Market Risk
131 white papers and resources
The Business Case for Managing End User Computing
This white paper examines why end user computing (EUC) applications exist in modern businesses, exploring the issues of risk, reputation and cost overheads. It further considers the returns to be gained by implementing formal approaches to the management of EUC, including the use of…
Managing Spreadsheet Risk in CECL Reporting
This white paper outlines the challenges involved in implementing CECL, proposes a best practice approach to managing spreadsheet risk in CECL, and highlights some of the functionality such a solution might need to deliver CECL accurately on time and on budget.
The fair value of defaultable bonds and bank loans - a practitioners’ guide
This white paper deals with the pricing of defaultable assets, whether corporate bonds or bank loans, in terms of theoretical and practical issues alike.
Top 5 Triggers for Insider Trading: Leveraging Behavioural Science for Forensic Analysis
This white paper explores how behavioural science technology can cut through data to help identify insider trading. It further examines how technology can identify suspicious trading, so teams can avoid the waves of false positives that occur from using systems which rely on mathematical models.
The Future of Trader Surveillance - The ABCD of Successful Surveillance
This white paper explores four success factors that can be utilised to deliver broader, more efficient surveillance. It further examines the key challenges, solutions and future benefits in achieving successful trader surveillance.
Integrating smart beta into a developing Chinese market
This Q&A discusses the key factors that investors need to consider when thinking of utilising a smart beta strategy. It further explores how your organisation can improve its exposure to Asian markets, particularly China
Unified data – Key to IFRS 9 implementation Regulatory information brief (Part II)
In the drive for IFRS 9 compliance, the way institutions manage and utilise data will drastically change. This white paper explores how - for firms looking to capitalise on this overhaul - utilising external data sources to ensure efficiency and freeing of in-house resources is pivotal for…
MiFID II - Key Impacts for Trade Surveillance & Communications Monitoring
This white paper provides a overview and checklist of the key elements of MIFID II (and its accompanying Regulation – MiFIR) which are likely to create new obligations for your trade surveillance function. It further explores the regulatory technical standards issued and their area of influence.
TCA and fair execution. The metrics that the FX industry must use.
This white paper proposes the blueprint for FX TCA methodology that enables market participants to calculate and compare trading costs across both firm and last look liquidity.
Liquidity risk - Some practical challenges remain, but this is the time to automate & integrate
This white paper explores why banks must integrate the management of liquidity and interest rate risks under ALM, and move toward true risk-adjusted pricing by implementing the technology platforms that support such solutions.