Search posts by category

Nov 11, 2022

SS&C Roundtable: Getting Comfortable with Your CECL Results!

As CECL adoption ramps up and nears completion, many banks—both 2020 and 2023 filers—are looking to validate CECL estimates. And there is no question that this has become a much more cumbersome process with banks facing an unfamiliar economic environment, changing portfolios, and hidden credit losses masked by modifications and government intervention. 

Nov 4, 2022

Liquidity Risk Management: A Case for Broader Data & Model Integration

In the wake of the 2008 global financial crisis, researchers and institutional investors became more interested in liquidity risk modeling at large. As market and funding liquidity assessment have now become key requirements for major regulatory bodies, fund managers and risk specialists have sought to integrate liquidity risk analysis into their daily operations.

Nov 2, 2022

Think You Know Your Digital Co-Worker? Think Again!

After our annual SS&C Deliver Conference, themed “Delivering the Future,” one thing was clear without a crystal ball—intelligent automation is playing prominently in the future success of health and wealth industries.

Sep 26, 2022

Willow Tree: Risk Modeling for RFR under LIBOR

As financial markets transition from IBOR to SOFR, new valuation methodologies are emerging to replace the ones used to model forward-looking rates. For banks and asset managers using tree valuation to price interest rate contracts, especially those with early termination right by either holder and/or issuer, the Willow Tree method can relieve some of the challenges presented by other models.

Sep 9, 2022

Model Validations: What You Need to Know to Get CECL Right

As CECL adoption ramps up and nears completion, many banks—both 2020 and 2023 filers—are looking to validate CECL estimates, ensure that models remain predictive, and address auditor concerns. And the volatility of the macroeconomic environment doesn’t help, changing a bank’s portfolio mix and adding additional stress on CECL models.

Aug 26, 2022

Challenges of Non-Maturing Deposit Modeling Amid a Global Saving Glut

In the last decade, the world economy faced a global saving glut problem, in which economic agents keep saving even in negative real rates. This situation leads to excess demand for safe assets (US Treasuries), lowering bond yields, and peaking equity valuations. The 2008 financial crisis and the Great Recession reinforced the rise in global savings, though incremental accumulation has been concentrated in Europe, the U.S. and other advanced economies.

Aug 16, 2022

Capitalizing on Investment in Renewables

With the passage of the Inflation Reduction Act, investing in renewable energy is more relevant than ever. While the experts finish analyzing how the legislation will impact renewable energy investment strategies in the US, our "The Rise of Renewables: Considerations for Managing Investment Risk" whitepaper considers the opportunities and risks of investing in renewables.

Jul 29, 2022

Valuation of Asian Spread Options and How to Measure Them

Mark-to-market pricing of financial instruments plays an important role in managing risk. Asset managers and other industry practitioners depend on accurate valuations of financial instruments to assess the impact of risk factor changes on their portfolios. But the ability to accurately calculate exposures is challenged by highly dynamic, frequently fluctuating markets. Market standard valuation techniques such as Monte Carlo aren’t always efficient for such assets. Certain derivative instruments, such as Asian spread options, are a case in point. These instruments require a more robust valuation approach.


Theme picker