/ Blog

The Changing Face of Risk Management

by Percentile 2 min read
Risk has gone through three distinct phases over the last 30 years. The changes have reflected both the external focus on the financial services industry from regulators and the way that technology has changed what’s possible. It’s a process that’s likely to continue as the industry strives to achieve...
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/ Article, Blog

FRTB: P&L Attribution Challenges

by Percentile 3 min read
27 March 2017, Steve Hicks A year after Basel’s new Minimum capital requirements for market risk (commonly referred to as FRTB) were published, its P&L attribution tests remain a major issue for banks needing to implement it – both in the lack of clarity around it and the potential...
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/ Blog

Resilient Stress Testing Platforms: Top 4 Considerations

by Percentile 4 min read
“Bank of England May Toughen Stress Tests as Economy Rallies,” claimed the Bloomberg Business headline on 28 July. Deputy Governor Jon Cunliffe explained in a speech that the Bank of England’s approach would be to use stress testing more countercyclically: “Rather than testing every year against a scenario of...
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