Capital management
Zurich builds up capital buffers
Insurer edges toward over-capitalisation on its own measures
Hong Kong prepares boost to equity derivatives booking
Proposed revamp of large exposure limits would allow netting to reduce capital charges
Degree of influence, 2016: capital matters
Capital, liquidity and XVAs are still the core of quantitative research in banking
Internal model use may decline under FRTB, banks say
"The jury is still out on whether internal models are worth the effort" – HSBC's Jenkins
The future of risk data management
Sponsored webinar: FIS
Addressing the shortcomings of current multi-asset class risk analytics across the buy side
Sponsored webinar: Axioma
KeyBank: Starting the day with a full picture of market and counterparty credit risk
Content provided by IBM
Banks find huge capital jump in FRTB impact study
QIS shows five-times increase under revised standardised approach to market risk
Liquidity risk management: Assessing and planning for adverse events
Content provided by IBM
Examining the current state and future direction of enterprise stress testing
Content provided by IBM
Best market practice for calculation and reporting of wrong-way risk
Content provided by IBM
How regulatory stress testing is shaping the future for banks
Content provided by IBM
Toward active management of counterparty credit risk with CVA
Content provided by IBM
Collateral and counterparty tracking: Emerging initial margin requirements
Content provided by IBM
Margin calling: Is your VAR methodology ready for initial margin on uncleared derivatives?
Content provided by IBM
The optimisation of everything: OTC derivatives, counterparty risk and funding
Content provided by IBM
Scotiabank: Enabling real-time credit analysis
Content provided by IBM