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Whitepaper

Machine Learning in Compliance: This is how banks and financial service providers optimise sanctions & PEP screening in the KYC process

Over the past two decades, the compliance function has clearly gained in importance for banks. This is partially against a background of numerous…

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Prudent Valuation (AVAs) in COVID-19 crisis

Since inception, the pro-cyclical nature of AVAs was pointed out by practitioners: In particular, in times of severe market stress, the 90%-quantile…

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Brochure

The Transformation to a Digital Mobility Ecosystem

Leveraging IoT (Internet of Things) and DLT (Distributed Ledger Technology), vehicles and infrastructure converge into an ecosystem where machines not…

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Impact of the new CVA risk capital charge

This paper highlights the key differences between current and future calculation approaches for regulatory CVA risk capital charges.

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FRTB 2.0: The New Market Risk Framework

FRTB 2.0: The New Market Risk Framework – How much is in the CRR 2?


In January 2019, the BCBS published the final paper on the Fundamental Review of…

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