Technical papers/Foreign Exchange
Approfondimenti Investment Management
Cutting Edge - Credit Portfolio Risk
This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
More Technical papers/Foreign Exchange articles
Der Neueste Stand - Hybrid-Risiko
Considering correlation as the major driving factor for portfolio risk, Farshad Mashayekhi and Joy Wang present a methodology for the estimation of correlation among retail exposures based on histor...
Der Neueste Stand: Kreditrisiko
Approfondimenti - Gestione degli investimenti
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.