Decoding the trends and anticipating the future to fuel innovation in Financial Services.

Global Research & Analytics

White paper on Model Risk Management: How to measure and quantify model risk?

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5 December 2019

The aim of this paper is to present model risk situations and a methodology to measure and quantify the associated risk at model level, with different types of assumptions.

Global Research & Analytics

Global Research Analytics Booklet “Risk & modelling” – Third Edition

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15 July 2019

After seven years of existence, the GRA team continues to explore the issues of risk quantification. This third booklet still demonstrates the perseverance of the GRA work and reflects ...

Global Research & Analytics

Counterparty Credit Risk : Evolution of the standardised approach to determine the EAD of counterparties

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12 June 2019

This article focuses on the revised standardised methodology (SA-CCR) introduced by the regulator to compute the Exposure of derivatives for Counterparty Credit Risk management.

Global Research & Analytics

1st White Paper of 2019 by Global Research Analytics (GRA)

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27 May 2019

“Stochastic modelling of the loss given default (LGD) for non-defaulted assets”

Global Research & Analytics

Cat bonds & Artificial Neural Networks, our tribune published on Risk.net

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10 September 2018

Mikaël Benizri, Actuary, supported by Ziad Fares, R&D, published this white paper with a view to present a mathematic model assisting in the pricing of insurance risk transfer products...

Global Research & Analytics

Video : “Global Research Analytics explained”

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23 March 2017

This new CH&Co. discussion series focuses on Global Research & Analytics.

Our publications

Finance, Risk & Compliance

Bâle III : La cristallisation des tensions entre banques et régulateurs

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December 2019

Depuis plusieurs semaines, les banques font connaître leurs craintes sur la transposition des règles mondiales de solvabilité négociées dans le cadre du Comité de Bâle. La raison...

Global Research & Analytics

White paper on Model Risk Management: How to measure and quantify model risk?

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December 2019

The aim of this paper is to present model risk situations and a methodology to measure and quantify the associated risk at model level, using different types of assumptions. Then, consi...

Biz Dev & Transformation

Le modèle de franchise dans la banque de détail : expériences et enjeux

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November 2019

Bien qu’encore peu répandue, la formule d’agences bancaires franchisées intéresse actuellement un certain nombre d’établissements.

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