Financial risk and evaluation research
127 research papers
Technology Solutions for Credit Risk 2.0: Vendor Landscape, 2019
This is the first of two reports that update our research into technology solutions for credit risk management. In our previous credit risk report, we highlighted the continuing emergence of a new credit modeling and analytics environment in credit risk (particularly in the banking book). This is a…
Fixed-Income Technology Solutions, 2019: Market and Vendor Landscape
The landscape for fixed-income solutions is a complex one, shaped by a variety of economic, geographic and cultural factors. This complexity is creating wide differences across different segments of the market - notably bonds, securities and loans - in three main areas: the quality of reference…
Vendor Spotlight: Numerix: Front Office Risk Management Technology, 2019
This Vendor Spotlight is based on the Chartis quadrant report Front Office Risk Management Technology, 2019: Market Update and Vendor Landscape (published in July 2019). This section summarizes the key theses in that report; subsequent sections take a detailed look at Numerix’s quadrant positioning…
Front Office Risk Management Technology, 2019: Market Update and Vendor Landscape
While the market dynamics that we identified in our 2018 FORM report persist, over the past year several developments have been shaping the landscape.
Mapping Demand for IFRS 17 Solutions
We examine the drivers of demand for solutions, and the vendor landscape in this free to download report.
Vendor Analysis: Moody’s Analytics: IFRS 17 Technology Solutions, 2019
This Vendor Analysis is based on the Chartis report IFRS 17 Technology Solutions, 2019: Market and Vendor Landscape (published in April 2019). This section summarizes the key theses in that report; subsequent sections take a detailed look at the quadrant positioning and scoring for Moody’s…
Sell-Side Enterprise Risk Management Technology, 2019: Market Update and Vendor Landscape
After summarizing key market trends, we analyze two areas where there has been considerable activity: margin valuation adjustment (MVA) and initial margin (IM) requirements.
IFRS 17 Technology Solutions: Market and Vendor Landscape 2019
International Financial Reporting Standard (IFRS) 17 is the first comprehensive global accounting standard for insurance and reinsurance contracts. For insurers and reinsurers it will mean a costly overhaul of their accounting practices and systems, with the exact cost depending on their size,…
IFRS 17: The next stage in risk-aware accounting
International Financial Reporting Standard (IFRS) 17 is the first comprehensive global accounting standard for insurance and reinsurance contracts. For insurers and reinsurers it will mean a costly overhaul of their accounting practices and systems, with the exact cost depending on their size,…
FRTB: Is time still on your side?
In March 2018, based on its observations of banks’ efforts to implement FRTB, the BCBS decided to postpone the deadline for implementation to 2022, acknowledging ‘ongoing challenges related to implementation of the standard’. With more time before implementation, banks now have an opportunity to re…