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.
Our GBITM online platform 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.
Our GBITM online platform and website hosts a range of cross-border, regional and national studies that are made available to participating firms. The GBITM online platform and website also provides other useful financial risk management-related analysis and information.
From several years of GBITM studies related to Basel Quantitative Impact Studies, GBITM 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, GBITM 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 GBITM.
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.
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