Automated risk systems vital, says Tower Research Capital CRO
Expected shortfall may be more conservative than VAR, but there are backtesting and stability concerns
This panel will discuss ways to allocate resources and minimize potential exposure with a set of analytical tools to assess, simulate and quantify operational risk capital to improve business efficiency and performance across the enterprise.
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Central bank will coordinate switch to new risk-free benchmark
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.