Whitepaper
Apac banks put trust in pre‑trade
Amid tougher trading conditions, Apac banks are making greater use of pre‑trade analytics to inform their strategies and reduce risk. But how successful are these tools?
A few insights into crypto risk
Key points about crypto-related risks that are important for institutional participants or those just beginning their crypto journey
Case study: OCBC bank scales business and mitigates risk with Numerix Oneview
This case study details how Numerix helped support the evolution and expansion of OCBC’s valuation activities, its move to the cloud and adoption of the Numerix Oneview platform as a managed service, and how the technology solutions provider has helped…
Using emerging technologies to improve the risk management function
This white paper discusses why capital markets firms need access to the most innovative technologies, real-time analytics, and timely and accurate data for better and faster decision-making in the risk function.
As action time nears, be aware of these three big FRTB issues
This white paper reviews three of the core issues and challenges that demonstrate some of the ways FRTB will impact the capital markets.
Increasing trust to artificial intelligence in finance: AI model validation framework
This paper highlights the risks of using AI in financial applications and provides significant motivations for having an AI validation framework to control and eliminate those risks
Banks unravel data conundrum as FRTB implementations stall
This Risk.net rapid read survey report details how much progress banks have made in implementing FRTB and highlights the major challenges they face in gaining data insight, both for the SA and the IMA.
360° of climate: indices for every objective
This white paper explores a variety of climate strategy targeting objectives, including low carbon, fossil fuel-free and net zero to enable investors to respond to the risks and opportunities of the climate challenge.
The evolution of the fixed income tradable ecosystem: North American and European credit markets
Fixed income tradable indexes are designed to provide an efficient means to measure the bond market. This paper offers an introductory reference for these instruments and highlights their performance in recent market periods.
The changing face of credit portfolio management at banks
Faced with huge increases in capital charges in the coming months, banks will turn to credit portfolio management to support business decisions on origination, capital allocation and risk transfer
The dynamics of XVA usage and other themes that characterise trading in the energy markets
The application of XVAs for derivatives transactions, the need for sophisticated modelling and the growing application of machine learning are among six themes explored in this white paper – all of which significantly impact trading in the energy markets.
Approaching menace: how financial firms are tackling emerging risks
This Risk.net report, based on a survey of 100 enterprise risk professionals in financial firms, assesses the nature of emerging risks, how well firms can assimilate emerging risks within existing risk management frameworks, and the extent to which…
For the capital markets, every risk playbook needs to implement these six themes
This white paper outlines six risk management themes that we think should be a part of any risk playbook and which can serve financial institutions well in preparation for the uncertain future that lies ahead.
Banks, asset managers look to vendors for T+1 support
This whitepaper focuses on the upcoming move in the US to T+1 (next-day settlement) of broker-dealer-executed trades.
The playmakers: risk management’s role in the new frontier of business agility
This white paper discusses the role of risk management in creating the organisational context, capability and connectivity that builds the muscle of business agility
SPIVA® US Scorecard
The latest SPIVA Scorecard provides an update on the active versus passive investment debate.
Integrating ECL onto a stress-testing platform: portfolio composition
How to grow a portfolio that is internally consistent with a stress scenario
Demand for managed services grows as firms focus on the bottom line
WatersTechnology recently conducted an online survey on the current and future shape of the managed services market across the industry. The research underlines the extent to which the quality of the relationship between capital markets firms and their…
Basel IV and the butterfly effect: a lesson in unintended consequences
This white paper delves into the impact of Basel III/Basel IV on the banking industry, explaining the increase in regulatory capital, reduction of free capital and decrease in profitability
Decrypting crypto: understanding the requirements for successful institutional participation
Part 2 of this new white paper series continues to explore the adoption of cryptocurrencies within institutional markets.
Integrating ECL onto a stress-testing platform: credit risk characteristics
How credit loss in the ECL process can leverage changes in the credit risk profile of a portfolio during a stress scenario
Integrating ECL onto a stress-testing platform: scenarios
Strategies for producing stress-testing ECL values that comply with IFRS 9, as well as CECL standards
Regulatory reporting: firms seek flexibility, automation and the cloud
This report focuses on the state of play across the industry with regard to regulatory reporting
Buy-side compliance: firms seek customisability and automation
This paper sheds light on the types of systems already in place at buy-side firms, the efficacy of those systems and their compliance-related challenges