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What’s in a Scenario?
Last week, we discussed how our algorithms factor in new, unprecedented scenarios, such as COVID-19. But which particular variables have the biggest impact on the overall risk scenario? This was a question put to us by another one of our clients. There is no “super variable”. Of course, not all variables are created equal. But the key…
Predicting the Pandemic
Last month we wrote about the massive upheaval caused by the coronavirus pandemic, and how financial institutions must quickly find an effective way to measure unprecedented tail risks. The piece sparked a number of questions, which I’ll attempt to answer here. One client asked: Could you describe in detail how Straterix adjusted to the situation coronavirus created?…
COVID-19 Calls for New Risk Measure
Read our CEO’s article – COVID-19 Calls for New Risk Measures, which was published on April 3, 2020 in the GARP magazine
An Extraordinary Scenario Calls for Extraordinary Measures
TRADITIONAL STRESS TESTS ARE AT BEST USELESS; AT WORST, THEY COULD BE DEVASTATING The markets are in turmoil. Economies are being shut down. Health systems are struggling to cope. In the face of the coronavirus pandemic and the upheaval it’s caused, financial institutions and corporations are performing severe stress tests daily. They do them in…
Corona virus outbreak – It’s not too late to act
Coronavirus caused a tremendous market turbulence. Everyone was expecting a crisis – is this it? Could it just be a temporary panic in the market that will dissipate once the Corona outbreak is contained?? Experts express different opinions, but investors must be prepared for any outcome even if they are in the market for the…
The Libor Dilemma: How to Manage and Mitigate the Risks of a Tough Transition
Read our CEO’s article that was published in GARP on February 27, 2020. View on Garp
How Risk Managers Can Most Effectively Apply AI
Read our CEO Alla Gil’s take on the effective use of AI in Risk Management, as published on GARP
How to Account for Tail Risk in Wealth Management
Our CEO Alla Gil’s insights about considering tail-risks in wealth management, as published by GARP
Balance Sheet Optimization
Balance sheet optimization has been the Holy Grail of companies’ management for many years now. But to quote Fintekminds on the topic, “A lot has been tried and written on the subject, but very few have been able to achievemeaningful results.” There were attempts to treat institutions’ (and corporate) balance sheets as portfolios of assets,…
What Should Keep You Up At Night
The surprise of executives at a mortgage bank was big when confronted with the most threatening scenario for their ALM.It had an unexpected counter-intuitive twist. Risk managers are bracing themselves for a downturn. It has been anticipated for a number of years and now seems to be just around the corner. At times like this, liquidity is…
DIVING DEEPER INTO CECL
Read our CEO’s article about The Best Strategy for Forecasting Expected Credit Losses in GARP magazine
A Proactive, Integrated Approach to Capital Planning
Read our CEO Alla Gil’s take on how to reduce costs and increase efficiency: practical steps for navigating market uncertainty in GARP magazine.