Weird or pragmatic: VAR-based back-tests for expected shortfall
Collateral posters should pay when rates are negative, US banks believe
In this white paper, Gordon Russell, Global Head of Risk at Broadridge Investment Management Solutions argues that the chances of survival in this new environment will be greater for funds that implement solutions to efficiently and cost-effectively manage data and risk.
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Decision-making failures are being tackled in three very different ways
UK banks need to comply with European 'living will' equivalent
XVA specialists spark debate on regulation and risk-neutrality
The dangers of complacency, excessive risk and management failures
Regulatory ruling confirms what was expected of private placement regime
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.