risk management

Digital Operational Resilience Act (DORA) – new requirements and implications

29.03.2023

DORA establishes a legal framework for the direct monitoring of critical third-party ICT service providers (especially large cloud computing service providers).

Derivative pricing and risk management with neural networks

02.11.2022

Currently, the main models used for derivative pricing are based on arithmetical models. Their weakness, however, is their performance. Derivative valuation using machine learning

Effectively managing non-financial risks (NFR) in an integrated manner and leveraging synergies

19.03.2021

An integrated and consistent framework is the key to effectively managing non-financial risks

Final EBA requirements for the estimation of downturn LGDs

27.08.2019

Focus: Modeling of risk parameters – new importance for downturn parameters in IRBA model development.

Integrated Financial Resource Management (IFRM)

18.04.2018

How to manage scarce financial resources in banks.

Basel IV: approach for determining the capital charges

05.04.2018

SMA for operational risk finalized.

Risk appetite framework as a chance to improve bank’s risk governance

20.03.2018

How to valuably implement regulatory requirements.

Capital requirements for operational risk – new SMA

20.04.2017

BCBS #355 proposes a standardized approach that is planned to replace all three existing approaches.

Ensuring compliance in highly regulated sectors with the help of digitalization

18.01.2017

zeb: Mathias, to introduce your company can you please elaborate on the main pillars of your business model? Mathias Wegmüller:

LCR and NSFR simulation

12.09.2016

A core component of a holistic liquidity risk management approach

Data—from regulatory burden to strategic asset

10.06.2016

Integrated architectures offer more than one response to regulatory requirements.

ERF BIRD SDD — Proposal from the ECB for the future development of reporting

01.02.2016

Long-term transition towards delivery of granular data.

Quantification and management of model risks against the backdrop of current regulatory requirements

23.08.2015

Quantification and management of model risks against the backdrop of current regulatory requirements – Challenges of dealing with model risks

Gaining the competitive edge – measuring and assessing an organization’s risk culture

10.08.2015

Risk culture is a crucial factor when it comes to the daily business of handling various risks, especially in the financial industry. The long-term

Survey results: Increasing requirements for risk controlling

07.08.2015

The increased concentration of regulatory requirements has particularly affected risk controlling, whose staff had to take on a more reactive role, in order to

Reputational Risk: Sound management becomes essential

25.07.2015

The relevance of reputational risk (RepRisk) is further increasing based on the latest SREP guidelines published on December 19, 2014. For banks it is

No comprehensive risk management without risk culture

05.02.2015

Why risk culture?

Fundamental review of the trading book (FRTB) – A revised market risk framework

19.08.2014

Overview of the most important changes for market risks under Basel 3.5

Regulatory required data quality as decision-making support

08.07.2014

different regulatory requirements have been trying to further enhance the capacities of banks to cope with stress and crisis situations.

Big data: Potentials from a risk management perspective

02.07.2014

Every day relevant news and in-depth analyses about current banking topics by our zeb experts.Terabytes, petabytes and exabytes—the amount of data that companies and