Risk Management
890 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.
LDTI VS IFRS 17 - Simpler, But Not Simple
An outline of the critical areas to consider when assessing your plan for IFRS 17 and LDTI.
How to Update $400 Trillion in Contracts for LIBOR Transition
This white paper details the challenges ahead, and shows how the application of workflow, and document collaboration technologies coupled with artificial intelligence (AI), can help manage these challenges and facilitate LIBOR transition at scale.
The 2020 Guide to Risk Management
In our 2020 risk management guide, we provide our expert view on the market outlook and outline how you can solve your risk challenges with Risk as a Service – the easy way to manage risk across the enterprise, from complex risk calculations, modeling, analytics, managing risk data and reporting.
5 Trends Reshaping Power Markets Globally
In this paper, we will examine five of the key trends that are impacting these global markets, especially the increasing penetration of renewable energy resources.
A guide to selecting a Treasury ALM system
MORS Software has developed this guide for banks, when selecting a new Treasury Management System (TMS) or Asset Liability Management (ALM) system (or both). The paper also outlines MORS Software’s approach to delivering and implementing Treasury ALM systems.
Increased Adoption and Innovation Are Driving the Structured Products Market
This white paper explores the current trends and future of structured products, and how the digital evolution is impacting the market. It further examines the necessary technology to optimally operate a structured products business and the outlook for the market.
EAD Parameter: A stochastic way to model the Credit Conversion Factor
This white paper aims at estimating credit risk by modelling the Credit Conversion Factor (CCF) parameter related to the Exposure-at-Default (EAD). It has been decided to perform the estimation thanks to stochastic processes instead of usual statistical methodologies (such as classification…
Model Risk Management for a Trading Firm’s Calculations - A Data Centric View of Model Risk Management
This white paper appraises four pieces of regulation that directly address the management of risk within models. It further gives an overview of the importance of data lineage in a modeling ecosystem and provides background to some key data lineage concepts.
Digital Risk Report 2nd Edition
This Risk Report offers important global perspectives from 1,050 organisations on the state of digital risk including top risk management priorities, the changes being implemented to manage risk today and drivers for future investment.
Analyzing the Market Impact of SOFR Discounting
This paper discusses the differences between OIS curves and SOFR curves, the impact of SOFR discounting on future cashflows, the dynamics of SOFR discounting risk, and the replacement of LIBOR with SOFR as the underlying of the derivatives market.