Commodity trading firms face heightened complexity amidst volatility in today’s market. Holistic credit risk management is crucial and firms have been prompted to reassess practices to navigate risks effectively.
RESOURCES
Unlock valuable insights into the financial markets with our collection of whitepapers.
Banking on stability: evaluating resilience in market shocks
By analysing WWR and jumps-at-default, the Fed aims to gain a deep understanding of the potential vulnerabilities within the banking system.
Bank credit risk: how well do you know your counterparties?
As non-bank entities gain significance in financial markets, regulators must adjust supervision to tackle emerging risks effectively.
Hybrid bonds: The interplay of fixed and floating
FtF bonds are among some of the most challenging fixed income instruments. While most banks tend to develop FtF models in-house, hedge funds trading FtFs may find the implementation challenges too difficult to tackle.
CVA Swap: An Innovative Approach to Hedging CVA
The CVA swap market is predicted to play a key role in financial markets in the imminent future. While significant risk transfer and capital relief trade transactions have become established practices, CVA swaps have only recently entered the trading arena.
Integration of ESG: Front Office and Enterprise Risk Synergy
Collaboration, data-driven insights, and strategic alignment between these functions is crucial to navigate the multifaceted ESG landscape successfully.
Mastering Interest Rate Curve Construction
Banks, investment firms, and other market participants value and manage large notionals of interest rate derivatives, bonds, loans, structured products, and other cash instruments that are sensitive to changes in interest rates.
Validating and Monitoring AI & ML Financial Models
Financial institutions are increasingly relying on artificial intelligence and machine learning (AI/ML) for critical decision-making and efficient client services. However, validating these models presents unique challenges beyond traditional validation practices.
Mastering Interest Rate Curve Construction in the Australian Market
Building an accurate and robust interest rate curve has significant implications for setting benchmark rates to managing risk.
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