Market Risk
378 white papers and resources
Risk Library provides a number of market risk white papers, industry reports and opinions, which can be used to aid the decision making process and help reduce your organisations exposure.
Elevating risk management to a strategic partner in investment decision-making
Based on insights from a Risk.net webinar sponsored by S&P Global Market Intelligence, this article explores how risk management is evolving from a compliance role to a strategic partner. It highlights themes such as collaboration with portfolio teams, forward-looking approaches, advanced analytics…
Risk, portfolio margin, regulation: regtech to the rescue
This Whitepaper addresses the complexity of today’s risk environment for market professionals which can only be fully met with a regtec approach. Cost, competition, technology capability, and regulation influence and drive decision making. Successfully navigating the seemingly incalculable…
Driving a modern operational resilience program
Strengthen your operational resilience processes, meet pertinent regulatory requirements in this space, and enhance business continuity practices with the help of high-performance GRC technology.
Recovering Greeks from sensitivities
This quantitative paper presents a model-independent method for calculating delta, vega and rho based on a comparison of the sensitivities of any derivative payoff with those of its underlying observables. This allows for generic definitions for these Greeks with an intuitive geometric…
Investment management ‘one analytics view’ for credit bonds and ESG risk factors
A Chartis and MSCI research report that examines how firms must integrate ESG risk analytics with multiple other performance or risk analytics in credit bond portfolios to obtain a meaningful, quantitative and comprehensive investment view
Is your SOFR readiness being put to the test? Let's talk about post-transition issues and challenges
In this white paper, five Numerix experts discuss the issues tied to SOFR impacting the market. These include benchmark challenges, curve building, operational challenges, market data quality and availability, system validation and the impact of SOFR on bonds and loans
Finding the investment management ‘one analytics view’
This paper outlines the benefits accruing to buy-side practitioners on the back of generating a single analytics view of their risk and performance metrics across funds, regions and asset classes. And, while that objective might be well understood and clearly defined, actually producing a single,…
Diversifying buy-side risk frameworks
This Risk.net paper, sponsored by S&P Global Market Intelligence, outlines the impact of the higher-rate, high-volatility environment on market risk and liquidity risk, and the emerging importance of climate risk.
Bank balancing: optimising margin and capital in a higher-rate environment
This Risk.net paper, which features leading practitioner insights, assesses the challenges banks are facing in the new higher rate environment and the strategies and tools they are using to optimise margin and capital on their derivatives portfolios.
Tackling credit risk in turbulent times
In September and October, Risk.net surveyed 58 chief risk officers from a mixture of banks and insurers across the Asia-Pacific region on the credit risks they face in the current environment and how they manage them. The survey, sponsored by Boston Consulting Group, found spiralling inflation,…