This case study reveals how Mirabaud Asset Management is using IHS Markit’s Enterprise Data Management (EDM) platform to establish a strong foundation for the its long-term SRI-ESG (socially-responsible / environmental, social and governance investing) strategy. This includes empowering Mirabaud’s…
In this whitepaper we analyze the European AT1 CoCo bonds from a twin perspective. Initially, from the perspective of an institutional investor interested in buying CoCos, we attempt, through econometric techniques, to identify the main variables that influence the level of prices and returns of…
In our 2020 risk management guide, we provide our expert view on the market outlook and outline how you can solve your risk challenges with Risk as a Service – the easy way to manage risk across the enterprise, from complex risk calculations, modeling, analytics, managing risk data and reporting.
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 aims to understand whether and how banks are approaching ECB recent requirements and to identify best practices for compliance.
The intent of this paper is to analyse how model risk management requirements change the banks’ view on their models, especially regarding the quantification of associated risks, and to introduce a new framework methodology.
This white paper aims to understand whether and how banks are approaching the assessment of their Credit Spread Risk in the Banking Book (CSRBB), and to identify best practices in preparation for compliance.
This white paper outlines how institutions can practically address the transition to CECL in a controlled, secure, and scalable environment that stands up to the high degree of scrutiny associated with significant financial statement estimates.
This white paper gives the most up-to-date overview of the European authorities Banking Union. It further examines how much risk reduction has already been achieved as well as the issue of illiquid assets.
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.