In this episode of the ElysianNxt Podcast, our host Chris Puype and Piet Mandeville - Product Director Risk Solutions – discuss the main highlights from 'The Risk Function and the Future: Today'. They also discuss the challenges CROs have faced over the past two decades in the banking industry, current trends in financial risk management, and why emerging new technologies are essential to meeting today’s regulatory requirements.

In this white paper written with our partner Avantage Reply, we've attempted to re-imagine the future of the risk function via deep evaluation, and alignment of the external (prevalent trends) and internal (prevalent challenges) facts and evidence gathered from a combination of research and experience.

In this episode of the ElysianNxt Podcast, our host Chris Puype and Matthias Coessens – Managing Director for ElysianNxt in EMEA – discuss the latest regulatory trends in Europe, and how updating outdated Expected Credit Loss systems can help banks meet these challenges.

In this episode of the ElysianNxt Podcast, our host Chris Puype talks to Steve Claxton about trends in ESG reporting, the importance of climate change in risk assessment, and whether new European regulations will lead to greener banks in other regions.

In this episode of the ElysianNxt Podcast, our host Chris Puype talks to our guests from RegCentric – Thomas Verlaet and Katherine Natividad about the main challenges and opportunities for Australian banks as they prepare for Basel IV implementation.

Watch our Basel IV video series where we explore the challenges that may arise with adopting this new regulation and what this means for Financial Institutions.

Watch our on-demand webinar where experts from ElysianNxt and Deloitte explored the requirements of the ESG stress-testing exercise, and what this means for Financial Institutions and their system landscape.

ElysianNxt is a proud sponsor of this year’s Digital Finance Summit 2021.

Watch our on-demand Risk Management Insights webinar where experts from ElysianNxt and Deloitte Belgium will discuss practical examples from the field.

The EBA recently published its findings from the targeted review of internal models (TRIM), which revealed that banks largely underestimated the risks and thus underestimated their capital requirements severely. What does all of this mean for FI’s and their IT organization?

A retail savings bank urgently needed to replace its inferior IFRS 9 solution provided by a traditional vendor in this space. The Bank initially felt it would be impossible to move away from their existing provider in a cost-effective manner with minimal disruption.

Watch our on-demand webinar where experts from ElysianNxt and eCamSolution discuss IFRS 9 industry trends, benefits and successful Implementation strategies for financial institutions in Cambodia.

Our new Basel IV eBook looks at how a dynamic risk management approach prepares banks better for the future.

A large retail bank was looking at automating their regulatory credit risk reporting requirements.

Watch our on-demand webinar where experts from ElysianNxt and Deloitte Thailand examine the current and future impact of the relief programs on the IFRS 9 provisioning for financial Institutions in Thailand.

Batch processing is approaching its sunset, step into the world of real-time.

IRRBB management ultimately ensuring banks remain profitable and stable institutions while playing a key role in the economic recovery.

Forget business as usual for the time being, black swans do surface occasionally and COVID-19 is one of them.

In its effort to reduce the variability in modelled Risk Weighted Assets (RWA), the BCBS has included a Standardised Approach Floor to IRB RWA results in the Basel IV framework.

The current co-existence of the international Accounting framework for loan loss provisioning (IFRS 9) and the Regulatory framework (Basel 4) creates overhead due to inconsistencies.

Some jurisdictions, like Hong Kong, are going full steam ahead with the adoption of FRTB, while others require more time to implement.

Surprisingly, a revision of the Risk Weighting of Sovereign Debt was excluded from the ‘Finalization Package’, even after the lessons learned from the EU Sovereign Debt Crisis.