All together now
This webinar on September 17th looks at the challenges of GRC, key trends, motives for improvement, future investments, and obstacles that banks and other financial institutions face in trying to improve and integrate their risk management strategy
More Correlation articles
High yield spreads are more highly correlated to the VIX index than to default rates.
Sovereign debt crisis raises fears about correlation of derivative collateral denominated in domestic currencies
An underrating of the chances of tail-risk events occurring by standard risk models means hedging against extreme events in the equity market is underpriced, according to Danish pension fund ATP's chief...
Have traditional energy market correlations changed permanently as a result of the credit bubble bursting and how will this impact trends in price forecasting and modelling? Pauline McCallion reports
In this 10-part series, Brett Humphreys takes a fresh look at the widely used risk measure value-at-risk (VaR), urging risk managers to be more aware of the many assumptions that go into the calcula...
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.