everis was Gold Sponsor of the Marcus Evans Conference ‘4th Edition: Impact of the Fundamental Review of the Trading Book’ at Canary Wharf, London on 23-24th February 2017.
This was a timely opportunity to catch up with banks and solution partners as we move into the implementation phase of Fundamental Review of the Trading Book (FRTB) programmes. We heard views and case studies across a range of topics including market risk methodology, operating model definition and data and systems architecture design.
Our presentation at the conference focused on the architectural challenges posed by FRTB.
Solving the FRTB Challenge: Why You Should Consider an Aggregation SolutionFIS
Many banks face multiple challenges around market risk, with outdated infrastructure, fragmented systems, and inflexible reporting tools. And now FRTB raises the stakes. The Fundamental Review of the Trading Book is the biggest change in market risk rules that we’ve seen in a generation.
The answer to the FRTB challenge is a centralized aggregation solution that allows you to source required prices from one or more front-office and risk engines, perform bank-wide FRTB calculations using those inputs, and combine the results with intermediate data and expose inputs via reporting and analysis tools.
View our slideshow to learn more about aggregation challenges and why you should consider an external solution.
everis Marcus Evans FRTB Conference 23Feb17Jonathan Philp
everis was Gold Sponsor of the Marcus Evans Conference ‘4th Edition: Impact of the Fundamental Review of the Trading Book’ at Canary Wharf, London on 23-24th February 2017.
This was a timely opportunity to catch up with banks and solution partners as we move into the implementation phase of Fundamental Review of the Trading Book (FRTB) programmes. We heard views and case studies across a range of topics including market risk methodology, operating model definition and data and systems architecture design.
Our presentation at the conference focused on the architectural challenges posed by FRTB.
SlideshareData management implications of the Fundamental Review of the Tradi...Leigh Hill
Fundamental Review of the Trading Book (FRTB) is two years away. Significant data management changes and challenges presented by the regulation call for an early start on implementation. The webinar will discuss the challenges of FRTB and provide practical guidance on how best to achieve efficient and effective compliance.
Join the webinar to find out about:
- The requirements of FRTB
- Data management challenges
- Best practice approaches
- Benefits of compliance
- Expert implementation guidance
Solving the FRTB Challenge: Why You Should Consider an Aggregation SolutionFIS
Many banks face multiple challenges around market risk, with outdated infrastructure, fragmented systems, and inflexible reporting tools. And now FRTB raises the stakes. The Fundamental Review of the Trading Book is the biggest change in market risk rules that we’ve seen in a generation.
The answer to the FRTB challenge is a centralized aggregation solution that allows you to source required prices from one or more front-office and risk engines, perform bank-wide FRTB calculations using those inputs, and combine the results with intermediate data and expose inputs via reporting and analysis tools.
View our slideshow to learn more about aggregation challenges and why you should consider an external solution.
everis Marcus Evans FRTB Conference 23Feb17Jonathan Philp
everis was Gold Sponsor of the Marcus Evans Conference ‘4th Edition: Impact of the Fundamental Review of the Trading Book’ at Canary Wharf, London on 23-24th February 2017.
This was a timely opportunity to catch up with banks and solution partners as we move into the implementation phase of Fundamental Review of the Trading Book (FRTB) programmes. We heard views and case studies across a range of topics including market risk methodology, operating model definition and data and systems architecture design.
Our presentation at the conference focused on the architectural challenges posed by FRTB.
SlideshareData management implications of the Fundamental Review of the Tradi...Leigh Hill
Fundamental Review of the Trading Book (FRTB) is two years away. Significant data management changes and challenges presented by the regulation call for an early start on implementation. The webinar will discuss the challenges of FRTB and provide practical guidance on how best to achieve efficient and effective compliance.
Join the webinar to find out about:
- The requirements of FRTB
- Data management challenges
- Best practice approaches
- Benefits of compliance
- Expert implementation guidance
Outlook and market survey on the fresh Standards for Minimum capital requirements for market risk, published January 14th, 2016.
FRTB will deeply impact banks on IT, process, organization and human aspects.
CH&Co can help banks cope with these changes.
Overview of the Basel Committee's revised "Minimum capital requirements for market risk" (formerly FRTB), with notes and tips for technical implementation.
The Fundamental Review of the Trading Book (FRTB) is a major challenge for the banking sector. This new Accenture Finance & Risk Services presentation explores the key implications of the new requirements and highlights key differences with previously published standards. Access this link for more information on FRTB: http://bit.ly/1NnY1RN
Challenges in Practical Market Risk Management - a presentation by Anshuman Prasad, Director, Risk and Analytics at CRISIL GR&A made at the 15th Annual GARP Risk Management Convention, New York.
Operational Risk Loss Forecasting Model for Stress TestingCRISIL Limited
Presentation on ‘Operational Risk Loss Forecasting Model for Stress Testing – A Three-Stage Approach’ made by Dr. James Lu, Director, Risk & Analytics, CRISIL Global Research & Analytics (GR&A) at The 17th Annual OpRisk North America 2015, New York
CH&Cie - Fundamental Review of the Trading BookC Louiza
Arbitrage opportunity Banking book vs Trading book • The classification of assets between the banking book and trading book was unclear allowing arbitrage opportunity for RWA
Because the VaR starts to be « old fashioned » and not so "Normal" :-), CH&Co. and its GRA team wanted to pay a last tribute to this world famous Market Risk Method.
This paper comes along with a Excel Tool
CH&CO - VaR methodology whitepaper - 2015 C Louiza
In the framework of knowledge promotion and expertise sharing, Chappuis Halder & Co. decided to give free access to the “Value-at-Risk Valuation tool” named in our paper “VaR spreadsheet estimator”. It contains the detail sheets simulations for the three main Value-at-Risk methods: Variance/covariance VaR, Historical VaR and Monte-Carlo VaR. The presented methodologies are not exhaustive and more exist and can be adapted depending on the process constraints.
This paper aims to have a theoretical approach of VaR and define all relevant steps to compute VaR according to the defined methodology. And to go further, it seems important to define VaR for a linear financial instrument. Thus, illustrations to monitor the VaR for an equity stock has been performed with a European call option VaR simulations for a better understanding of the concept and the tool. This article only focuses on VaR but will provide opportunities to open to more quantitative risk indicators as Stress-tests, Back-testing, Comprehensive risk measure (CRM), Expected Tail Loss (ETL) or Conditional VaR… more or less linked with the VaR methodologies…
Fundamental Review of the Trading Book - What is FRTB and why start now?Morten Weis
Presentation on new minimum standard for market risk capital, known as Fundamental Review of the Trading Book "FRTB", issued by the Basel Committee January 2016. Given by Dr. Morten Weis, independent risk management expert, at a workshop arranged by KPMG Denmark 9 June 2016 in Copenhagen, Denmark. Focus is on general introduction to the new capital standard, with emphasis on the standard method as it is used by most banks in Denmark. Advice is shared on why to start FRTB preparations now, despite rules expected in force first from 2019.
The presentation is in pdf format, but might not display correctly unless downloaded.
Die Vollendung von Basel III oder schon Basel IV?Bankenverband
Eigentlich galt das Basel III-Reformpaket als abgeschlossen. Doch nun will der Baseler Ausschuss die zur Berechnung der vorgeschriebenen Kapitalunterlegung verwendeten Verfahren umfassend überarbeiten. Dies betrifft den Kreditrisiko-Standardansatz, Mindestgrenzen (Floors) für interne Risikomodelle, die Verfahren für Marktpreis-Risiken, operationelle Risiken und nun auch Zinsänderungs-Risiken. Das sei nicht der Abschluss von Basel III, sondern die Einführung von Basel IV, moniert der Bankenverband und kritisiert die Pläne als zu weitgehend und für die Banken eventuell überfordernd. Mehr: http://bit.ly/20oLMXR
Outlook and market survey on the fresh Standards for Minimum capital requirements for market risk, published January 14th, 2016.
FRTB will deeply impact banks on IT, process, organization and human aspects.
CH&Co can help banks cope with these changes.
Overview of the Basel Committee's revised "Minimum capital requirements for market risk" (formerly FRTB), with notes and tips for technical implementation.
The Fundamental Review of the Trading Book (FRTB) is a major challenge for the banking sector. This new Accenture Finance & Risk Services presentation explores the key implications of the new requirements and highlights key differences with previously published standards. Access this link for more information on FRTB: http://bit.ly/1NnY1RN
Challenges in Practical Market Risk Management - a presentation by Anshuman Prasad, Director, Risk and Analytics at CRISIL GR&A made at the 15th Annual GARP Risk Management Convention, New York.
Operational Risk Loss Forecasting Model for Stress TestingCRISIL Limited
Presentation on ‘Operational Risk Loss Forecasting Model for Stress Testing – A Three-Stage Approach’ made by Dr. James Lu, Director, Risk & Analytics, CRISIL Global Research & Analytics (GR&A) at The 17th Annual OpRisk North America 2015, New York
CH&Cie - Fundamental Review of the Trading BookC Louiza
Arbitrage opportunity Banking book vs Trading book • The classification of assets between the banking book and trading book was unclear allowing arbitrage opportunity for RWA
Because the VaR starts to be « old fashioned » and not so "Normal" :-), CH&Co. and its GRA team wanted to pay a last tribute to this world famous Market Risk Method.
This paper comes along with a Excel Tool
CH&CO - VaR methodology whitepaper - 2015 C Louiza
In the framework of knowledge promotion and expertise sharing, Chappuis Halder & Co. decided to give free access to the “Value-at-Risk Valuation tool” named in our paper “VaR spreadsheet estimator”. It contains the detail sheets simulations for the three main Value-at-Risk methods: Variance/covariance VaR, Historical VaR and Monte-Carlo VaR. The presented methodologies are not exhaustive and more exist and can be adapted depending on the process constraints.
This paper aims to have a theoretical approach of VaR and define all relevant steps to compute VaR according to the defined methodology. And to go further, it seems important to define VaR for a linear financial instrument. Thus, illustrations to monitor the VaR for an equity stock has been performed with a European call option VaR simulations for a better understanding of the concept and the tool. This article only focuses on VaR but will provide opportunities to open to more quantitative risk indicators as Stress-tests, Back-testing, Comprehensive risk measure (CRM), Expected Tail Loss (ETL) or Conditional VaR… more or less linked with the VaR methodologies…
Fundamental Review of the Trading Book - What is FRTB and why start now?Morten Weis
Presentation on new minimum standard for market risk capital, known as Fundamental Review of the Trading Book "FRTB", issued by the Basel Committee January 2016. Given by Dr. Morten Weis, independent risk management expert, at a workshop arranged by KPMG Denmark 9 June 2016 in Copenhagen, Denmark. Focus is on general introduction to the new capital standard, with emphasis on the standard method as it is used by most banks in Denmark. Advice is shared on why to start FRTB preparations now, despite rules expected in force first from 2019.
The presentation is in pdf format, but might not display correctly unless downloaded.
Die Vollendung von Basel III oder schon Basel IV?Bankenverband
Eigentlich galt das Basel III-Reformpaket als abgeschlossen. Doch nun will der Baseler Ausschuss die zur Berechnung der vorgeschriebenen Kapitalunterlegung verwendeten Verfahren umfassend überarbeiten. Dies betrifft den Kreditrisiko-Standardansatz, Mindestgrenzen (Floors) für interne Risikomodelle, die Verfahren für Marktpreis-Risiken, operationelle Risiken und nun auch Zinsänderungs-Risiken. Das sei nicht der Abschluss von Basel III, sondern die Einführung von Basel IV, moniert der Bankenverband und kritisiert die Pläne als zu weitgehend und für die Banken eventuell überfordernd. Mehr: http://bit.ly/20oLMXR
Fundamental Review of the Trading Book (FRTB) – Data Challengesaccenture
In this Accenture Finance & Risk presentation we explore the challenges facing banks responding to the new Fundamental Review of the Trading Book (FRTB) rules and offer guidance on how to respond to these. http://bit.ly/2fojCKB
An immersive workshop at General Assembly, SF. I typically teach this workshop at General Assembly, San Francisco. To see a list of my upcoming classes, visit https://generalassemb.ly/instructors/seth-familian/4813
I also teach this workshop as a private lunch-and-learn or half-day immersive session for corporate clients. To learn more about pricing and availability, please contact me at http://familian1.com
How to Become a Thought Leader in Your NicheLeslie Samuel
Are bloggers thought leaders? Here are some tips on how you can become one. Provide great value, put awesome content out there on a regular basis, and help others.
The spring 2017 Insight newsletter from Quantifi, discussing FRTB and whether it is strengthening market risk practices, and whether banks are prepared for the changes it will bring
What's next for the investment management industry?SimCorp
“It's difficult to predict. Especially about the future."
It may be debatable who the source of the above quote is: Mark Twain, Storm P., Niels Bohr or Yogi Berra. But the truth of it struck us as particularly relevant as we looked back at the tumultuous events of the past twelve months in preparation for writing this outlook on the year ahead.
Continuing with our updates on the key aspects of IFRS 9 Implementation, our current post (attached) talks about “IFRS 9 Impairment Solution”. The post aims to provide key insights, which might assist banks’ in selecting a strategic solution that will future-proof the investment towards successful IFRS 9 implementation. The post enumerates on the key desirable features both from functional and technical viewpoints, which a strategic IFRS 9 solution should possess and will benefit our readers to make an important choice.
By 1st December 2015, BCBS-IOSCO rules mean that all eligible financial and non-financial counterparties must be able to exchange bilateral Variation Margin (VM) and Initial Margin (IM) with their OTC derivatives counterparties. The consequences of this extend far beyond methodology, requiring a re-evaluation of the whole end to end workflow.
IFRS Implementation and How the Banks should Approach It.JAMES OKARIMIA
IFRS Implementation and How the Banks should Approach It. A publication by James Okarimia
Managing Partner at RM associates
Partners in Enterprise Risk Managements
Similar to everis FRTB Conference Paper Feb17 (20)
Introduction to Indian Financial System ()Avanish Goel
The financial system of a country is an important tool for economic development of the country, as it helps in creation of wealth by linking savings with investments.
It facilitates the flow of funds form the households (savers) to business firms (investors) to aid in wealth creation and development of both the parties
Currently pi network is not tradable on binance or any other exchange because we are still in the enclosed mainnet.
Right now the only way to sell pi coins is by trading with a verified merchant.
What is a pi merchant?
A pi merchant is someone verified by pi network team and allowed to barter pi coins for goods and services.
Since pi network is not doing any pre-sale The only way exchanges like binance/huobi or crypto whales can get pi is by buying from miners. And a merchant stands in between the exchanges and the miners.
I will leave the telegram contact of my personal pi merchant. I and my friends has traded more than 6000pi coins successfully
Tele-gram
@Pi_vendor_247
What website can I sell pi coins securely.DOT TECH
Currently there are no website or exchange that allow buying or selling of pi coins..
But you can still easily sell pi coins, by reselling it to exchanges/crypto whales interested in holding thousands of pi coins before the mainnet launch.
Who is a pi merchant?
A pi merchant is someone who buys pi coins from miners and resell to these crypto whales and holders of pi..
This is because pi network is not doing any pre-sale. The only way exchanges can get pi is by buying from miners and pi merchants stands in between the miners and the exchanges.
How can I sell my pi coins?
Selling pi coins is really easy, but first you need to migrate to mainnet wallet before you can do that. I will leave the telegram contact of my personal pi merchant to trade with.
Tele-gram.
@Pi_vendor_247
Exploring Abhay Bhutada’s Views After Poonawalla Fincorp’s Collaboration With...beulahfernandes8
The financial landscape in India has witnessed a significant development with the recent collaboration between Poonawalla Fincorp and IndusInd Bank.
The launch of the co-branded credit card, the IndusInd Bank Poonawalla Fincorp eLITE RuPay Platinum Credit Card, marks a major milestone for both entities.
This strategic move aims to redefine and elevate the banking experience for customers.
If you are looking for a pi coin investor. Then look no further because I have the right one he is a pi vendor (he buy and resell to whales in China). I met him on a crypto conference and ever since I and my friends have sold more than 10k pi coins to him And he bought all and still want more. I will drop his telegram handle below just send him a message.
@Pi_vendor_247
The European Unemployment Puzzle: implications from population agingGRAPE
We study the link between the evolving age structure of the working population and unemployment. We build a large new Keynesian OLG model with a realistic age structure, labor market frictions, sticky prices, and aggregate shocks. Once calibrated to the European economy, we quantify the extent to which demographic changes over the last three decades have contributed to the decline of the unemployment rate. Our findings yield important implications for the future evolution of unemployment given the anticipated further aging of the working population in Europe. We also quantify the implications for optimal monetary policy: lowering inflation volatility becomes less costly in terms of GDP and unemployment volatility, which hints that optimal monetary policy may be more hawkish in an aging society. Finally, our results also propose a partial reversal of the European-US unemployment puzzle due to the fact that the share of young workers is expected to remain robust in the US.
how to sell pi coins at high rate quickly.DOT TECH
Where can I sell my pi coins at a high rate.
Pi is not launched yet on any exchange. But one can easily sell his or her pi coins to investors who want to hold pi till mainnet launch.
This means crypto whales want to hold pi. And you can get a good rate for selling pi to them. I will leave the telegram contact of my personal pi vendor below.
A vendor is someone who buys from a miner and resell it to a holder or crypto whale.
Here is the telegram contact of my vendor:
@Pi_vendor_247
The secret way to sell pi coins effortlessly.DOT TECH
Well as we all know pi isn't launched yet. But you can still sell your pi coins effortlessly because some whales in China are interested in holding massive pi coins. And they are willing to pay good money for it. If you are interested in selling I will leave a contact for you. Just telegram this number below. I sold about 3000 pi coins to him and he paid me immediately.
Telegram: @Pi_vendor_247
BYD SWOT Analysis and In-Depth Insights 2024.pptxmikemetalprod
Indepth analysis of the BYD 2024
BYD (Build Your Dreams) is a Chinese automaker and battery manufacturer that has snowballed over the past two decades to become a significant player in electric vehicles and global clean energy technology.
This SWOT analysis examines BYD's strengths, weaknesses, opportunities, and threats as it competes in the fast-changing automotive and energy storage industries.
Founded in 1995 and headquartered in Shenzhen, BYD started as a battery company before expanding into automobiles in the early 2000s.
Initially manufacturing gasoline-powered vehicles, BYD focused on plug-in hybrid and fully electric vehicles, leveraging its expertise in battery technology.
Today, BYD is the world’s largest electric vehicle manufacturer, delivering over 1.2 million electric cars globally. The company also produces electric buses, trucks, forklifts, and rail transit.
On the energy side, BYD is a major supplier of rechargeable batteries for cell phones, laptops, electric vehicles, and energy storage systems.
how to swap pi coins to foreign currency withdrawable.DOT TECH
As of my last update, Pi is still in the testing phase and is not tradable on any exchanges.
However, Pi Network has announced plans to launch its Testnet and Mainnet in the future, which may include listing Pi on exchanges.
The current method for selling pi coins involves exchanging them with a pi vendor who purchases pi coins for investment reasons.
If you want to sell your pi coins, reach out to a pi vendor and sell them to anyone looking to sell pi coins from any country around the globe.
Below is the contact information for my personal pi vendor.
Telegram: @Pi_vendor_247
Even tho Pi network is not listed on any exchange yet.
Buying/Selling or investing in pi network coins is highly possible through the help of vendors. You can buy from vendors[ buy directly from the pi network miners and resell it]. I will leave the telegram contact of my personal vendor.
@Pi_vendor_247
how to sell pi coins in all Africa Countries.DOT TECH
Yes. You can sell your pi network for other cryptocurrencies like Bitcoin, usdt , Ethereum and other currencies And this is done easily with the help from a pi merchant.
What is a pi merchant ?
Since pi is not launched yet in any exchange. The only way you can sell right now is through merchants.
A verified Pi merchant is someone who buys pi network coins from miners and resell them to investors looking forward to hold massive quantities of pi coins before mainnet launch in 2026.
I will leave the telegram contact of my personal pi merchant to trade with.
@Pi_vendor_247