A new buzzword for risk managers was born last week when options theorist Mark Garman unveiled his latest concept: VAR delta. As its name suggests, VAR delta is a technique for estimating the effect...
Morgan Stanley is in the midst of an ambitious global risk management project that aims to allow its market risk group to monitor the company's consolidated exposures in real-time and disseminate the data...
The international Basle Committee on banking supervision has unveiled its long-awaited supervisory proposals for applying capital charges to market risks incurred by banks. The new proposals include...
Insurance Risk and BNY Mellon have conducted a survey to look at how insurance companies are preparing for the new regime and the opportunities and challenges that the changes will bring.
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Dresdner Bank North America has signed up for an integrated suite of trade processing applications for use in its New York and soon-to-open Mexico City offices. The new systems will be used as the first step towards building a cross-product risk management...
This paper discusses a number of diverse considerations that risk managers need to incorporate into their thought processes and recurring procedures if they are to fulfill their role more effectively in the future
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