Credit Risk
77 white papers and resources
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.
Using collateral management to address credit risk issues
Omgeo outlines the challenges being faced by collateral managers since the collapse of Lehman Brothers 12 months ago, and how these challenges to standardisation and automation can bring the collateralising community together.
Credit Charging in the Trading Book
In this white paper, SunGard examines the scope of credit charging in the trading book, as well as the long term business and technological implications of the increased reliance on such a charge.
Wrong Way Risk
Dan Travers and Jean-Marc Schwob explain how a credit risk system that combines numerical analysis with risk sensitivities can help risk managers to detect ‘wrong-way risk’ and highlight potential hot spots in their credit portfolios.
Ways in which a firm can prepare for a major default in the market
Over the last week, seismic events have fundamentally altered the capital markets landscape. Weary eyed risk professionals have spent 15 hour days answering a multitude of management concerns.
Case Study: Cleaning up corporate actions
Having completed a thorough review of the Corporate Actions market place Sydbank selected SmartStream’s TLM® Corporate Actions to automate their complete Event Management process.