Risk Management
325 white papers and resources
How to be Successful at Operational Risk Management
Against the backdrop of recent financial crises, and the need to pay close attention to the oversight of risk management and to risks like liquidity, reputation, governance and extreme scenarios (fat tails), operational risk managers have to step up to the mark. This white paper considers how.
Valuation and transparency – Facing the challenges of risk and transparency
Why organisations need better risk management and transparency to adapt to the changing marketplace.
Achieving compliance for data security on removable devices
This document looks at how to meet requirements for data security in a way that is fully manageable and transparent to users alongside the compliance requirements of the GSi Code of Connection (CoCo) for data security on removable devices.
BNY Mellon – focusing clients on their core activities
Never has the need for efficient management around over-the-counter derivatives business been more crucial, or such a focus, as it is today. BNY Mellon discusses how, with its collateral management services, it has helped clients achieve greater operational efficiency.
Eurex Clearing – a driving force for safer markets
The popularity of the clearing house is on the rise. While the financial crisis caused massive fallout on the bilaterally cleared over-the-counter (OTC) side, exchange-traded and centrally cleared derivatives escaped with barely a scratch.
Meeting the Solvency II operational risk challenge
Three industry experts spoke at an exclusive Operational Risk & Regulation webinar on operational risk and Solvency II and the challenges facing insurance firms today.
Improving cash flow and liquidity management
This paper from SAP discusses the challenges of keeping commercial cash flows healthy and improving liquidity management.
Liquidity Risk - lessons from the 2009 crisis
The Risk and Thomson Reuters liquidity survey reveals how organisations have tackled the challenges of liquidity risk management.
Transformational change
BNY Mellon this year launched Derivatives Collateral Net (DCN), a unique netting service for derivatives collateral management. Scott Linden and Mark Robinson of BNY Mellon talk about how they see it transforming the industry.
Quantifying the qualitative – striking a balance
Sponsored by Credit Risk Management and chaired by Risk, a panel of industry professionals convened to discuss the dynamic between banks and capital markets, particularly on the issues of raising capital and the nature of credit analysis, in the current commercial credit risk management environment.