On-Demand Webinar Archive

Real World risk metrics, such as Potential Future Exposure (PFE) or Expected Exposure profiles, are heavily used...
FRTB: Finalized But Far From The Finish Line
The final text of the Fundamental Review of the Trading Book (FRTB) framework was finally published on January 14...
Capital Valuation Adjustment (KVA) is a recent addition to the family of XVAs, capturing the cost of tying up...
The regulatory landscape for insurers around the world is undergoing significant changes that require companies to...
Solvency II is a transformative regulation for the European insurance industry, as it harmonizes the regulatory...
As the US population ages and private pensions dwindle, insurance retirement products like annuities have become...
Real World Algorithmic Exposure: An Innovative New Approach for Nested Simulations
The computation of counterparty credit exposures such as Potential Future Exposure (PFE), as well as Economic...
Extensions and revisions of bank capital requirements under Basel III have given rise to increased interest in...
As internal stakeholders and regulators of financial institutions continue to demand faster and better risk...
Hybrid securities are not new; in fact, some of them, such as convertible bonds, have their origin going back more...

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