In this article we explore the impact of increasing interest rates on Asset and Liability Management (ALM) and offer best practices for effective ALM, using the recent case of Silicon Valley Bank…
This article discusses the risks associated with the use of vendor models for IFRS9 compliance by financial institutions, which have increasingly turned to external agencies for model development.…
Finalyse Flood Risk Prototype was created in response to the supervisory expectations set by the European Central Bank (ECB) regarding effective management of climate and environmental risks. The ECB…
Discover the revised reporting requirements for derivatives under EMIR effective from April 2024. Learn how the European Market Infrastructure Regulation (EMIR) aims to enhance transparency and…
Discover a pragmatic approach to integrating climate risk into credit risk models in this informative article. Since the release of the ECB Guidelines on Climate-Related and Environmental (C&E)…
Explore the impacts and challenges associated with the revised Standardised Approach, concerning real estate exposures.
The implementation of Basel IV, specifically the 3rd Capital…
The European Commission has conducted a comprehensive review of the Solvency II Directive, based on the work of EIOPA. The proposed changes have been submitted to the European Parliament and Council…
Credit risk analysis plays a crucial role in assessing the creditworthiness of borrowers. This article explores the application of various statistical techniques and machine learning algorithms for…
ECB's Revised Guide to Internal Models: Enhancing Risk-Weighted Asset Determination and Capital Calculation. Explore the incorporation of climate-related and environmental risks, support for…
This article discusses the significant amendments to the Solvency II directive, a comprehensive review published by the European Commission (EC) in September 2021. The amendments, proposed after…
