This paper explores both FRTB frameworks in their historical context and how they affect bank balance sheets.
FRTB: Strengthening Market Risk Practices?
read more
RESOURCES
Whitepapers
Unlock valuable insights into the financial markets with our collection of whitepapers.
Identifying Liquidity Risk for Financial Stability
This whitepaper explores the importance of liquidity in the functioning of financial markets and the increasing regulatory pressures on capital market firms to ensure strong liquidity risk management practices are being carried out.
Microservices: The New Building Blocks of Financial Technology
Microservices is a software architecture style in which complex applications are composed of small, independent processes communicating with each other using language-agnostic APIs. These services are small, highly decoupled and focus on doing a small task, facilitating a modular approach to system-building.
Cost of Trading and Clearing OTC Derivatives in the Wake of Margining
Recent regulations are affecting the OTC derivatives markets in complex and interrelated ways, that are changing the ways firms do business.
A First View on the New CVA Risk Capital Charge
The impact of the new CVA risk regulation framework on calculation methods and the infrastructure of banks could potentially be the turning point for many of the medium-sized institutes we are seeing in the market.
Buy-Side System Requirements
Leading investment managers are examining integrated front-to-back systems that can provide a complete solutions for all of their analytics, trading and risk.
IFRS13: The Implications for Hedge Accounting
This whitepaper explores the challenges, risk factors, calculation techniques, and concepts for measuring financial instruments under IFRS 13. It examines the effect of CVA and DVA on hedge effectiveness, the different approaches for testing hedge effectiveness and best practice for inclusion or exclusion of CVA and DVA in setting up hypothetical derivatives.
IFRS13 – Accounting for CVA and DVA
With the introduction of IFRS 13, the requirements to calculate complex variables such as CVA and DVA remains. IFRS 13 will have significant implications for all firms that measure financial assets at fair value.
Should Banks Charge for FVA?
Interest on the topic of Funding Valuation Adjustment (FVA) was renewed, particularly in light of the JPMorgan’s Q4 2013 earnings report, which for the first time included FVA.
Let's talk!
Schedule a personalised demo today