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.
Peer Data and Analysis to Enhance Your Global Ethics and Compliance Programme
This report examines the responses from 247 ethics and compliance business professionals and explores what drives investment in compliance, the key risk areas and potential challenges.
Fundamental Review of the Trading Book: Impacts & Market Perspectives
This white paper analyses the Fundamental Review of the Trading Book (FRTB), covering its origins, responsibilities and priorities. The paper further identifies how market participants interpret the reform and examines some of the FRTB’s key issues.
Asset management in the Solvency II transition
This white paper explores how the implementation of Solvency II regulation will require further refinements in the way insurers approach asset management.
Cray® XC™ Series Supercomputer Accelerates CVA Performance in Addressing Counterparty Risk
This white paper explores the uses for Credit Valuation Adjustment (CVA) in meeting the ever changing regulation and reporting requirements.
Best Practices of Business- Specific Stress Testing: Advice From the Front Lines of Bank Risk Management
This white paper, which is the second in a two part series, explores best practices gathered from banks that are successfully using bank-specific stress tests to run their business smarter, safer and more profitably.
Risk-Weighted Assets (RWA) density | What lies behind this underrated financial ratio
This white paper will cover the origins of the Risk-Weighted Assets ratio and the history of its use in financial analysis. The paper will further showcase its characteristics and behavioural traits, exemplified through a number of theoretical tests.
Elements of business-driven stress testing: Going beyond government-mandated stress testing to generate business-specific insights
This white paper, which is the first in a two part series, investigates going beyond government-mandated stress testing to generate business-specific insights and drive better performance.
Managing a Matching Adjustment portfolio
This white paper focuses on the cash flow matching approach to portfolio management; how interest rate derivatives can be used within that process; and where the investment manager can add value for its insurance clients.
Credit risk models: Past, present and future - Exclusive video content from the Quant Congress USA Summit
Terry Benzschawel has worked on default models his whole career. In this exclusive video content he looks at the history and origins of credit models, before drawing on present techniques being employed. More importantly Terry discusses the future; and explores consensus models and big data…
Financial Regulation: Emerging Themes in 2016 The Age of Accountability?
We understand that keeping abreast of the latest regulatory developments can be burdensome. To help, our team of financial regulation experts have produced a publication including over 30 practical articles, to help you understand the most important regulatory developments for 2016 and how the…