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The 3 Month T-Bill Rate: Average of 100,000 Scenarios Up 0.23% to 3.46% in 2025
The 3 Month T-Bill Rate: Average of 100,000 Scenarios Up 0.23% to 3.46% in 2025 We use 100,000 scenarios for the U.S. Treasury (TLT) yield curve to examine the outlook for Treasuries and the magnitude...
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Simulating and Validating a Multi-Factor Heath, Jarrow and Morton Model with...
Simulating and Validating a Multi-Factor Heath, Jarrow and Morton Model with Negative Interest Rates Risk management in financial institutions, both for internal and regulatory uses, requires the...
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Model risk management meets 3 lines of defense
Since the regulatory guidance of 2011, model risk management has evolved to encompass all models within an organization. The need to establish broader coverage prompted institutions of all sizes to...
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To Stay DFAST or to Become CCAR: Understanding the Gains and Losses for...
The Center for Financial Professionals interviewed Andrei Egorov, MD, Risk Analytics/ Stress Testing at Charles Schwab. We discuss the gains and losses for institutions on the verge of the crossover...
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Implementing IFRS 9: Five Questions To Consider
Ahead of our IFRS 9 Forum, taking place 3-4 November, 2015, we reached out to AxiomSL’s Fraser Hall. Fraser will be participating at the event and had kindly provided the following article on five key...
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A Look into Model Requirements for Accurate Reporting and Impairment Terminology
Part 2 of 2 Read part 1 – IFRS 9: Classification and Measurement As part of the research for the Center for Financial Professionals’ IFRS 9 Forum (November 3-4, 2015 in London), our team conducted...
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Banks take on IFRS 9 Regulation
Ahead of our upcoming IFRS 9 Forum 2015 we would like to share the following article provided by Aptitude Software who will also be participating at the Forum in London, 3-4 November. The new IFRS 9...
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What does the transition from IAS 39 to IFRS 9 mean for an organisation?
Ahead of our IFRS 9 Forum we spoke with Fraser Hall, Head of Service Delivery at AxiomSL, to get his thoughts on the transition from IAS 39 to IFRS 9. As always, Fraser’s answers were extremely...
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Operational Risk Scenario Analysis
The Center for Financial Professionals spoke to Simon Cartlidge ahead of the New Generation Operational Risk Congress 2016, where he will be one of our key speakers. Simon Cartlidge, Head of...
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The Current and Future Regulatory Landscape and Its Potential Capital Impact:...
The Center for Financial Professionals carried out extensive research ahead of our 2016 Second Annual Capital Management Forum, determining the key challenges within Capital Management over the next...
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FRTB: Requirements, implementation and pricing considerations in practice
Here at the Center for Financial Professionals, we often interview senior financial professionals to give our readers some valuable insight and knowledge on trending subject matters. We recently have...
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A New Generation of Operational Risk Management
23 November 2015 Operational Risk is an area facing increasingly high scrutiny from regulators after the poor management of operational risk functions were attributed as a main factor towards the...
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Economic Snapshot for the Euro Area
The Eurozone economy continued to grow in Q3, supported by strong dynamics in domestic demand. However, GDP growth moderated compared to the previous quarter mainly due to headwinds from a deepening...
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The relationship between liquidity and capital
Ahead of the Capital Management Forum, the Center for Financial Professionals interviewed VP, Treasury Strategy of Deutsche Bank, Sam Steer on his panel discussion where he will be sharing his...
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Assessing the Move from VaR to Expected Shortfall
14 December, 2015 Brandon Davies will be one of over 20 senior market risk professionals presenting at 2016’s Fundamental Review of the Trading Book Summit in London, 19-20 April. Brandon will be...
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Challenges for a New Generation of Operational Risk
Article by Richard Pike, Non Executive Director at Permanent TSB. Richard Pike will be presenting at our New Generation Operational Risk 2016 Summit talking on Effectively Reporting Accurate and...
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Model Eligibility, Non-Modellable Risk Factors and the Set-Up of Individual...
The Fundamental Review of the Trading Book (FRTB), the New Basel IV as some have called it, ‘fundamentally’ alters the current market risk framework in place. With the practical implementation of the...
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Measuring Tail Risk
23 December 2015 Author: Brandon Davies Arguably the most surprising lesson for risk managers from the financial crisis was that tail risk – the extremely unlikely event that just about everyone...
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IFRS 9 – Understanding the New Standard and the Strategic Implications – Part 2
Ahead of Brandon’s anticipated participation at CFP’s IFRS 9 Forum: Addressing Each Phase of the Replacement of IAS 39 with IFRS 9, Brandon has released the following report on the International...
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Understanding The IFRS 9 Classification Approach And Its Implementation Into...
Katherine Cancro is a member of the Technical Accounting Group at Barclays Bank PLC in London, where the implementation project for IFRS 9 Classification and Measurement is one of her key...
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