Addressing the need to conduct global systemic risk studies in a rapidly changing and interconnected marketplace.
The need for regular global financial risk studies presents material challenges. Cross-border issues, legal considerations, data gathering complexities and consistency and speed of analysis, among other things, all affect systemic risk studies. This is an especially difficult proposition if the implementation process has to be reinvented for each study.
GBI addresses these issues by providing an independent, non-partisan platform from which to conduct cross-border, regional or other studies in an efficient, secure and accurate way.
Other study topics include liquidity risk, leverage ratio, Net Stable Funding Ratio, asset management issues, climate risk, third party risk management.
The EBA Market Risk Benchmarking Exercise study assesses the variability of banks’ risk measures for hypothetical portfolios and examines the different possible drivers of any observed variability.
From several years of GBI studies related to Basel Quantitative Impact Studies, GBI has compiled a thorough repository of publicly-available Pillar 3 Disclosure data from banks all over the world. This data has been valuable for validation of study submissions and study results. With this data, GBI has aggregated and summarized key features of regulatory capital measures for banks.
Risk Snapshots are data-driven insights on key topics and issues impacting risk managers globally. These insights are based on proprietary information gathered by GBI.
Model risk management has come under increased pressure in recent years. The growing use and complexity of models have coincided with heightened regulatory demands related to FRTB, CECL/IFRS 9, and climate-related stress tests.