UK regulator said to have concerns about the high volume of simultaneous approval requests
Banks are turning their attention to calculating a new derivatives valuation adjustment
Difficulties gathering data plague efforts to determine correlation between private and publicly traded assets
Suspension of DTCC service leaves market "in uncharted territory"
This white paper aims to provide clues for optimizing Post-Scoring classification as well as analysing the relationship between the number of classes in a rating scale and the impact on regulatory capital for Low Default Portfolios.Download
This white paper gives practitioners a snapshot of the "current state" of the industry, while assessing the challenges banks face while transitioning to IFRS 9. It also includes a series of comments on best practices and industry trends.Download