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More Risk management articles
Supervisors have given large banks three years for root-and-branch reform
Regulators want more consistency - and some are questioning AMA
This paper proposes the use of outlier detection methods from robust statistics and copula goodness-of-fit tests to identify components of mixture copulas. We first consider simulated data samples in which...
A procedure is developed to test whether conditional variances are constant over time in the context of generalized autoregressive conditional heteroscedasticity (GARCH) models with possible GARCH-in-mean...
Threats are "people we thought were our friends"
We are proud to announce the first conference on Financial Risk and Network Theory, which will take place in September 2014. All papers chosen to be presented at the conference will be considered for...
Big banks 'too big to bar', says commissioner Kara Stein
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.