Exchange Traded Products – A Natural Counterparty (Part 1)

A new instrument that caught the world’s attention 20 years back is continuing to gain popularity…

FRTB – Scaling Risk to a Specific Liquidity Horizon

The Fundamental Review of Trading Book (FRTB) has proposed liquidity horizons up to 120 days, depending on the risk factor…

EVT-based Approach for Implementing FRTB Guidelines on ES

The Basel Committee on Banking Supervision (BCBS) has proposed to replace value at risk (VaR) with expected shortfall (ES)….

Factor-based Investing

For over three decades, a recurring topic among researchers and market practitioners has been cross-sectional returns of equity and other asset classes. Portfolio diversification…


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 …

CCAR Results 2016

The Fed released the results of Comprehensive Capital Analysis and Review (CCAR) on June 29, 2016. The CCAR, along with Dodd-Frank Act supervisory stress testing (DFAST), are the two annual assessment programs …

DFAST Results 2016

The Fed released the results of Dodd-Frank Act supervisory stress testing (DFAST) on June 23, 2016. DFAST is one of the two annual assessment programs for bank holding companies…



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.


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...


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.


Q1, 2017

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

Q2, 2017

This issue features three new whitepapers, focuses on our Commercial Lending Services and showcases the events we have been attending and hosting.