News
15/03/21
A summary of our recent survey on modelling economic capital for market risk. The survey explores the key aspects of banks' methodology and the relationship between economic capital and regulatory capital with the advent of the FRTB.
Please click here to view
19/10/20
We are pleased to release a white paper on 'Exploring Practical Dynamics of Reputational Risk: A comprehensive discussion on reputational risk' that was co-authored by Dr. Robert (Bob) M. Mark and Mark J. Dougherty. We've partnered with Bob and Mark to issue this paper. ...
25/09/18
We are pleased to release our white paper on “The Asian Asset Management Industry in 2018: Time for an Overhaul”, which has been compiled using data from engagements with central banks, pension funds and local asset managers across the Asia-Pac region over a period of 2 years...
12/07/17
The FRTB is one of the biggest initiatives currently facing our client base. To respond to client demand we have packaged our range of FRTB services into the following categories:
Interpretation/best practice
Impact assessment/planning
Quantitative modelling
IT...
14/03/17
Our survey of major banks shows they are making good progress towards the implementation of the FRTB but significant challenges remain in areas such as:
IT architecture - banks are making major investments in their IT architecture to support FRTB and many are implementing...
