Add a new comment:
thanks for this useful article
please upload the figures which you have discussed them in the context.
I'm eager to analyze them too.
please help me with this matter
Posted by: shiva
a good piece of information.i really enjoyed it.keep us informed in this field
Posted by: Musarurwa Trust
VAR versus expected shortfall
Updating your subscription status
Access your premium magazine online
Sign up in 2 minutes
and immediate access to premium content.
Click on one of the following publications to get started:
Every week our editorial team deliver a range of email bulletins to ensure our readers know what is happening in their markets around the world.
This report covers the specific technologies required for firms to improve their ORM processes.
9th-12th June, London
Cyber Risk Europe
Quant Congress USA
London, 3 & 4 June 2015
London, 23 & 24 June 2015
London 25 & 26 June 2015
Risk iPad and iPhone Apps
Click here to see our full portfolio
Register for regular alerts to receive up to date news directly into your inbox
TLAC threat to structured notes
Structured notes - an important funding source for many banks - may be barred from counting towards an issuer's total loss-absorbing capacity (see www.risk.net/2406942 and www.risk.net/2409263). The fear among regulators is that notes could not be quickly and simply valued and then written down to help recapitalise a failing bank. Do you agree?
© Incisive Risk Information (IP) Limited