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71. Summary of TCFD progress report  
Taking the 2022 Status Report published in October 2022 as a base for the analysis, this article discusses the current state of implementing TCFD (Task Force on Climate-Related Financial Disclosures)…  
72. Fundamental climate-related and environmental (C&E) risk considerations in the ICAAP  
In this article we discuss the main C&E risk considerations to be made as part of the ICAAP, using the general ICAAP requirements as a starting point and combining them with the regulatory and…  
73. Actuarial Data Science - Boost your model performance with Machine/Deep Learning  
This article shows how machine learning techniques can boost model performance in terms of prediction accuracy and flexibility. These benefits may come with some setbacks: loss of interpretability…  
74. Getting ready for the Next Eu-wide Stress Test  
On the 4th of November, the European Banking Authority (EBA) published the final package for the next EU-wide Stress Test, which will be officially launched in January 2023.
This article…
 
75. ECB Good practices for climate-related and environmental risk management  
With the release of ‘Good practices for climate-related and environmental risk management’, the ECB recognized that industry-wide knowledge sharing will be pertinent for promoting and acceleration in…  
76. Bermuda Monetary Authority Guidance Note - CLIMATE CHANGE RISK MANAGEMENT FOR INSURERS  
In August 2022, the Bermuda Monetary Authority (“BMA”) published the Guidance Note on management of climate change risks (“the guidance”) which outlines the BMA’s expectations for commercial insurers…  
77. Achieving sound, comprehensive, and effective climate-related and environmental risk assessment practices - Thoughts on the results of the ECB thematic review  
In November 2022, the ECB published the “Walking the talk: Banks gearing up to manage risks from climate change and environmental degradation” report, which concludes that implemented practices do…  
78. Why ALM matters: the Silicon Valley Bank (SVB) case  
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…  
79. Unlocking the Power of Vendor Models: Your Guide to IFRS9 Compliance  
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.…  
80. Finalyse Physical Risk Prototype - A case study on fluvial flood risk for residential real estate exposures in Belgium, France and the Netherlands  
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…  
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