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Razor Risk Technologies' white papers share our latest research and insights into best practice risk management.

Please enter your details below to access the White Papers section of our web site where you can download the following white papers in PDF format:

• Emerging from the financial crisis: A new era for CCP risk management

  As the global financial and regulatory community seeks to implement solutions to prevent future market dislocations, a unique window of opportunity has opened for CCPs. This paper provides some insights aimed at assisting CCPs to gain competitive advantage amidst this new era of risk management. It also outlines some key characteristics of an effective risk management technology system to assist CCPs in adapting quickly to new market pressures and legislative changes as they come into play.

• Razor White Paper: Achieving Accurate Value at Risk (VaR) Calculations

  This paper examines the reasons behind the perceived failure of risk management up to and during the economic downturn. It also outlines how VaR can be a highly accurate measure if it can measure and factor in dynamic changes in the underlying portfolio holdings, ensuring that ‘non-normal’ events and cyclical macro-economic issues are taken into account.

• Razor White Paper: Liquidity Risk Management

  This paper explains the level of detail, frequency and stress testing requirements of the new FSA liquidity risk regulations. It suggests that the short implementation timetable for the regulations argues against in-house development, and provides an overview of Razor’s capabilities for meeting the new reporting regime and achieving best practice liquidity risk management, including a data framework, a scenario and stress testing engine, and an analysis and reporting module.

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