activity, the importance of a software solution for autocallables has been underscored.
Credit risk rethought: The new data imperative
The research report offers essential reading for anyone involved in counterparty credit risk analysis.
High-performance risk analytics – usability and the user experience
In this final episode of the three-part audiocast series, contributing editor Tim Bourgaize Murray talks to Neil Dodgson, vice-president, product management at SS&C Algorithmics, as he charts the development of high-performance risk analytics from the perspective of usability and the user…