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ARTICLE

Distribution Analysis for Information Risk (DAIR): A Cyber Quantification Framework

We know that cyber threats continue to evolve and pose increasingly significant risks to organizations. We also know that the impact of cyber-attacks extends beyond direct financial consequences. Cyber incidents can lead to serious service disruptions, reputational damage and share price deterioration, along with potential for fines and litigation. We also know that the impact of cyber-attacks extends beyond direct financial consequences. Cyber incidents can lead to serious service disruptions, reputational damage and share price deterioration, along with potential for fines and litigation.

CYBER RISK, DAIR, BANKS, CREDIT UNIONS, ASSET MANAGERS

REPORT

Alternative Rating Development Approaches: Shadow Bond Approach

Where good-bad analysis cannot be used due to lack of default data, the ‘shadow-bond method’ offers a less robust but statistically valid alternative. Here the ability of financial factors to predict default is modelled by measuring their ability to predict external rating agency default rates.

RATINGS, DATA, SCORECARDS

REPORT

Regulatory Approval of Internal Ratings Based Approach

More than ten years after the roll-out of Basel 2, many lending intuitions in Canada are still using the Standardized Approach (SA) for regulatory reporting. As a consequence, reporting institutions are either setting aside disproportionately higher capital for their loan book, are engaged in regulatory arbitrage by issuing residential real estate loans or are involved in "originate-to-distribute" lending. All of these afore-mentioned consequences contribute to higher systemic risk

RATINGS, DATA, SCORECARDS, REGULATORS

PERSPECTIVE

Budgeting 360: Financial, Capital and Risk Budgeting and Planning at Financial Institutions

Integrated Planning: Integrating Risk Appetite and Capital Management in Strategic Planning Cycle

CORPORATE MANAGEMENT, SYSTEMS, STRATEGIC PLANNING, STRATEGY DEVELOPMENT

PERSPECTIVE

Capital Management Using Stress Testing

Market volatility and its impact on capital from regulatory and economic perspective

AVAILABLE FINANCIAL RESOURCES, REGULATORY CAPITAL, ECONOMIC CAPITAL

PERSPECTIVE

ICAAP - A Modelled Approach

How to move from approximation based capital quantification to a modelled ICAAP approach

RISK TAXONOMY, MATERIALITY, ICAAP

PERSPECTIVE

Value Creation in Retail Credit Business

Credit processes design and enhancement

CREDIT RISK, PROCESS REDESIGN

CASE STUDIES

Small Business Lending: A Benchmarking Report

Best practice benchmarking on Small Business lending from 5 regions and over 40 banks

SMALL BUSINESS, LENDING, CREDIT BUSINESS

PERSPECTIVE

Capital Optimization by Adjusting the Risk Weights and Improving Loan Pricing

Improve capital position by tactical reduction in risk-weighted assets

RWA, OPTIMIZATION, CAPITAL

CASE STUDIES

Treasury: Benchmarking Funds Transfer Pricing Best Practice

Best practice approach covering FTP practices

TRANSFER PRICING, LIQUIDITY ADJUSTMENT, CONTINGENT LIQUIDITY