whitepaper

MiFID II – Unfolding the Regulatory Conundrum

The amended Markets in Financial Instruments Directive II (MiFID II), to be effective from 3 January 2018…

Exchange Traded Funds – Anchor for Market Liquidity

ETFs are traded in the market and its prices are dependent on a lot of variables…

CECL – New Impairment Model

The Current Expected Credit Loss (CECL) model, finalized in June 2016, is scheduled to be implemented in December 2019 for SEC-filing institutions…

Exchange Traded Products – A Natural Counterparty (Part 2)

How does an investor arrive at the true cost of an ETF? An investor’s priority is always to buy a relatively low-cost ETF…

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Insights

Review of EBA IFRS 9 findings and forthcoming second impact assessment

The EBA IFRS 9 first impact assessment study on a sample of European banks has found that 75% of banks anticipate…

Global Risk Management Survey 2016

The Basel Committee on Banking Supervision (BCBS), along with financial regulatory bodies in the world, are working to prevent any financial crisis similar to the 2008-09 crisis…

Regulatory Stress Testing – A Comparative Study

This document dwells on the qualitative aspects of stress testing, including the need and requirements, origination and evolution over the years ….

EU-wide Stress Test Results – 2016

On July 29, 2016, the EBA announced the results of the 2016 EU-wide stress test. The exercise provides supervisors, banks, and market participants with an analytical framework to compare …

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E-books

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Guide to Implementing Outsourcing Strategy

Our previous e-book in this series discussed why banks chose third-party partners to tackle their credit function challenges. This e-book will help you understand different stages in an implementation process that will ensure sustainable partnership while maximizing benefits.

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Leveraging Outsourcing in Credit functions

Today, top executives at banks are grappling with how to do more with less, resulting in a need to increase all-round efficiencies within their functions while managing client expectations and business risks. They focus on innovatively transforming their firms while balancing regulatory pressures, risks, and investor expectations...

webinar

Quality of Earnings Review – Identifying the Fat Tail

Learn why quality of earnings reviews are important in the investment due diligence process and identify common tricks used by some executives to distort earnings.

Challenges in Model Risk Management

Financial firms rely on quantitative models for a broad range of business decisions. In recent years, banks have increased their reliance on sophisticated quantitative models to navigate through the maze of ever-evolving new and complex regulations, which has exposed them to model risk in the current dynamic business environment.

The Revised Market Risk Framework (FRTB): How much is too much?

The Revised Fundamental Review of Trading Book (FRTB) framework introduces changes to ways banks manage risk and data.

newsletter

Q1, 2017

The current issue features our Risk and Market Research solutions; along with our events and thought leadership.