Value-at-risk at the world's leading banks rose sharply in 2008, as firms struggled to get to grips with elevated volatility levels. Exceptions also soared, reigniting the debate over the accuracy o...
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 Market risk articles
Banks may face significantly higher regulatory capital requirements under proposed changes to the Basel II capital adequacy rules released today.
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.