Fixed Income research

7 research papers

Leading Practices in Capital Adequacy

The evolving regulatory landscape means that financial institutions (FIs) are implementing huge structural changes. This research sets out to understand the current standing, issues and challenges organizations are facing in implementing capital adequacy, stress testing, model risk management,…

Buy-Side Risk Analytics 2013

Buy-side firms face a rapidly changing operating environment. They need not only to comply with the regulations, but also to adapt to a new marketplace. The previous departmental and silo driven focus on managing individual risk classes is changing to a balance sheet and value-based risk management…

Capital Planning Survey 2012

The impact of the financial crisis on banks has been twofold, both generally, and specifically with regard to capital management. Firstly, banks have been forced to re-examine the way they do business and their underlying assumptions about how to measure risk, performance, and success. Secondly,…