White Paper Archive

Jun 7, 2017
The financial services industry has been in a state of rapid flux ever since the first of a series of critical...
Mar 28, 2017
FRTB (Fundamental Review of the Trading Book) represents the most significant market risk regulatory change in at...
Jan 12, 2017
The broad implications of the revised capital framework proposed under the Fundamental Review of the Trading Book...
Nov 17, 2016
Whether you voted for him, against him or didn't have a dog in the hunt, Donald J. Trump is slated to be the 45th...
Nov 9, 2016
The Standardized Approach (SA) is here to stay. All banks subject to the Fundamental Review of Trading Book (FRTB...
Sep 8, 2016
The net impact of the barrage of incoming regulatory requirements on the risk-management function should not be...
May 20, 2016
Insurance guarantees are exotic in nature because they have to take into consideration not only actuarial...
May 17, 2016
While the final FRTB text has some important changes from the fourth QIS of July 2015, including an extra year for...
Aug 11, 2015
In this research paper, Dr. Ion Mihai, Quantitative Analyst at Numerix, explores how negative interest rates have...
Jun 12, 2015
The integration of risk and capital analytics into trading decisions is now more critical than ever. Driven by...

Pages