MORS Software has developed this guide for banks, when selecting a new Treasury Management System (TMS) or Asset Liability Management (ALM) system (or both). The paper also outlines MORS Software’s approach to delivering and implementing Treasury ALM systems.
This white paper aims at estimating credit risk by modelling the Credit Conversion Factor (CCF) parameter related to the Exposure-at-Default (EAD). It has been decided to perform the estimation thanks to stochastic processes instead of usual statistical methodologies (such as classification…
This white paper explains why insurers should be taking action now to prepare for the new requirements, and what to look for in an IFRS 17 solution.
This report outlines the key issues facing the industry in Risk Data, Aggregation and Regulatory Reporting (RDAR) cost compliance, details a robust methodology designed to highlight the core trends and ‘levers’ governing RDAR compliance costs, and offers clear, actionable insight to readers…
This white paper explores the new requirements for intraday cash and liquidity management reporting introduced by Basel III. The paper further provides a solution to help organisations comply with this new regulation.
This white paper summarizes the core Pillar 2 approach of Interest Rate in the Banking Book (IRRBB), and the alternative Pillar 1 approach of IRRBB used by certain banks in a few situations. It also includes a practical approach to implementing IRRBB.
Achieving Optimal IFRS 9 Compliance: Going Beyond Compliance by Optimizing Your Implementation Effort and Financial Impact
This white paper explores the software functionality needed to support optimal IFRS 9 compliance. It further discusses why any steps taken towards IFRS 9 compliance should not be taken in isolation, but rather in the context of existing regulatory pressures.
This white paper explores the growing interaction between risk management and accounting in relation to credit risk modelling approaches, capital ratios, and provisions calculations, as well as data management and governance in preparation for IFRS 9.
This white paper provides insight from a range of experts on how insurance firms can address the new regulatory landscape, and how they are approaching reporting and risk management in the wider context of current market conditions.
Are Internal Credit Models for Structured Securities Going Away? An Analysis of the Recent Basel Consultative Document
This white paper focuses on the proposed changes and their implications for calculating credit risk capital, as well as the proposal’s integration with Basel’s other recent revisions and upcoming initiatives. The paper also discusses what next steps are expected with regard to this proposal.