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.
Hedge funds face growing risk, technology and data challenges
Hedge fund managers need to concentrateon performance. But technology requirements, particularly in a multiasset class and highly regulated, complex environment, can prove to be a distraction. Bennett Egeth is president of Broadridge Investment Management Solutions,a provider of technology to more…
The Quest to Stop the Creative Rule Breakers
This whitepaper highlights how research findings have identified forms and patterns of rule-breaking behavior in the financial markets. The paper also considers the darker side of recent findings, some of the games of compliance noted by researchers, and looks at a few common behavioral effects…
Practical considerations for ORSA modelling
This paper outlines three key areas of the ORSA requirements, for which we observe a need for further improvement to actuarial modelling techniques. The ORSA guidance establishes that an ORSA report should contain analysis that includes:a) A forward looking assessment of risk and solvency levels…
Global Conduct Risk Report
To support the financial services industry in its management of conduct risk, and enable firms to benchmark their own practices against global peers, Thomson Reuters has undertaken its first survey dedicated to finding out how the industry is defining and dealing with conduct risk. The responses…
CVA and Counterparty Risk Management: a survey of management, measurement and systems
The paper presents the results of a survey that looks to establish the management processes, measurement and systems that banks use to control counterparty risk paying particular focus on two important metrics in counterparty risk: Potential Future Exposure (PFE) and Credit Valuation Adjustment …
Understanding ORSA, A Global Regulatory Regime for Insurers
Read this whitepaper to:Understand how the ORSA regulations developed globally Review ORSA framework information for 15 jurisdictions Read about the latest changes to ORSA regulatory regimes
Model Validation: New Approaches in Testing Mathematical and Financial Correctness of Models
In this paper, we will examine model validation as it is typically practiced today and then explore new approaches, including the benefits of testing with mathematical identities.
Conduct Risk - When Compliance Becomes a Game
Read this whitepaper to explore contrasting views of risk, the various categories of compliance games, and understand why many conduct risk controls have historically failed.
The OIS & FVA Relationship: The Evolution of OTC Derivative Funding Dynamics
We will begin this paper with a discussion of the basics of OIS discounting and FVA for OTC derivatives—and then explore the relationship between the two concepts. We will also look at a case study that highlights the potential impact of FVA on trade profitability.
Improved decision-making and business insight using a holistic ALM solution
This white paper outlines a more holistic approach to ALM modeling that captures a detailed view of both the assets and liabilities and the interactions between them in a common framework.