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Whitepaper

The evolution of model risk management

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Whitepaper

How Benchmarking and a Use-based Approach Influence Validation Results

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Whitepaper

Latest Banking Model Validation Challenges - Fourth Quarter 2015

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Whitepaper

IFRS 9 Key Issues and Impacts

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Whitepaper

EMIR for derivatives

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Whitepaper

Managing Counterparty Credit Risk

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Whitepaper

Basel II implementation

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Whitepaper

Scenario and stress testing for proactive Risk Management

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Whitepaper

Insurance Model Validation Challenges

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Whitepaper

New Challenges in Investment Risk Management for European Insurers

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Whitepaper

Demystifying Validation Tools

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Whitepaper

Investment risk management for asset managers

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Whitepaper

The Challenges of Risk Management in Asset Management

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Webinar

A robust process for designing business scenarios in Insurance companies

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Webinar

Balance Sheet Optimization after Solvency II - How to mitigate your risks?

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Webinar

Balance Sheet Optimization after Solvency II – How to improve your financial and non-financial performance?

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Webinar

Balance Sheet Optimization after Solvency II – How to manage SCR Model Deficiencies

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Webinar

Does your Risk Appetite Cover All Risks ? Embedding Franchise Risk

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Webinar

ECB / EBA Views: Expected Impacts on Model Validation

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Webinar

EMIR for derivatives - Lessons learned and new challenges

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Webinar

IFRS9 - What is the Best Way to Leverage Basel Models for Credit Loss Measurement?

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Webinar

Impact of FRTB on trades valuation and hedging behaviour

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Webinar

Jewels and poison pills in your credit risk economic capital

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Webinar

Latest Trends in Model Risk Management

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Webinar

Let’s Open the Risk Aggregation Black Box!

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Webinar

Liquidity Investment Challenges

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Webinar

Operational Risk: The Revised Standard Formula Approach

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Webinar

Validating Advanced Operational Risk Models

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Webinar

Which Models do you Really Need? Driving Efficiency through Model Landscape – A Banking Perspective

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Webinar

Which Models do you Really Need? Driving Efficiency through Model Landscape – An Insurance Perspective

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Video

A firmwide model risk management program

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Video

Global vision of risk management- quantitative and qualitative perspectives

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Video

Key challenges for Canada in 2016

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Article

The 2017 CCAR scenarios are out - A quick comparison with the 2016 scenarios

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Article

EU-Wide Stress Test: the ECB Challenge

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Article

Balance sheet optimization after Solvency II

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Article

How different are EU and US stress scenarios

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Article

Improving the Return on Capital under the Solvency II Capital Requirement (SCR) Standard Formula using Market Risk Tail Hedging

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Article

Overview of the IOSCO Securities Markets Risk Outlook 2016

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Article

Why Model Risk Management Matters in Asset Management

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CASE STUDY

Does your Risk Appetite Cover All Risks? Embedding Franchise Risk

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Our Experts

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Bernhard Babel

Managing Director

Brussels

Area: Banking

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Marc Taymans

Managing Partner

Brussels

Area: North America

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Marie-Paule Laurent

Managing Partner

Brussels

Area: Regulators

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Frédéric Van Weyenbergh

Associate Partner

Brussels

Area: Continental Europe

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Thomas Wallace

Associate Partner

London

Area: UKI

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Andreas Raggl

Managing Partner

Zurich

Area: Asset Management, APAC, Middle East, Africa, Latin America

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Roel Van den Heuvel

Associate Partner

London

Area: Insurance

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