Gerd-Jan van Wiggen’s column in the Financial Investigator is about The EU Taxonomy Regulation and highlights banks’ exposure, trading books, and green missions.

Renze Munnik’s column in the Financial Investigator is about intrinsic risk management, the free market, and government interventions in the financial sector.

Svetlana Borovkova’s column in the Financial Investigator is about the value of alternative data, backtesting for assessing the value and returns versus costs.

Renze Munnik’s column in the Financial Investigator is about consistency within MVO (CSR), and how far organizations should look back in the chain for investment considerations.

Pim Poppe’s column in the Financial Investigator is about the sudden rise of inflation, monetary policies, the covid-19 cycle and budget stimulus.

In this paper, we examine the critical changes to the revised market risk framework. Including a general overview of the FRTB framework, the Standardised Approach (SA), and the FRTB Simplified Standardised Approach (SSA). This paper gives a high-level overview of the new regulatory standards without going into all the methods’ calculation details. The final section describes the new framework’s challenges for banking institutions.

Pim Poppe’s column in the Financial Investigator is about stock market valuation, interest rates and ALM. Including the Shiller P/E ratio and Excess Cape Yield (ECY).

The quality of IT and information security control is of great importance to pension funds and this will only continue to increase. DNB has had this in mind for years and is increasingly focusing on it in its supervisory agenda.

We have identified six key questions for decision-making with respect to using datasets from external providers. The approach focuses on six key questions regarding definition of default, granularity, scope of application, data sample, number of defaults in the dataset and the availability and quality of the explanatory variables.