Risk Awards 2015: CVA in 10 seconds on a MacBook Pro – Danske can do it
Jørgensen leaves Nordea for compliance and AML role at Danske Bank
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Jesper Andreasen slams new generation of quants as indoctrinated "muppets", incapable of independent thought
Risk awards 2012
Nordic banks want to use the Basel framework’s advanced approach to credit risk capital, but local regulators are insistent that data – rather than judgement – has to be the basis for the calc...
Danske Bank completed the first phase of an economic capital project with Algorithmics
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.