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EBA publishes final version of guidelines to strengthen Pillar 2 framework

The EBA finalised guidelines on the supervisory review and evaluation process (SREP), on stress testing as well as on interest rate risk in the banking book (IRRBB). Read more about how new regulation affects your institution.

JPMCC Frankfurt 2018

The Fintegral team from the Frankfurt office took part at the JPMCC in Frankfurt.

Industry Snapshot: The Business Case for XVA

How are valuation adjustments (XVA’s) impacting the bottom line? By what methods are practitioners using them to make business decisions? And how will current trends in XVA determine the future of derivatives? These are a few of the questions Fintegral will address over coming months as part of a survey of leading global banks for

Machine Learning for Credit Risk Evaluation

What are the most promising machine learning techniques for credit risk evaluation? Fintegral will assess the options at the Artificial Intelligence in Industry and Finance conference in Winterthur, Switzerland on Friday September 7.

VaR Survey: Fears over industry’s readiness for FRTB

A Fintegral survey of Value at Risk methodologies and frameworks at tier 1 banks suggests a lack of preparedness for the Fundamental Review of the Trading Book (FRTB). Among the key findings: Most respondents view data quality as a major concern for them Institutions appear ill-prepared to meet the new requirements.

Solutions for an Independent Validation Function

Both banks and regulators want to manage the risk created by the use of models, but they’re frequently at odds over how to do it. In the new yearbook of the Frankfurt Institute for Risk Management and Regulation (FIRM), Fintegral Partner Dr Andreas Peter and Helaba Bank Head of Credit Risk Management Stephan Kloock present

The Future of Risk Management

How do we manage risk in future? As traditional banking is turned on its head by FinTech and the acceleration of digitalization, how are we innovating to meet the expectations of both the market and supervisors? These were two of the questions discussed recently at Fintegral’s 31st Expert Forum in Frankfurt. Speakers from Commerzbank, Bergmann &

Machine-Learning: Decision-Making in Complex Environments

From robot surgery to self-driving cars, the algorithms used to control socio-technical systems are becoming more powerful. And in the era of machine-learning, our cyber decision-makers both learn and adapt. But what do we know about the risks involved? If machine-learning is not to be a technological black box, then there needs to be transparency and

Buoyancy Aid

We are proud to announce our sponsorship of Birmingham University Sailing Club for the forthcoming year. May the wind always be at your back and the sun shine warm upon your face

Observations on Model Risk

We have revised and updated our report “Observations on Model Risk”, a benchmark survey of 54 financial institutions carried out by Fintegral and the IACPM. Key points: While SR11-7 has emerged as a global standard for model risk management (MRM), there are pronounced differences in how institutions approach it according to size and regulatory environment