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.
If you would...
Publications
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...
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...
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...
Additional Publications
The series of financial crises beginning in August 2007 is having a profound effect on how financial institutions approach the challenge of...
There are many texts on the theory of Credit Valuation Adjustment (CVA) but CVA is about much more than theory. The motivation for setting up an...
Business lines often tell risk managers that their risk policies are too conservative and do not allow them to do business. In this paper, Michael...
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