iason

Hints & News N.139 | 𝐁𝐚𝐧𝐤𝐢𝐭: 𝐈𝐧𝐧𝐨𝐯𝐚𝐭𝐢𝐨𝐧 𝐚𝐧𝐝 𝐢𝐧𝐧𝐨𝐯𝐚𝐭𝐢𝐨𝐧 𝐟𝐢𝐧𝐚𝐧𝐜𝐢𝐧𝐠 𝐢𝐧 𝐄𝐮𝐫𝐨𝐩𝐞 Tap here to read more: https://lnkd.in/dZkavnjK Paolo Angelini’s (Deputy Governor of the Bank of Italy) speech highlights the challenges in financing innovation in Europe, emphasizing the region’s lagging performance in productivity and innovation compared to global leaders, particularly the U.S. #iasonHintsNews #FinTech #Innovation

Hints & News N.138 | 𝐅𝐄𝐃 𝐍𝐘: 𝐁𝐚𝐧𝐤 𝐄𝐜𝐨𝐧𝐨𝐦𝐢𝐜 𝐂𝐚𝐩𝐢𝐭𝐚𝐥 Tap here to read more: https://lnkd.in/dZkavnjK This FED NY study proposes a forward-looking, market-based approach to measuring bank capital that better accounts for liquidity risks. The findings indicate that despite regulatory reforms, the banking sector remains vulnerable to funding liquidity shocks, underscoring the need for improved solvency assessments. By incorporating economic capital into regulatory evaluations, policymakers can better anticipate financial instability and mitigate future crises. #iasonHintsNews #LiquidityRisk #EconomicCapital

Pill N.38 | 𝐄𝐒𝐌: 𝐀𝐬𝐬𝐞𝐭-𝐐𝐮𝐚𝐥𝐢𝐭𝐲-𝐚𝐭-𝐑𝐢𝐬𝐤 Topics: #CreditRisk #NPL Authors: Dario E. Read more here: https://lnkd.in/dYNmPbRN #iasonPills

Hints & News N.137 | 𝐈𝐂𝐌𝐀 𝐮𝐩𝐝𝐚𝐭𝐞𝐬 𝐢𝐭𝐬 𝐆𝐮𝐢𝐝𝐞 𝐭𝐨 𝐁𝐞𝐬𝐭 𝐏𝐫𝐚𝐜𝐭𝐢𝐜𝐞 𝐢𝐧 𝐭𝐡𝐞 𝐄𝐮𝐫𝐨𝐩𝐞𝐚𝐧 𝐑𝐞𝐩𝐨 𝐌𝐚𝐫𝐤𝐞𝐭 Tap here to read more: https://lnkd.in/dZkavnjK ICMA’s European Repo and Collateral Council (ERCC) has published an updated version of the ERCC Guide to Best Practice in the European Repo Market. The ERCC Guide is a flagship document for ICMA and provides detailed guidance, best practice recommendations, and clarifications that are intended to support the well-organized trading and settlement of repos. #iasonHintsNews #MarketRisk #RepoMarket

Research Paper N.73 | 𝐂𝐨𝐦𝐩𝐮𝐭𝐚𝐭𝐢𝐨𝐧 𝐨𝐟 𝐑𝐖𝐀𝐬 𝐟𝐨𝐫 𝐒𝐞𝐜𝐮𝐫𝐢𝐭𝐢𝐬𝐚𝐭𝐢𝐨𝐧 𝐄𝐱𝐩𝐨𝐬𝐮𝐫𝐞𝐬: 𝐭𝐡𝐞 𝐢𝐒𝐄𝐂 𝐂𝐚𝐥𝐜𝐮𝐥𝐚𝐭𝐢𝐨𝐧 𝐄𝐧𝐠𝐢𝐧𝐞 Read more here: https://lnkd.in/dHXmUMwf This paper provides a detailed analysis of the various approaches that banks must use for computing the Risk Weighted Assets (RWAs) for securitisation exposures within the current regulatory framework and presents an integrated solution developed by iason to ensure the appropriate and efficient calculation of those measures. The work starts with a brief overview of the basic concepts related to Securitisations and the related risks. Subsequently, the various models and procedures for calculating risk weights are explained in detail. The article concludes with a short presentation of the user-friendly Python-based tool named iSEC elaborated by iason for the precise and automatic computation of capital requirements related to securitisation exposures with the SEC-SA and SEC-ERBA methodologies. iSEC is available upon request and a demo can be obtained by contacting the authors of the paper. The iSEC tool can be integrated upon request to allow the computation of capital requirements under the SEC-IRBA approach based on banks specific needs and internal models. Authors: Mattia B., Giuseppe Morisani, MSc. and Caterina Papetti #iasonResearchPaperSeries #CapitalRequirements #RWA #Securitisations #CreditRisk

Pill N.37 | 𝐁𝐚𝐧𝐤𝐢𝐭: 𝐁𝐚𝐧𝐤𝐬’ 𝐂𝐨𝐥𝐥𝐚𝐭𝐞𝐫𝐚𝐥 𝐕𝐚𝐥𝐮𝐚𝐭𝐢𝐨𝐧 𝐟𝐨𝐫 𝐂𝐨𝐦𝐦𝐞𝐫𝐜𝐢𝐚𝐥 𝐑𝐞𝐚𝐥 𝐄𝐬𝐭𝐚𝐭𝐞 𝐋𝐨𝐚𝐧𝐬 - 𝐋𝐞𝐬𝐬𝐨𝐧𝐬 𝐟𝐫𝐨𝐦 𝐀𝐧𝐚𝐂𝐫𝐞𝐝𝐢𝐭 Topics: #CreditRisk #CommercialRealEstate Authors: Dario E. Read more here: https://lnkd.in/dYNmPbRN #iasonPills

Hints & News N.136 | 𝐄𝐒𝐌𝐀: 𝐀𝐫𝐭𝐢𝐟𝐢𝐜𝐢𝐚𝐥 𝐢𝐧𝐭𝐞𝐥𝐥𝐢𝐠𝐞𝐧𝐜𝐞 𝐢𝐧 𝐄𝐔 𝐢𝐧𝐯𝐞𝐬𝐭𝐦𝐞𝐧𝐭 𝐟𝐮𝐧𝐝𝐬 - 𝐚𝐝𝐨𝐩𝐭𝐢𝐨𝐧, 𝐬𝐭𝐫𝐚𝐭𝐞𝐠𝐢𝐞𝐬 𝐚𝐧𝐝 𝐩𝐨𝐫𝐭𝐟𝐨𝐥𝐢𝐨 𝐞𝐱𝐩𝐨𝐬𝐮𝐫𝐞𝐬 Tap here to read more: https://lnkd.in/dZkavnjK ESMA evaluates the adoption and impact of artificial intelligence (AI) in the EU investment fund industry, focusing on operational use by asset managers and portfolio investment in AI-related companies. #iasonHintsNews #AI #GenAI #AssetManagement

Market View N.7 | 𝐀 𝐜𝐥𝐨𝐬𝐞𝐫 𝐥𝐨𝐨𝐤 𝐚𝐭 𝐭𝐡𝐞 𝐟𝐢𝐫𝐬𝐭 𝐰𝐞𝐞𝐤 𝐨𝐟 𝐌𝐚𝐫𝐜𝐡 Subscribe to our #marketview newsletter! The most interesting updates on #financialmarket developments, #monetarypolicy choices and #centralbanks moves available to you every week Read more on our website: https://lnkd.in/dXFfr7f7

Hints & News N.135 |  𝐎𝐄𝐂𝐃: 𝐓𝐨𝐰𝐚𝐫𝐝𝐬 𝐚 𝐜𝐨𝐦𝐦𝐨𝐧 𝐫𝐞𝐩𝐨𝐫𝐭𝐢𝐧𝐠 𝐟𝐫𝐚𝐦𝐞𝐰𝐨𝐫𝐤 𝐟𝐨𝐫 𝐀𝐈 𝐢𝐧𝐜𝐢𝐝𝐞𝐧𝐭𝐬 Tap here to read more: https://lnkd.in/dZkavnjK The OECD Common Reporting Framework for AI Incidents establishes a global standard for tracking and reporting AI-related incidents. It aims to improve consistency, interoperability, and risk assessment across jurisdictions while allowing flexibility for national policies #iasonHintsNews #AI

Pill N.36 | 𝐄𝐂𝐁: 𝐎𝐮𝐭𝐬𝐨𝐮𝐫𝐜𝐢𝐧𝐠 𝐓𝐫𝐞𝐧𝐝𝐬 𝐢𝐧 𝐭𝐡𝐞 𝐁𝐚𝐧𝐤𝐢𝐧𝐠 𝐒𝐞𝐜𝐭𝐨𝐫 Topics: #OutsourcingRisk #ThirdPartyRisk #ICTRisk #Technolgy Authors: Dario E. Read more here: https://lnkd.in/dYNmPbRN #iasonPills