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.
Risk sharing and risk reduction in the Euro Area banking sector - Progress and next steps
This white paper gives the most up-to-date overview of the European authorities Banking Union. It further examines how much risk reduction has already been achieved as well as the issue of illiquid assets.
Building a Scalable, Auditable Valuation and Pricing Process - How automation can reduce risk and improve controls in month-end pricing and valuation
This white paper explores the dangers and hidden risks of performing critical calculations with customized spreadsheets. It further examines how organisations can increase automation to reduce risk, and improve controls in a strategic way.
Adapting to Change in the Electronic Fixed Income and OTC Markets: Have We Reached an Inflection Point?
At a recent event hosted by Numerix, capital markets participants gathered in New York to discuss how electronification has influenced and disrupted these multi-trillion-dollar markets. In this article, we report on the key takeaways and perspectives covered during the event.
The Next Crisis Will Be Different - Opportunities to Continue Enhancing Financial Stability 10 Years After Lehman's Insolvency
10 years after Lehman's insolvency, this white paper aims to raise awareness of key risks facing the industry and provides a series of forward-looking opportunities to help strengthen financial stability for the future.
Cat bonds & Artificial Neural Networks | An example of reinsurance products’ pricing using machine learning methods
This white paper presents a mathematic model allowing to predict the number and the cost of incoming catastrophes. It further explores models that help to price insurance risk transfer products, such as XL contracts or cat bonds.
Putting Data Analytics to Work in Energy Trading
This paper will look at trading across the energy spectrum, a few of the key prerequisites of a successful energy trading company today in the current high-stakes, time-sensitive environment and how one can best utilise data analytics to make sense of everything.
The Importance of Real-Time Forward Curves - Leveraging Technological Advances to Manage Risk
This white paper examines the importance of real-time forward curves. It further explores potential solutions that will aid traders, analysts and risk managers in addressing their needs for real-time and easy-to-use price curve tools.
The Business Case for Managing End User Computing
This white paper examines why end user computing (EUC) applications exist in modern businesses, exploring the issues of risk, reputation and cost overheads. It further considers the returns to be gained by implementing formal approaches to the management of EUC, including the use of…
Charting a Course for a Successful XVA Program
This white paper explores the XVA business process, considers the delicate balancing act of measuring, managing and optimizing XVA costs, and details a modern XVA methodology approach. It further outlines market perspectives and best practices for navigating through an XVA implementation…
Managing Spreadsheet Risk in CECL Reporting
This white paper outlines the challenges involved in implementing CECL, proposes a best practice approach to managing spreadsheet risk in CECL, and highlights some of the functionality such a solution might need to deliver CECL accurately on time and on budget.