The Basel Committee is preparing to conduct a fundamental review of its trading book rules in 2011, even before a package of changes to the market risk framework has come into force. What are regulators...
Insurance Risk and BNY Mellon have conducted a survey to look at how insurance companies are preparing for the new regime and the opportunities and challenges that the changes will bring.
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Plans to overhaul the Basel trading book in 2011 have raised concerns about implementation targets
Deborah Cernauskas, Gabriel David and Anthony Tarantino propose an amended approach to value-at-risk that focuses on the drivers of risk and the use of agent-based modelling and simulation to capture the bounded rationality of human decision-making...
New report suggests investors should move away from using normal return distributions under modern portfolio theory
This paper discusses a number of diverse considerations that risk managers need to incorporate into their thought processes and recurring procedures if they are to fulfill their role more effectively in the future
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