Market Risk
131 white papers and resources
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.'
Nonbank SIFIs: No solace for US asset managers
This Regulatory Brief analyses the OFR report and the Consultative Document, and concludes with our continued view that the council will propose a few large asset managers for designation.
Getting SMART with Anti Money Laundering: Detection, Investigation and Reporting
This paper will address some of the issues financial institutions face and will show you how to get SMART with anti-money laundering.
Developing a strong risk appetite program - challenges and solutions
This paper describes several challenges associated with risk appetite program development, technical constraints associated with implementation and some commonly deployed solutions.
The global challenge of liquidity: compliance to business advantage
In this new report, we examine why liquidity is so challenging and the steps banks around the world will need to take, not just to survive but to gain a competitive advantage.
Global profiles of the fraudster: White-collar crime – present and future
This report contains KPMG’s analysis of 596 fraudsters member firms investigated between 2011 and 2013. It is intended to provide the reader with insights into the relationship between the attributes of fraudsters, their motivations and the environment in which they flourish.
The architecture of next-generation intraday liquidity risk management
The financial crisis of 2007 — 2008, and the sustained volatility and spikes in systemic liquidity risk in the years since. This paper explores potential risk solutions to this challenge.
Scotiabank Enabling real-time credit analysis
This case study looks at how Scotiabank wanted to efficiently manage capital and credit so that it could conduct more business without increasing overall risk. Download now to find out how they did it.
Risk Management Beyond VaR How financial risk management went wr ong and wh at to do about it
After more than twenty years of detailed development of risk measurement and management techniques, it is essential to ask why the Global Financial Crisis took so many of us by surprise.
Turning regulatory pressures into improved business profitability
Asset and Liability Management (ALM) has seen a huge transformation inrecent years. This was mainly caused by regulators and executive boards which pressured banks towards more active management of their balance sheets in order to limit risk.