Tag Archive for: news

At RiskMinds 2021, three important themes were discussed: climate risk, credit risk and market risk. Furthermore, CROs worry about cybersecurity and operational risk.

This EBA discussion paper provides a good and comprehensive overview of the use of machine learning for credit applications.

Pim Poppe’s column in the Financial Investigator is about what it means to be an asset-owner-owned asset manager and whether it’s wise to sell your captive asset manager.

In November 2021, we organized a roundtable regarding the application of expert judgment and overrides in behavioral modeling of prepayments and savings, including interest rates, COVID-19, and elasticity of savings.

Gerd-Jan van Wiggen over zijn toetreding als partner bij Probability & Partners en belangrijke thema’s in de bancaire sector.

Pim Poppe’s column in the Financial Investigator is about the ECB climate stress test, the interest of institutional investors, critics and inspiration for asset managers and owners.

The obligation of doing the own risk assessment (ORA) followed the IORP II. Most requirements are not new, but small changes are made.

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.

Svetlana Borovkova’s column in the Financial Investigator about sustainable investing and the emerging trend of the S (social aspects) in ESG.

Pim Poppe’s column in the Financial Investigator is about modelling: to model or not to model. Including regulations, environmental changes and judgment.