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Poll on Basel Committee proposal to ditch VAR attracts close to 1,000 votes - with a narrow victory for critics of the metric
US regulator is responsible for signing off models used for regulatory capital purposes
Lack of data for models is a function of Vietnam’s new capital markets – but no reason why the quality of data cannot improve over time, say speakers at Risk Vietnam conference
An Arch economist
Stress test struggle
Investors in Asian institutions are catching up with European and North American counterparts in demanding quantitative risk measures and risk numbers as part of their investment mandate, says risk ...
The cost of liquidation
For a few dollars more
The hedge of reason
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.