“...Purpose The use of risk proxies in internal models remains a popular modelling solution. However, there is some risk that a proxy may not constitute an...”

“...Purpose – This report aims to investigate the approaches taken by financial institution to implement and compute the funding valuation adjustment (FVA). FVA...”

“...Purpose – This paper, based on case-studies with five universal banks from Europe and North America, aims to investigate which types of comprehensive risk...”

“...Purpose – Compliance is defined as conforming to a rule, such as a policy framework, standard or law. Regulatory compliance encompasses all processes that...”