Please visit out website on our new Credit Risk products and models and services available. www.thecreditfactory.co.za.
Read more…Libor has become the new focus in the chain of the recent Financial scandals, following in the footsteps of "sub-prime mortgages", "CDOs" and "credit default swaps".
The most popular questions being asked include the following.
How does Libor-fixing
Read more…Weak U.S. consumer confidence and housing data this week suggest more slowing ahead along with Europe’s ills as the near term weight. Hopes for a China boost fade as weakening fundamentals continue. Real structural change and a consumer-driven econom
Read more…Some countries have been considering ring-fencing of the retail operations of their large banks into separately capitalized subsidiaries, thus, in theory, allowing the investment banking divisions to fail, while their retail operations remain unaffec
Read more…Increasing regulatory pressure (Basel 3 and Solvency 2) coming along with the debt crisis might push smaller and medium sized companies to look for stronger shareholders and partners.
What do you think about the future trends in the M&A field in glob
Read more…Current security technologies such as SecurID, soft tokens, smart cards... seem to be unfit for mobility.
We have created a solution for mobility the provides device security as well as data security, voice security and document security: www.SecureAc
Read more…Should the US government disclose Stuxnet, Flame activities to the world?
Read more…Edinburgh Castle, Edinburgh, UK Scotland.
Heavy tourist traffic, strong walls, modern yet medevil
Clean & Hi Tech.
Scloss Alder: castle from 1968 movie Where Eagles Dare.
Ideal venue for GR meetings on any issue.
Ex SAC Command post, Offutt AFB, CO USA?
Read more…Brief notes from presentation by Klaus Duellmann, Deutsche Bundesbank on A New Methodology for Allocating Systemic Risk:Drivers:- the level of tail risk- Higher exposure to the asset correlation(more later)
Read more…whats new with CCAR:- Forward looking- Timing coordination across BHCs- Well defined policies on capital actions- Stress testing integration
Read more…whats new with CCAR:- Forward looking- Timing coordination across BHCs- Well defined policies on capital actions- Stress testing integration
Read more…whats new with CCAR:- Forward looking- Timing coordination across BHCs- Well defined policies on capital actions- Stress testing integration
Read more…A "snapshot" of talk by Gary Wilhite, Wells Fargo, on Keeping Capital Models in Perspective:
How Should Capital Models Deal With Uncertainty & Assumption Mismatches?
Why are we interested in this question?
– Affects capital requirement
– Helps us underst
A "snapshot" of talk on A New Methodology for Allocating Systemic Risk
Klaus Düllmann and Natalia Puzanova of Deutsche Bundesbank:
Introduction:
• A coherent full-allocation method (Euler allocation) for attributing
systemic risk to individual banks
• De
A "snapshot" of talk by James C. Allison, Manager, Global Risk, ConocoPhillips, on RISK APPETITE
Ensuring Risk Appetite Is Properly Articulated, Embedded, Understood & Respected
Throughout The Organization & Is Fully Integrated Into Strategic Planning
A "snapshot" of Robert Jarrow's talk on Detecting Asset Price Bubbles in Real Time
Detecting Bubbles
Three ways to detect in real time:
1. modeling the fundamental value (not practical),
2. modeling the process S (successful use is outlined below),
and
3.
The 3rd Annual RiskMinds USA Conference starts today. I will be attending this conference on behalf of the GlobalRisk community and will report back with key observations and discussions following the conference or before -the days and evenings are j
Read more…Hello All,
Iam working for a Project on CVA. I would like to know about its implementation Using Different Models.
Kind help would be deeply appreciated.
Thanks
Bala
Read more…Hello all,
I am looking for informative books or articles on the subject of evaluation (mark to market) of commodity portfolios. About the different models that can be used and how these work with different types of contract evaluations.
Does anyone kn
Read more…It can be easily demonstrated that selling exchange traded calls or buying puts to a lesser degree is the only efficient way for executives to manage their equity compensation grants especially employee stock options.
But the companies wish to suppres
Read more…Dear GlobalRisk Community member, Our community’s mission is to foster business, networking and educational explorations among members. Learn from some of the top experts in the industry as they clearly explain how to approach the most important Risk management concepts. Check out their expert tips and use the link at the end of each article to navigate back to the website to leave your comment or ask a question. Some of the topics include: How do you Explain Risk Appetite? How to Prepare a…
Read more…I have just published a guide on PEPs screening requirements around the world and would like to know if anybody has any feedback on it? https://complyadvantage.com/blog/politically-exposed-persons-peps-screening-requirements-around-the-world/CA-PEP-Screening-Map-FINAL-V7 (1).jpg
Read more…We created a free presentation (attached), which discusses both global and organizational impacts of the COVID-19 pandemic, along with critical actions organizations should take immediately. This presentation introduces a framework that helps regions and organizations navigate a path to recovery via 9 potential scenarios. These scenarios capture outcomes related to GDP impact, public health response, and economic policies. The presentation also breaks down 6 immediate and critical actions…
Read more…Now that the updated COSO and ISO risk management standards emphasize a connection to enterprise objectives and decision making, does this mean ERM and GRC solutions focused on risk registers and regulatory compliance are missing the true value of risk management?Will current risk management solutions evolve to integrate more decision support functionality or will standalone prescriptive analytics and other technology solutions take a more prominent role in enabling risk-informed…
Read more…We have an interesting question from one of our members. "We usually perform OTC FX transactions with clients backed-to-back on the market (with Banks). Now we are going to perform a FX swap (i.e. Spot + forward) JPY/EUR for the Bank account for 1 week at the longest. The purpose is to get EUR place @ CB for LCR compliance purpose (no trading purposes). Bank's Management think that this should be considered as a trading position and therefore be classified within the Bank's trading book.…
Read more…The recent sudden crash of oil prices has had a major impact on the world economy, leading to many troubled faces in the international arena. The Russians fear the effects of yet another powerful hit on their economy, Venezuela seems to be considering default and the Americans are weary of the consequences for its young and emerging shale oil industry. And then you have the Middle East, where the smallest match is enough to ignite the largest fire. But are these worries really justified or…
Read more…The GlobalRisk Community is a thriving community of risk managers and associated service providers. Our purpose is to foster business, networking and educational explorations among members. Our goal is to be the worlds premier Risk forum and contribute to better understanding of the complex world of risk.
For companies wanting to create a greater visibility for their products and services among their prospects in the Risk market: Send your business partnership request by filling in the form here!
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