David Rowe says it is time to extend stress testing to include more than just analysing the immediate impact of selected extreme events
This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
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...
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.