David Rowe says it is time to extend stress testing to include more than just analysing the immediate impact of selected extreme events
This panel will discuss ways to allocate resources and minimize potential exposure with a set of analytical tools to assess, simulate and quantify operational risk capital to improve business efficiency and performance across the enterprise.
More Value-at-risk (var) articles
part 2 - Value-at-Risk (VaR) (recorded 19 February 2009) Criticism of the role of inadequate risk management in helping to cause and worsen the financial crisis has tended to focus on technical issues...
The Basel Committee on Banking Supervision released revised proposals for the charging of capital for incremental risk (IRC) in the trading book on July 22. The new rules, developed in conjunction with...
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.