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111. IFRS 9 Expected Loss Model Validation  
This expert input focuses on the validation of Expected Credit loss model validation; more specifically, it explains why it is a good idea now, after the scramble to have IFRS 9 compliant models in…  
112. Collateral management, a revolution already under way  
This article – a courtesy of our partners from Clearstream, focuses on collateral management as a part of derivatives trading, in light of the adoption of EMIR. It discusses the general landscape of…  
113. Basel III: Operational risk in Banking  
This Expert input is a follow-up to a previous expert input on finalising Basel III, this time with a focus on operational risk – an unsung villain of risk management. It gives a brief overview of…  
114. Independent Valuation of structured products and complex OTC Derivatives  
This expert input addresses the independent valuation of structured products, and particularly of OTC derivatives. It explains for what reasons and under what conditions independent valuation is…  
115. The new definition of default – How is it going to affect you?  
This Expert input delves into the new EBA definition of default that will apply as of January 2021. It examines who is going to be most impacted by the change and what is going to be the difference…  
116. Non-Cleared Derivatives: Approaches towards initial Margin Calculation  
This Expert input addresses the EMIR-related requirement of keeping a variation and initial margin; more specifically, the initial Margin is the main focus of the article. It lists the advantages of…  
117. An Update on SFT Regulation  
The regulation of SFTs has been with us since late 2015. By far its most challenging part, however, the reporting has not yet come into play as many of its aspects had to be further specified by RTSs…  
118. Reverse Stress Testing  
This Expert input discusses reverse stress testing. A type of stress testing that does not ask what the results of certain pre-defined shocks are going to be, but rather, what shocks would have to…  
119. A guide to Solvency II review  
This expert article on the 2018 Solvency II review consists of a high level summary of the Solvency II review and a table providing a detailed overview of all changes brought about by this 2018…  
120. Adjustment for the loss-absorbing capacity of deferred taxes  
This blog post dives deeper into the topic of Adjustment for the loss-absorbing capacity of deferred taxes.  
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