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Margin Models and Their Usage

Part I – Model Design & Methodology
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Applying Agentic AI to Model Validation

A case study by Ampega and d-fine
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Shaping the RDARR Scope of Application

Turning Regulatory Expectations into Market Practice
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Solvency II Review – What’s New for the Long-Term Guarantees

Exploring the new interest-rate extrapolation and volatility adjustment methods
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Whitepaper

Novel Challenges from "Novel Risks"

Next level requirements for IFRS 9 provisioning
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Whitepaper

Risk Mitigation Accounting

The Successor of the IAS 39 Portfolio Hedge is Waiting in the Wings
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The next phase for IRRBB NII - Regulatory requirement or strategic KPI?

Interest Rate Risk in the Banking Book (IRRBB) – and specifically the net interest income (NII)…
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Article

Anomaly Detection with Variational Quantum Generative Adversarial Networks

Generative adversarial networks (GANs) are a machine learning framework comprising a generative…
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Article

eXplainable AI for Quantum Machine Learning

Parametrized Quantum Circuits (PQCs) enable a novel method for machine learning (ML). However, from…
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Article

Entangled Threats: A Unified Kill Chain Model for Quantum Machine Learning Security

Quantum Machine Learning (QML) systems inherit vulnerabilities from classical machine learning while…
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Article

Quantum Deep Hedging

Potential of quantum-based machine learning methods as a hedging strategy
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Whitepaper

Post-Brexit Solvency

How UK reforms enable smarter capital management
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