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91. Low Default Portfolios: Modelling and Calibration Approaches

The accurate estimation of the credit risk parameters is crucial for provisioning under IFRS9 and capital requirements (when using an IRB approach) as well as for setting up strategies for pricing,…

92. COVID-19 AND BANKING

This article analyses the effects of the COVID-19 from a bank’s credit risk point of view. First, it assesses how COVID-19 hurts the economy, the way the risk profiles of stock and potential clients…

93. COVID pandemic: to what extent did the Basel standards improve the bank resiliency

Was the ability of banks to navigate through COVID 19 crisis substantially bolstered by the Basel reforms?
The article draws on a series of studies conducted by BCBS. The studies mostly…

94. SA-CCR: The New Standardised Approach to Counterparty Credit Risk

With the SA-CCR differing substantially from the prior non-internal methods, there is significant work to be done by institutions to comply with the new regulatory requirements while minimizing the…

95. A practical approach to predicting the IFRS9 Macroeconomic Forward-Looking PD

This article introduced a practical and end-to-end approach to model Point-in-Time PD in a manner that includes Forward-Looking Information for IFRS9 ECL calculation. Different techniques may produce…

96. Sorrows of Credit Risk Model Validation

This article introduces the challenges of the ECB supervised entities regarding their internal validation of the IRB Approach. It also considers a benefit of use of Model Validation tool.

97. Data management steps in credit risk modelling

This article discusses the main steps of data preparation, which determine the required fields/attributes that represent the baseline for model development where relevant data quality controls are…

98. OTC DERIVATIVES AND STRUCTURED PRODUCTS

We begin with an in-depth evaluation of each client’s case. The account manager accompanies the client along every step. Pre-studies of the materials provided by clients Running a test…

99. OTC DERIVATIVES AND STRUCTURED PRODUCTS

INDEPENDENT VALUATION OF STRUCTURED PRODUCTS AND COMPLEX OTC DERIVATIVES WE ADDRESS COMPLIANCE CHALLENGES AND PROVIDE AN OUTSOURCED TRANSPARENT, AUDITABLE AND INDEPENDENT VALUATION Getting a fair…

100. SIMM INITIAL MARGIN CALCULATION

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Finalyse Insurance

Finalyse offers specialized consulting for insurance and pension sectors, focusing on risk management, actuarial modeling, and regulatory compliance. Their services include Solvency II support, IFRS 17 implementation, and climate risk assessments, ensuring robust frameworks and regulatory alignment for institutions.

Finalyse Valuation

Valuing complex products is both costly and demanding, requiring quality data, advanced models, and expert support. Finalyse Valuation Services are tailored to client needs, ensuring transparency and ongoing collaboration. Our experts analyse and reconcile counterparty prices to explain and document any differences.

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Unlock your potential with Finalyse: as risk management pioneers with over 35 years of experience, we provide advisory services and empower clients in making informed decisions. Our mission is to support them in adapting to changes and innovations, contributing to a sustainable and resilient financial system.