Credit risk research

95 research papers

Technology Solutions for Credit Risk 2.0

A new credit risk universe The centuries-old mechanisms of credit, and in particular the ways in which they are assessed and analyzed, are in the throes of a revolution. Built on the emergence of new credit instruments, devised by the world’s Financial Institutions (FIs), and propelled by…

Spotlight on xVA

Powerful, multifaceted … and continuously evolving xVA – the term used to describe the family of value adjustments now vital in derivatives pricing – is a powerful tool, enabling Financial Institutions (FIs) to allocate specific costs to trades and positions with considerable accuracy, and…

RiskTech100® 2018

Welcome to RiskTech100® 2018, the flagship report of Chartis Research. Now in its twelfth year, RiskTech100® is globally acknowledged as the most comprehensive independent study of the world’s major players in risk and compliance technology. RiskTech is a fast-moving market, and 2017 has given us…

Quarterly Market Intelligence Q2 2017

This Chartis update recaps the following: Key regulatory and compliance developments and notable enforcement actions in Europe, the US and the rest of the world. Key market events. Updates on market structure changes, mergers and acquisitions, and technology and innovation. Selected vendor updates…

IFRS 9 Technology Solutions - Market Update 2017

Like other regulatory mandates of the past decade, IFRS 9 is another transformational event for all financial institutions (FIs). In all likelihood, it will reduce FIs’ profits and retained earnings, increase their loan loss provisions, and have a negative impact on their regulatory and economic…

Spotlight on the CECL Reporting Standard

The Current Expected Credit Loss (CECL) reporting standards – designed to make Financial Institutions (FIs) address the lifetime risk of their loans – will have a big impact when they take effect in 2018. Like the International Financial Reporting Standards (IFRS) 9, with which they share many…

FRTB Solutions 2017

In the past decade, banks have made substantial investments in risk technology to meet evolving business and regulatory demands. That, however, was before the introduction of the Fundamental Review of the Trading Book (FRTB). The risk technology platforms that banks have implemented - many of which…