A new focus on tail risk is making stress testing a key tool for banks - and also for their regulators.
This handy guide reviews the various steps banks are taking to improve their risk management techniques, looking at the benefits and pitfalls of each one.
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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
Technology can provide a competitive advantage in banking. How it is applied by Tier 1 and Tier 2 institutions, to the benefit for their risk management systems, is discussed.
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