Credit Risk
77 white papers and resources
An Enterprise-Wide, Multi-Asset Class Risk-Management Solution
This white paper explores the challenges that Skandinaviska Enskilda Banken AB encountered with risk management, and how Axioma’s Risk System helped in solving these issues.
Big data to disrupt current operating models within the financial industry
The recent global financial crisis has effectively forced firms to assess internal governance procedures and adopt a wider approach to risk management. However, the backward looking nature of traditional GRC means that it is solely concerned with preventing repetition of previous failings.
Stress Testing: Putting the Pieces Together to Solve an Increasingly Intricate Puzzle
The global financial crisis and the aftermath that continues to unfold have created a justifiable obsession with stress among bankers and supervisors. The sharper focus has made stress testing a key component of the evolving global regulatory framework covering risk control and capital discipline.
The De-Risking Dilemma
Wholesale de-risking by financial institutions may seem like a viable compliance strategy when dealing with certain customers, but in the long-term may cause more harm than good.
IFRS 9 in Asia-Pacific: The road to compliance – is there still time?
Since the beginning of the year, financial institutions, as a sector, have shifted focus to the different requirements for IFRS 9. In Asia-Pacific (APAC), however, unlike Europe’s well synchronized journey to IFRS 9 compliance, Asian countries are taking many different roads to compliance.
Battling fraud at the root cause: How cybercriminals bypass your security defenses and what you can do about it
This white paper provides an overview of how cybercriminals circumvent security measures at each stage of a transaction’s lifecycle — pre- login, during login and post-login — and offers strategies to help financial organizations combat malware-driven attacks.
Selecting the right cybercrime-prevention solution
Financial institutions, commercial enterprises and government organisations are all prime targets for cyber-crime. Malicious software, or malware, is the primary attack tool used by cyber criminals to execute account takeover attacks, stealcredentials and personal information, and initiate…
Next generation criminal fraud detection: Identifying account takeover and fraudulent transactions to help stop cybercriminals
In today’s ever changing fraud landscape, much of the currently used statistical-based fraud detection methodology is creating significant challenges for both organizations and end users. These statistical models generate high false positive rates and provide a risk score that does not effectively…
Improved decision-making and business insight using a holistic ALM solution
This white paper outlines a more holistic approach to ALM modeling that captures a detailed view of both the assets and liabilities and the interactions between them in a common framework.
Webinar - Collateral and counterparty tracking - the practical challenges of the new margin regime for non-cleared trades.
FREE webinar: 'Collateral and counterparty tracking: The practical challenges of the new margin regime for non-cleared trades.'