Liquidity Risk
178 white papers and resources
Liquidity Risk
CECL’s Implications for Bank Profi tability, System Stability, and Economic Growth
This white paper considers the adoption of CECL with an eye toward assessing its potential benefits – and risks – to the financial system and the broader economy. The paper will further provide suggestions on how the transition to CECL can be managed smoothly for minimal economic impact.
Liquidity Optimization: Building a Liquidity Risk Framework for Competitive Advantage
This white paper will provide financial institutions guidance on how to manage, monitor and optimize liquidity. The paper further addresses why organisations should implement key risk indicators to help provide a holistic view of liquidity.
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…
The Current State of Banking Stress Testing Technology: Closing the Gaps
This paper examines the current state of stress testing capabilities of banks, with a focus on key areas of weakness – and proposes how banks can address them with strategic investments in new capabilities.
Revising the Playbook: Using a Risk Appetite Framework to Align Strategy and Risk
This white paper provides an in-depth analysis in risk appetite and provides an overview of some common problems organizations face. It introduces a solution to develop an integrated, transparent, measurable, and actionable Risk Appetite Framework.
Smoothing the flow in illiquid assets
This paper gives an insight into illiquid assets from 9 industry experts. Answering questions such as ‘What kind of tools and techniques do you use to measure liquidity?’ and ‘How do you approach the issue of credit risk?’
Illiquid investments for matching adjustment
In this case study, we set out some key features of a recent commercial real estate (CRE) debt transaction carried out by an insurer. It also sets out key criteria that insurers have to meet to demonstrate that they are eligible for an MA portfolio.
Free webinar: Fundamentally challenging – how banks are getting to grips with the Fundamental Review of the Trading Book.
With regulators rushing to complete their overhaul of trading book rules by year-end – and a recently launched impact study the last chance to assess and amend the framework – the industry is taking a closer look at the current proposals. Many banks are worried by what they see.
Regime Forecasting using Machine Intelligence
This white paper looks into why it is important to understand market regimes, and the current approaches firms take in understanding these regimes. It goes further by discussing the different ways in which machine intelligence can provide solutions in creating strategies.
Internal Audit Management: Internal audit and its evolving role in GRC
This white paper looks at the evolution of audit, independent assurance versus integrated partnership, as well as, the change from “Docu-centric” to “data-centric”. It goes onto provide insight into audit and risk mitigation synergy.