Comparing modelled and standardised capital may raise more questions than it answers
Capital for modelling banks could jump by half if 75% floor is applied to SA-CCR
The online Certificate in Quantitative Finance program provides risk professionals with quant finance tools applicable to their roles, and now offers risk management electives. Download the CQF brochure.
More Duncan Wood articles
Chartis focuses on risk management systems and practices
Swiss bank's fixed-income trading floor is home to two distinct businesses
Question is not why provision died, but how it was ever born
Isda AGM: Interaction between some rules “very, very convex”, says Deutsche exec
Isda AGM: Proposed trading book rules are “nuts”, says Ramambason of BNP Paribas
Isda AGM: no new products added to Sef mandate list in 13 months
Ice says move is “not an outcome we want to see” but Emir margin could drive users away
Retail brokers accused of stealing bank business with little oversight
Barclays is first client for service that promises 20% savings for FCMs
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