Portfolio Management research

24 research papers

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…

IFRS 9 Technology Solutions 2016 - FICO Vendor Highlights

This report from Chartis provides an independent evaluation and description of leading practices from FICO as well as summarizing demand-side and supply-side analysis concerning the introduction of IFRS 9. IFRS 9 is a high impact symbolic, operational, IT and organizational transformation event for…